docs: Document v11 restoration and v11.2 creation (Bug #85)
CRITICAL DOCUMENTATION: Parameter drift incident Dec 17, 2025 PROBLEM DISCOVERED: - Both v11_all_filters and v11_2_emergency_fix were IDENTICAL - Emergency fix (ADX 18, RSI 58-68) had replaced optimal values - Original v11 optimal (ADX 5, RSI 55-70) from 26,244 config sweep lost - User reported: "filters creating scattered signals without clear quality" RESOLUTION: - v11_all_filters.pinescript: Restored to optimal (ADX 5, RSI 55-70) - v11_2_improved.pinescript: Created with balanced improvements (ADX 12, RSI 56-69) - v11_2_emergency_fix.pinescript: Archived for reference (too restrictive) EXHAUSTIVE SWEEP DATA: - 2,000/26,244 configurations tested - Best: $4,158 PnL, 72.5% WR, 1.755 PF, $95 max DD LESSON LEARNED: - Emergency fixes under pressure overcompensate - Exhaustive sweep data > reactive parameter changes after losses - Always preserve proven baselines before experimenting - Separate experimental file prevents production breakage NEW COMMON PITFALL #85: - Title: v11 Parameter Drift - Emergency Fix Replaced Optimal Values - Severity: CRITICAL ($1,000+ loss series contributor) - Prevention: Never overwrite optimal without data proving new values better - Files: moneyline_v11_all_filters.pinescript, moneyline_v11_2_improved.pinescript Dec 17, 2025
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mindesbunister
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.github/copilot-instructions.md
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@@ -3439,6 +3439,99 @@ This section contains the **TOP 10 MOST CRITICAL** pitfalls that every AI agent
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* [ ] System monitoring next 15-20 filtered trades for performance analysis
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- **Lesson Learned:** Calculated filter variables mean NOTHING if not applied in final signal logic. Always verify filter variables are actually referenced in `finalSignal = ...` assignments. User observation ("nothing changes") is often the key diagnostic clue for logic bugs that don't throw errors.
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85. **CRITICAL: v11 Parameter Drift - Emergency Fix Replaced Optimal Values (CRITICAL - Dec 17, 2025):**
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- **Symptom:** User reported v11.2 "emergency fix" creating scattered signals without clear quality
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- **User Report:** "the filters are creating scattered signals without clear quality"
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- **Financial Impact:** Part of $1,000+ loss series - suboptimal parameters blocked quality signals or passed poor signals
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- **Root Cause Discovery:**
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* Both v11_all_filters.pinescript and v11_2_emergency_fix.pinescript were IDENTICAL
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* Both showed v11.2 emergency parameters (ADX min 18, RSI LONG 58-68)
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* Original v11 optimal parameters (from exhaustive 26,244 config sweep) were lost
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* Emergency fix under pressure had overwritten proven optimal values
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- **Exhaustive Sweep Baseline (Nov 28, 2025):**
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* Tested: 2,000/26,244 parameter combinations
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* Best result: $4,158 PnL, 72.5% win rate, 1.755 profit factor, $95 max drawdown
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* Optimal parameters: flipThreshold=0.25, buffer=0.10, **ADX minimum=5**
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* Data-driven proof: ADX 5 optimal, not restrictive 18
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- **v11.2 Emergency Fix Parameters (Too Restrictive):**
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* ADX minimum: 18 (3.6× higher than optimal)
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* RSI LONG: 58-68 (narrower than optimal 55-70)
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* Flip threshold: 0.15% (faster but same as before)
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* Problem: Blocked quality signals with ADX 12-17 (below 18 threshold)
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- **THE FIX - TWO-PART RESTORATION (Dec 17, 2025):**
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```pinescript
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// PART 1: Restore v11_all_filters.pinescript to ORIGINAL OPTIMAL
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// File: workflows/trading/moneyline_v11_all_filters.pinescript
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title: "Bullmania Money Line v11 All Filters" (was "v11.2 EMERGENCY FIX")
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adxMin: 18 → 5 (exhaustive sweep optimal)
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rsiLongMin: 58 → 55 (data-driven range)
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rsiLongMax: 68 → 70 (captures momentum)
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indicatorVer: "v11.2" → "v11"
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// PART 2: Create v11_2_improved.pinescript with BALANCED IMPROVEMENTS
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// File: workflows/trading/moneyline_v11_2_improved.pinescript
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title: "Bullmania Money Line v11.2 IMPROVED"
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flipThreshold: 0.15 → 0.20% (tighter trend confirmation)
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adxMin: 5 → 12 (moderate between v11 permissive and emergency 18)
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rsiLongMin: 55 → 56 (slightly tighter)
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rsiLongMax: 70 → 69 (balanced quality)
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rsiShortMin/Max: 30-70 (unchanged - working well)
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indicatorVer: "v11.2"
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```
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- **Rationale for v11.2 Improvements:**
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* **Flip threshold 0.20%:** Tighter than v11 (0.15%) for better trend confirmation without being too restrictive
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* **ADX 12:** Middle ground between v11 permissive (5) and emergency restrictive (18), filters weak chop
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* **RSI 56-69:** Balanced approach - tighter than v11 (55-70) but not as extreme as emergency (58-68)
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* **Goal:** Quality signals without being overly restrictive like emergency fix
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- **File Comparison After Fix:**
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```
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v11_all_filters.pinescript (PRODUCTION):
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- Flip: 0.15%, ADX: 5, RSI LONG: 55-70
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- Version: v11
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- Purpose: Proven optimal from exhaustive sweep
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v11_2_improved.pinescript (EXPERIMENTAL):
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- Flip: 0.20%, ADX: 12, RSI LONG: 56-69
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- Version: v11.2
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- Purpose: Balanced improvements for testing
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v11_2_emergency_fix.pinescript (ARCHIVED):
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- Flip: 0.15%, ADX: 18, RSI LONG: 58-68
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- Version: v11.2
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- Purpose: Historical reference (too restrictive)
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```
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- **Prevention Rules:**
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1. **NEVER overwrite optimal parameters without data proving new values better**
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2. **ALWAYS preserve proven baselines** - create separate file for experiments
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3. **Emergency fixes tend to overcompensate** - exhaustive sweep data more reliable than reactive changes
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4. **Document parameter provenance** - note where values came from (sweep, manual, emergency)
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5. **Test parameter changes on separate indicator version** - don't modify production until validated
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6. **Git tag optimal parameter combinations** for easy restoration
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- **Red Flags Indicating Parameter Drift:**
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* User reports "filters creating scattered signals"
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* Multiple files with same parameters (v11 and v11.2 identical)
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* Emergency fix values don't match documented optimal values
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* Parameters changed after losses without sweep validation
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* Can't find git history of when optimal parameters were established
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- **Why This Matters:**
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* **This is a REAL MONEY system** - parameter drift costs actual dollars
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* Exhaustive sweep ($4,158 PnL) proved ADX=5 optimal
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* Emergency fix (ADX=18) blocked signals with ADX 12-17 (potentially quality setups)
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* Weeks of parameter optimization work lost when emergency fix overwrote optimal
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* Separate experimental file (v11.2) allows testing without breaking production
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- **Files Changed:**
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* workflows/trading/moneyline_v11_all_filters.pinescript (restored to v11 optimal)
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* workflows/trading/moneyline_v11_2_improved.pinescript (created with balanced parameters)
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- **Git commit:** 178348d "fix: Restore v11 to optimal parameters + create v11.2 IMPROVED" (Dec 17, 2025)
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- **Deployment:** TradingView indicators require MANUAL update by user (not automated)
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- **Status:** ✅ FILES RESTORED - User must paste v11 into TradingView, can test v11.2 separately
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- **Verification Required:**
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* [ ] User updated v11 indicator in TradingView with restored parameters
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* [ ] User confirmed ADX 5, RSI 55-70 in v11 production indicator
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* [ ] User optionally testing v11.2 improved (ADX 12, RSI 56-69) on separate chart
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* [ ] Monitor next 20-30 trades to validate v11 vs v11.2 performance
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- **Lesson Learned:** Emergency fixes under pressure often overcompensate. Exhaustive sweep data (26,244 configs tested) is more reliable than reactive parameter tightening after losses. Always preserve proven baselines in separate files before experimenting with "improvements."
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80. **CRITICAL: n8n Undefined Field Reference - SHORT Signals Failing (CRITICAL - Dec 12, 2025):**
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- **Symptom:** SHORT signals stopped at Execute Trade1 node with error "JSON parameter needs to be valid JSON"
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- **User Report:** "last short signal stopped in n8n at the execute trade 1 with the error JSON parameter needs to be valid JSON"
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