From a98ddadcd465d6dcf78102d97f12b87d752a57b9 Mon Sep 17 00:00:00 2001 From: mindesbunister Date: Thu, 27 Nov 2025 11:42:02 +0100 Subject: [PATCH] docs: Add comprehensive Smart Entry Timing status documentation --- SMART_ENTRY_TIMING_STATUS.md | 376 +++++++++++++++++++++++++++++++++++ 1 file changed, 376 insertions(+) create mode 100644 SMART_ENTRY_TIMING_STATUS.md diff --git a/SMART_ENTRY_TIMING_STATUS.md b/SMART_ENTRY_TIMING_STATUS.md new file mode 100644 index 0000000..bf5b643 --- /dev/null +++ b/SMART_ENTRY_TIMING_STATUS.md @@ -0,0 +1,376 @@ +# Smart Entry Timing - Implementation Status + +## ✅ PHASE 2 IMPLEMENTATION COMPLETE + +**Date:** November 26, 2025 +**Status:** Code complete, TypeScript compilation clean (0 errors) +**Expected Value:** $1,600-4,000 improvement over 100 trades (0.2-0.5% per trade) + +--- + +## Implementation Summary + +### Core Service: `lib/trading/smart-entry-timer.ts` (616 lines) + +**Architecture:** +- Singleton pattern via `getSmartEntryTimer()` getter +- Queue-based signal management (Map of QueuedSignal objects) +- Monitoring loop runs every 15 seconds when queue active +- Automatic cleanup of expired/executed signals + +**Key Features:** + +1. **Queue Management** + - `queueSignal(signalData)` - Adds signal to queue with pullback targets + - `startMonitoring()` - Begins 15s interval checks + - `stopMonitoring()` - Stops when queue empty + - `getQueueStatus()` - Debug/monitoring endpoint + +2. **Smart Entry Logic** + - LONG: Wait for 0.15-0.5% dip below signal price + - SHORT: Wait for 0.15-0.5% bounce above signal price + - ADX validation: Trend strength hasn't degraded >2 points + - Timeout: 2 minutes → execute at current price regardless + +3. **Execution Flow** + - Gets fresh market data from cache (1-min updates) + - Gets real-time price from Pyth oracle + - Calculates pullback magnitude + - Validates ADX via fresh TradingView data + - Opens position via Drift SDK + - Places ATR-based exit orders (TP1/TP2/SL) + - Saves to database with smart entry metadata + - Adds to Position Manager for monitoring + +4. **Configuration** (.env variables) + ```bash + SMART_ENTRY_ENABLED=false # Disabled by default + SMART_ENTRY_MAX_WAIT_MS=120000 # 2 minutes + SMART_ENTRY_PULLBACK_MIN=0.15 # 0.15% minimum + SMART_ENTRY_PULLBACK_MAX=0.50 # 0.50% maximum + SMART_ENTRY_ADX_TOLERANCE=2 # 2 points max drop + ``` + +### Integration: `app/api/trading/execute/route.ts` + +**Smart Entry Decision Tree** (lines 422-478): +``` +Signal arrives → Check if smart entry enabled + ↓ NO: Execute immediately (existing flow) + ↓ YES: Get current price from Pyth + ↓ Calculate pullback from signal price + ↓ Already at favorable level? (0.15-0.5% pullback achieved) + ↓ YES: Execute immediately + ↓ NO: Queue signal for monitoring + ↓ Return HTTP 200 to n8n (workflow continues) + ↓ Background monitoring every 15s + ↓ Execute when: + - Pullback target hit + ADX valid + - OR timeout (2 minutes) +``` + +**Key Behaviors:** +- Preserves existing immediate execution when smart entry disabled +- Returns success to n8n even when queued (workflow completes) +- No blocking waits - fully asynchronous monitoring +- Works with both 5-minute signals (production) and multi-timeframe data collection + +--- + +## Database Tracking + +**Smart Entry Metadata** (saved in `configSnapshot.smartEntry`): +```typescript +{ + used: boolean, // Was smart entry used? + improvement: number, // % improvement (positive = better entry) + waitTime: number, // Seconds waited before execution + reason: string, // 'pullback_confirmed' | 'timeout' | 'manual_override' + checksPerformed: number // How many 15s checks ran +} +``` + +**Purpose:** Enable post-trade analysis to measure actual improvement vs immediate entry. + +--- + +## Testing Plan + +### Phase 1: TypeScript Compilation ✅ +- [x] Zero TypeScript errors +- [x] All interfaces correctly matched +- [x] Dependencies properly imported +- [x] Git committed and pushed + +### Phase 2: Development Testing (TODO) +1. **Enable smart entry:** + ```bash + echo "SMART_ENTRY_ENABLED=true" >> .env + docker restart trading-bot-v4 + ``` + +2. **Send test signal via n8n or manual API:** + ```bash + curl -X POST http://localhost:3001/api/trading/execute \ + -H "Content-Type: application/json" \ + -H "Authorization: Bearer $API_SECRET_KEY" \ + -d '{ + "symbol": "SOL-PERP", + "direction": "long", + "signalPrice": 142.50, + "atr": 0.43, + "adx": 26, + "rsi": 58, + "volumeRatio": 1.2, + "pricePosition": 45, + "qualityScore": 95 + }' + ``` + +3. **Verify logs:** + ```bash + docker logs -f trading-bot-v4 | grep "Smart Entry" + ``` + Expected log sequence: + - `📥 Smart Entry: Queued signal SOL-PERP-{timestamp}` + - `🔍 Smart Entry: Checking 1 queued signals...` + - `✅ Smart Entry: Pullback confirmed!` (if price dipped) + - OR `⏰ Smart Entry: Timeout - executing at current price` (after 2 min) + +4. **Test scenarios:** + - Signal arrives when price already at favorable level → immediate execution + - Signal arrives when price unfavorable → queued → pullback detected → execution + - Signal arrives when price unfavorable → queued → timeout → execution at current + - ADX degrades >2 points during wait → signal cancelled + +### Phase 3: Production Deployment (TODO) +1. **Docker build:** + ```bash + cd /home/icke/traderv4 + docker compose build trading-bot + docker compose up -d --force-recreate trading-bot + ``` + +2. **Verify container timestamp:** + ```bash + docker logs trading-bot-v4 | grep "Server starting" | head -1 + # Must be AFTER commit timestamp: a8c1b2c (Nov 26, 2025) + ``` + +3. **Monitor first 5-10 signals:** + - Watch for "Smart Entry" logs + - Verify queuing behavior + - Confirm execution timing (pullback vs timeout) + - Check database `configSnapshot.smartEntry` fields + +4. **Compare entry prices:** + - Query last 20 trades: 10 with smart entry ON, 10 with smart entry OFF + - Calculate average entry improvement + - Expected: 0.2-0.5% better entries with smart entry + +### Phase 4: Performance Analysis (TODO - After 50+ trades) +```sql +-- Compare smart entry vs immediate entry performance +SELECT + CASE + WHEN "configSnapshot"::jsonb->'smartEntry'->>'used' = 'true' + THEN 'Smart Entry' + ELSE 'Immediate Entry' + END as entry_type, + COUNT(*) as trades, + ROUND(AVG("realizedPnL")::numeric, 2) as avg_pnl, + ROUND(100.0 * SUM(CASE WHEN "realizedPnL" > 0 THEN 1 ELSE 0 END) / COUNT(*), 1) as win_rate, + ROUND(AVG(("configSnapshot"::jsonb->'smartEntry'->>'improvement')::float), 3) as avg_improvement +FROM "Trade" +WHERE "exitReason" IS NOT NULL + AND "createdAt" > NOW() - INTERVAL '30 days' +GROUP BY entry_type; +``` + +**Expected Results:** +- Smart Entry avg_improvement: +0.2% to +0.5% +- Smart Entry win_rate: 2-3% higher than immediate (due to better entries) +- Smart Entry avg_pnl: $16-40 more per trade + +--- + +## Configuration Tuning + +### Pullback Range +Current: 0.15-0.5% +- Too narrow: Misses opportunities, high timeout rate +- Too wide: Risks reversal, delays entry +- Optimal: Market-dependent, analyze timeout vs pullback hit rate + +### Wait Time +Current: 2 minutes (120,000ms) +- Too short: Misses pullbacks that take longer +- Too long: Delays entry, risks missed moves +- Optimal: 90-180 seconds based on 5min candle timing + +### ADX Tolerance +Current: 2 points +- Too strict: High cancellation rate, misses valid entries +- Too loose: Enters weak trends +- Optimal: 2-3 points based on ADX volatility during pullbacks + +**Tuning Process:** +1. Collect 50+ smart entry trades +2. Analyze: + - Timeout rate vs pullback hit rate + - Cancelled signals (ADX degraded) - were they correct cancellations? + - Entry improvement distribution (0.15%, 0.30%, 0.50%) +3. Adjust parameters based on data +4. Re-test for 50 more trades +5. Compare performance + +--- + +## Monitoring & Debugging + +### Queue Status Endpoint +```typescript +const smartEntryTimer = getSmartEntryTimer() +const queueStatus = smartEntryTimer.getQueueStatus() +console.log('Queued signals:', queueStatus) +``` + +### Key Log Messages +- `💡 Smart Entry Timer initialized: {enabled, maxWait, pullback, adxTolerance}` +- `📥 Smart Entry: Queued signal {id}` - Signal added to queue +- `🔍 Smart Entry: Checking {count} queued signals...` - Monitoring loop running +- `✅ Smart Entry: Pullback confirmed! {direction} {symbol}` - Optimal entry detected +- `⏰ Smart Entry: Timeout - executing at current price` - 2min timeout reached +- `❌ Smart Entry: ADX degraded from {start} to {current}` - Signal cancelled +- `💰 Smart Entry: Improvement: {percent}%` - Entry vs signal price comparison + +### Common Issues + +**Issue: Signals timeout frequently (>50% timeout rate)** +- Cause: Pullback targets too tight for market volatility +- Solution: Widen SMART_ENTRY_PULLBACK_MAX from 0.50% to 0.75% + +**Issue: Signals cancelled due to ADX degradation** +- Cause: ADX tolerance too strict for natural fluctuations +- Solution: Increase SMART_ENTRY_ADX_TOLERANCE from 2 to 3 + +**Issue: Smart entry improves price but trades still lose** +- Cause: Entry improvement doesn't fix bad signal quality +- Solution: Focus on improving signal quality thresholds first +- Note: Smart entry optimizes entry on GOOD signals, doesn't fix BAD signals + +**Issue: Monitoring loop not running (no "Checking" logs)** +- Cause: Queue empty or monitoring interval not started +- Solution: Check queueSignal() was called, verify enabled=true + +--- + +## Success Criteria + +### Phase 2 Complete ✅ +- [x] Zero TypeScript compilation errors +- [x] Smart entry service implemented (616 lines) +- [x] Execute endpoint integrated +- [x] Configuration variables added to .env +- [x] Git committed and pushed +- [x] Ready for testing + +### Phase 3 Success (Development Testing) +- [ ] Smart entry queues signals correctly +- [ ] Monitoring loop detects pullbacks +- [ ] Timeout execution works after 2 minutes +- [ ] ADX degradation cancels signals +- [ ] Database records smart entry metadata +- [ ] No TypeScript runtime errors + +### Phase 4 Success (Production Validation) +- [ ] 50+ trades executed with smart entry enabled +- [ ] Average entry improvement: 0.2-0.5% measured +- [ ] No adverse effects on win rate +- [ ] No system stability issues +- [ ] User satisfied with results + +### Phase 5 Success (Performance Analysis) +- [ ] 100+ trades analyzed +- [ ] $1,600-4,000 cumulative profit improvement confirmed +- [ ] Optimal configuration parameters determined +- [ ] Documentation updated with tuning recommendations +- [ ] Feature declared production-ready + +--- + +## Financial Impact Projection + +**Based on 100 trades at $8,000 average position size:** + +| Entry Improvement | Profit per Trade | Total Improvement | +|-------------------|------------------|-------------------| +| 0.2% (conservative) | +$16 | +$1,600 | +| 0.35% (expected) | +$28 | +$2,800 | +| 0.5% (optimistic) | +$40 | +$4,000 | + +**Assumptions:** +- Position size: $8,000 (current capital $540 × 15x leverage) +- Pullback hit rate: 40-60% (rest timeout at current price) +- ADX cancellation rate: <10% (mostly valid cancellations) +- Win rate maintained or slightly improved (better entries) + +**Comparison to Phase 1:** +- Phase 1: 1-minute data collection (infrastructure) +- Phase 2: Smart entry timing (CURRENT - profit generation) +- Phase 3: ATR-based dynamic targets (planned - further optimization) + +**Cumulative Impact:** +- Phase 2 alone: +$1,600-4,000 over 100 trades +- Phase 2 + Phase 3: +$3,000-7,000 expected (combined improvements) +- All phases complete: +35-40% P&L improvement (per master roadmap) + +--- + +## Next Steps + +1. **Immediate (Today):** + - Enable SMART_ENTRY_ENABLED=true in development .env + - Send test signal via n8n or manual API call + - Verify logs show queuing and monitoring behavior + - Test timeout scenario (wait 2+ minutes) + +2. **This Week:** + - Execute 5-10 test trades with smart entry enabled + - Monitor for errors, crashes, unexpected behavior + - Measure entry improvement on test trades + - Fix any bugs discovered during testing + +3. **Next Week:** + - Deploy to production if testing successful + - Monitor first 20 production trades closely + - Compare smart entry vs immediate entry performance + - Adjust configuration parameters if needed + +4. **Month 1:** + - Collect 50+ smart entry trades + - Run SQL analysis comparing entry types + - Calculate actual profit improvement + - Tune pullback range, wait time, ADX tolerance + +5. **Month 2:** + - Collect 100+ trades total + - Confirm $1,600-4,000 improvement achieved + - Document optimal configuration + - Proceed to Phase 3: ATR-based dynamic targets + +--- + +## References + +- **Roadmap:** `1MIN_DATA_ENHANCEMENTS_ROADMAP.md` +- **Master Plan:** `OPTIMIZATION_MASTER_ROADMAP.md` +- **Phase 1 Status:** Complete (1-min data collection working) +- **Phase 3 Roadmap:** `ATR_BASED_TP_ROADMAP.md` +- **Git Commit:** a8c1b2c (Nov 26, 2025) + +--- + +**Status:** ✅ READY FOR TESTING +**Next Action:** Enable in development and execute first test trade +**Expected Result:** 0.2-0.5% entry improvement per trade = $16-40 additional profit