feat: Archive old indicator versions, focus on v8 production system

Version Management:
- v8 Money Line: PRODUCTION (8 trades, 57.1% WR, +$262.70, quality ≥95 = 100% wins)
- v5/v6/v7: ARCHIVED (historical baseline for future v9 comparison)

API Changes (app/api/analytics/version-comparison/route.ts):
- Added 'archived' flag to version stats
- Added 'production' field pointing to v8
- Updated sort order: v8 first, then archived versions
- Enhanced descriptions with PRODUCTION/ARCHIVED labels

UI Changes (app/analytics/page.tsx):
- v8 highlighted with blue gradient + 🚀 PRODUCTION badge
- Archived versions greyed out (60% opacity) + ARCHIVED badge
- Updated header: 'Indicator Versions (v8 Production)'
- Data collection notice: v8 shows 8/50 trades progress
- Kept comparison infrastructure for future v9 development

Documentation (.github/copilot-instructions.md):
- Updated Indicator Version Tracking section
- Documented perfect quality separation (≥95 = 100% wins)
- Clarified v8 production status, archived versions purpose
- Analytics UI behavior documented

Purpose: Keep comparison infrastructure for statistical validation
and future v9 testing while focusing user attention on v8 results.
This commit is contained in:
mindesbunister
2025-11-22 14:45:48 +01:00
parent 11d350cebc
commit bba91c1df8
3 changed files with 76 additions and 39 deletions

View File

@@ -3810,22 +3810,20 @@ See `POSITION_SCALING_ROADMAP.md` for planned position management optimizations:
- SQL queries in `docs/analysis/SIGNAL_QUALITY_VERSION_ANALYSIS.sql` for deep-dive analysis
- Need 20+ trades per version before meaningful comparison
**Indicator Version Tracking (Nov 18, 2025):** Database tracks `indicatorVersion` field for TradingView strategy comparison:
- **v6:** HalfTrend + BarColor strategy (Nov 12-18) - baseline performance, prone to flip-flops in choppy markets
- **v7:** v6 with toggle filters (deprecated - no fundamental improvements, just filter combinations)
- **v8:** Money Line Sticky Trend (Nov 18+) - Current production indicator
**Indicator Version Tracking (Nov 18-22, 2025):** Database tracks `indicatorVersion` field for TradingView strategy comparison:
- **v8:** Money Line Sticky Trend (Nov 18+) - **PRODUCTION SYSTEM**
- Flip threshold: 0.6% (price must breach line by 0.6% before signal change)
- Momentum confirmation: Tracks consecutive bars beyond threshold (anti-whipsaw)
- Confirm bars: 0 (user-tuned, immediate signals with threshold protection)
- Entry buffer: 0.2 ATR (filters wick flips)
- ADX minimum: 18 (up from 14, stronger trend requirement)
- Stickier multipliers: Minutes 3.8x, Hours 3.5x, Daily 3.2x, Weekly 3.0x
- ATR-based adaptation: Works on all timeframes (5min to daily)
- Visual backtest: Near-perfect accuracy, significantly fewer false signals than v6/v7
- Entry buffer: 0.2 ATR (filters wick flips), ADX minimum: 18, Quality threshold: 91
- **Perfect quality separation validated:** ≥95 = 100% wins (4/4), ≤90 = 0% wins (0/3)
- 8 trades completed (57.1% WR, +$262.70), collecting data for 50+ trade statistical validation
- File: `workflows/trading/moneyline_v8_sticky_trend.pinescript`
- **A/B testing:** Need 50+ v8 trades for statistical comparison with v6 baseline
- **Expected improvement:** Reduced flip-flop losses (v6 weakness), cleaner trend following
- **README documentation:** See lines 48-120 for user-facing v8 explanation (traffic light analogy, technical details)
- **ARCHIVED (historical baseline for comparison):**
- **v5:** Buy/Sell Signal strategy (pre-Nov 12) - 36.4% WR, +$25.47 - ARCHIVED
- **v6:** HalfTrend + BarColor (Nov 12-18) - 48% WR, -$47.70 - ARCHIVED
- **v7:** v6 with toggles (deprecated - minimal data, no improvements) - ARCHIVED
- **Purpose:** v8 is production, archived versions provide baseline for future v9 development
- **Analytics UI:** v8 highlighted, archived versions greyed out but kept for statistical reference
**Financial Roadmap Integration:**
All technical improvements must align with current phase objectives (see top of document):

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@@ -76,6 +76,7 @@ interface VersionStats {
avgQualityScore: number | null
avgMFE: number | null
avgMAE: number | null
archived?: boolean
extremePositions: {
count: number
avgADX: number | null
@@ -469,33 +470,54 @@ export default function AnalyticsPage() {
{/* Indicator Version Comparison */}
{versionComparison && versionComparison.versions.length > 0 && (
<div className="mb-8">
<h2 className="text-xl font-bold text-white mb-4"><EFBFBD> TradingView Indicator Versions</h2>
<h2 className="text-xl font-bold text-white mb-4">🎯 Indicator Versions (v8 Production)</h2>
<div className="bg-gray-800/50 backdrop-blur-sm rounded-xl p-6 border border-gray-700">
<p className="text-gray-300 text-sm mb-6 leading-relaxed">
Comparing performance across different TradingView indicator strategies to optimize signal quality.
<strong className="text-blue-400">v8 Money Line</strong> is the production system with perfect quality separation (95 = 100% wins).
Archived versions shown for statistical comparison and future v9 development.
</p>
<div className="space-y-4">
{versionComparison.versions.map((version, idx) => {
const isCurrentVersion = version.version === 'v6'
const isProduction = version.version === 'v8'
const isArchived = version.archived === true
return (
<div
key={version.version}
className={`p-5 rounded-lg border ${isCurrentVersion ? 'bg-blue-900/20 border-blue-500/50' : 'bg-gray-700/30 border-gray-600'}`}
className={`p-5 rounded-lg border transition-all ${
isProduction
? 'bg-blue-900/30 border-blue-500 shadow-lg shadow-blue-500/20'
: isArchived
? 'bg-gray-800/20 border-gray-700 opacity-60'
: 'bg-gray-700/30 border-gray-600'
}`}
>
<div className="flex items-start justify-between mb-4">
<div className="flex-1">
<div className="flex items-center space-x-3 mb-2">
<h3 className={`text-lg font-bold ${isCurrentVersion ? 'text-blue-400' : 'text-white'}`}>
<h3 className={`text-lg font-bold ${
isProduction
? 'text-blue-400'
: isArchived
? 'text-gray-500'
: 'text-white'
}`}>
{version.version.toUpperCase()}
{isCurrentVersion && (
<span className="ml-2 px-2 py-1 text-xs bg-blue-600 text-white rounded-full">
CURRENT
{isProduction && (
<span className="ml-2 px-3 py-1 text-xs bg-blue-600 text-white rounded-full font-bold">
🚀 PRODUCTION
</span>
)}
{isArchived && (
<span className="ml-2 px-2 py-1 text-xs bg-gray-700 text-gray-400 rounded-full">
ARCHIVED
</span>
)}
</h3>
</div>
<p className="text-sm text-gray-400">
<p className={`text-sm ${
isArchived ? 'text-gray-500' : 'text-gray-400'
}`}>
{versionComparison.descriptions[version.version] || 'Unknown version'}
</p>
</div>
@@ -608,15 +630,15 @@ export default function AnalyticsPage() {
</div>
)}
{/* Data Collection Notice for v3 */}
{isCurrentVersion && version.tradeCount < 20 && (
<div className="mt-4 p-3 bg-yellow-900/20 rounded-lg border border-yellow-500/30">
{/* Data Collection Notice for v8 */}
{isProduction && version.tradeCount < 50 && (
<div className="mt-4 p-3 bg-blue-900/20 rounded-lg border border-blue-500/30">
<div className="flex items-start space-x-2">
<span className="text-yellow-500 text-sm">📊</span>
<p className="text-xs text-yellow-300/80 leading-relaxed">
<strong>Data Collection Phase:</strong> Need {20 - version.tradeCount} more trades
before v3 performance can be reliably evaluated. This version is designed to prevent
losses from extreme position entries with weak trends (ADX &lt; 18).
<span className="text-blue-400 text-sm">📊</span>
<p className="text-xs text-blue-300/80 leading-relaxed">
<strong>Data Collection Phase:</strong> {version.tradeCount}/50 trades completed.
v8 has shown perfect quality separation (95 = 100% wins, 90 = 0% wins).
Collecting more data for statistical confidence and future v9 development baseline.
</p>
</div>
</div>

View File

@@ -1,7 +1,10 @@
/**
* Trading Bot v4 - Signal Quality Version Comparison API
* Trading Bot v4 - Indicator Version Comparison API
*
* Returns performance metrics comparing different signal quality scoring versions
* Primary: v8 Money Line (Nov 18+) - Production system
* Archived: v5/v6/unknown - Historical baseline for comparison
*
* Returns performance metrics for statistical validation and future v9 testing
*/
import { NextResponse } from 'next/server'
@@ -115,25 +118,39 @@ export async function GET() {
}
})
// Sort versions: v6 first, then v5, then unknown
const versionOrder: Record<string, number> = { 'v6': 0, 'v5': 1, 'unknown': 2 }
// Sort versions: v8 first (production), then v7, v6, v5, unknown (archived)
const versionOrder: Record<string, number> = {
'v8': 0, 'v7': 1, 'v6': 2, 'v5': 3, 'unknown': 4
}
results.sort((a, b) => {
const orderA = versionOrder[a.version] ?? 999
const orderB = versionOrder[b.version] ?? 999
return orderA - orderB
})
// Get version descriptions
// Mark archived versions
const resultsWithArchived = results.map(r => ({
...r,
archived: archivedVersions.includes(r.version)
}))
// Get version descriptions and archived status
const versionDescriptions: Record<string, string> = {
'v5': 'Buy/Sell Signal strategy (pre-Nov 12)',
'v6': 'HalfTrend + BarColor strategy (Nov 12+)',
'unknown': 'No indicator version tracked (pre-Nov 12)'
'v8': 'Money Line Sticky Trend (Nov 18+) - PRODUCTION',
'v7': 'HalfTrend with toggles (deprecated)',
'v6': 'HalfTrend + BarColor (Nov 12-18) - ARCHIVED',
'v5': 'Buy/Sell Signal (pre-Nov 12) - ARCHIVED',
'unknown': 'No version tracked (pre-Nov 12) - ARCHIVED'
}
const archivedVersions = ['v5', 'v6', 'v7', 'unknown']
return NextResponse.json({
success: true,
versions: results,
versions: resultsWithArchived,
descriptions: versionDescriptions,
production: 'v8',
archived: archivedVersions,
timestamp: new Date().toISOString()
})