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):