diff --git a/.github/copilot-instructions.md b/.github/copilot-instructions.md index e0a53b4..5239f74 100644 --- a/.github/copilot-instructions.md +++ b/.github/copilot-instructions.md @@ -1352,8 +1352,10 @@ trade.realizedPnL += actualRealizedPnL // NOT: result.realizedPnL from SDK 26. **Indicator version tracking (Nov 12, 2025+):** - Database field `indicatorVersion` tracks which TradingView strategy generated the signal - **v5:** Buy/Sell Signal strategy (pre-Nov 12) - - **v6:** HalfTrend + BarColor strategy (Nov 12+) - - Used for performance comparison between strategies + - **v6:** HalfTrend + BarColor strategy (Nov 12-18) + - **v7:** v6 with toggle filters (deprecated - no fundamental improvements) + - **v8:** Money Line Sticky Trend (Nov 18+) - 0.8% flip threshold, momentum confirmation, anti-whipsaw + - Used for performance comparison between strategies (v6 vs v8 A/B testing) 27. **Runner stop loss gap - NO protection between TP1 and TP2 (CRITICAL - Fixed Nov 15, 2025):** - **Symptom:** Runner position remained open despite price moving far past stop loss level @@ -2634,6 +2636,23 @@ 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 + - Flip threshold: 0.8% (price must breach line by 0.8% 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 + - 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) + **Financial Roadmap Integration:** All technical improvements must align with current phase objectives (see top of document): - **Phase 1 (CURRENT):** Prove system works, compound aggressively, 60%+ win rate mandatory