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docs: Add v8 Money Line indicator documentation to copilot instructions

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- Added v8 to indicator version tracking section (Common Pitfall #26)
- Created comprehensive indicator comparison section (v6/v7/v8)
- Documented v8 improvements: flip threshold, momentum confirmation, stickier multipliers
- Added A/B testing expectations and visual backtest results
- Referenced README.md lines 48-120 for user-facing documentation
- Noted v7 deprecation (no fundamental improvements over v6)
This commit is contained in:
mindesbunister
2025-11-18 15:57:14 +01:00
parent d309eb783c
commit c330c60d88
1 changed files with 21 additions and 2 deletions
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23
.github/copilot-instructions.md vendored
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@@ -1352,8 +1352,10 @@ trade.realizedPnL += actualRealizedPnL // NOT: result.realizedPnL from SDK
26. **Indicator version tracking (Nov 12, 2025+):** 26. **Indicator version tracking (Nov 12, 2025+):**
- Database field `indicatorVersion` tracks which TradingView strategy generated the signal - Database field `indicatorVersion` tracks which TradingView strategy generated the signal
- **v5:** Buy/Sell Signal strategy (pre-Nov 12) - **v5:** Buy/Sell Signal strategy (pre-Nov 12)
- **v6:** HalfTrend + BarColor strategy (Nov 12+) - **v6:** HalfTrend + BarColor strategy (Nov 12-18)
- Used for performance comparison between strategies - **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):** 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 - **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 - SQL queries in `docs/analysis/SIGNAL_QUALITY_VERSION_ANALYSIS.sql` for deep-dive analysis
- Need 20+ trades per version before meaningful comparison - 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:** **Financial Roadmap Integration:**
All technical improvements must align with current phase objectives (see top of document): 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 - **Phase 1 (CURRENT):** Prove system works, compound aggressively, 60%+ win rate mandatory