critical: Fix v11 missing use_quality_filters parameter + RSI index bug

TWO CRITICAL BUGS FIXED:

1. Missing use_quality_filters parameter (Pine Script parity):
   - Added use_quality_filters: bool = True to MoneyLineV11Inputs
   - Implemented bypass logic in signal generation for both long/short
   - When False: only trend flips generate signals (no filtering)
   - When True: all filters must pass (original v11 behavior)
   - Matches Pine Script: finalSignal = buyReady and (not useQualityFilters or (...filters...))

2. RSI index misalignment causing 100% NaN values:
   - np.where() returns numpy arrays without indices
   - pd.Series(gain/loss) created NEW integer indices (0,1,2...)
   - Result: RSI values misaligned with original datetime index
   - Fix: pd.Series(gain/loss, index=series.index) preserves alignment
   - Impact: RSI NaN count 100 → 0, all filters now work correctly

VERIFICATION:
- Test 1 (no filters): 1,424 signals ✓
- Test 2 (permissive RSI): 1,308 signals ✓
- Test 3 (moderate RSI 25-70/30-80): 1,157 signals ✓

Progressive sweep can now proceed with corrected signal generation.

backtester/v11_moneyline_all_filters.py

@@ -49,6 +49,9 @@ class MoneyLineV11Inputs:
     confirm_bars: int = 0  # Immediate signals
     cooldown_bars: int = 3  # Prevent overtrading
     
+    # Master filter toggle (matches Pine Script useQualityFilters)
+    use_quality_filters: bool = True  # When False, only trend flips generate signals (no filtering)
+    
     # ATR profile (fixed for test - 5-minute chart defaults)
     atr_period: int = 12  # ATR calculation length
     multiplier: float = 3.8  # ATR band multiplier
@@ -107,8 +110,10 @@ def rsi(series: pd.Series, length: int) -> pd.Series:
     delta = series.diff()
     gain = np.where(delta > 0, delta, 0.0)
     loss = np.where(delta < 0, -delta, 0.0)
-    avg_gain = rma(pd.Series(gain), length)
-    avg_loss = rma(pd.Series(loss), length)
+    # CRITICAL FIX (Dec 6, 2025): Preserve index from input series
+    # np.where returns array, pd.Series without index=series.index creates misaligned data
+    avg_gain = rma(pd.Series(gain, index=series.index), length)
+    avg_loss = rma(pd.Series(loss, index=series.index), length)
     rs = avg_gain / avg_loss.replace(0, np.nan)
     rsi_series = 100 - (100 / (1 + rs))
     return rsi_series.fillna(50.0)
@@ -279,6 +284,25 @@ def money_line_v11_signals(df: pd.DataFrame, inputs: Optional[MoneyLineV11Inputs
             volume_ok = row.volume_ratio <= inputs.vol_max  # Only check upper bound
         
         if flip_long:
+            # CRITICAL FIX (Dec 6, 2025): Add use_quality_filters bypass to match Pine Script
+            # Pine Script: finalLongSignal = buyReady and (not useQualityFilters or (...filters...))
+            if not inputs.use_quality_filters:
+                # No filters - just the trend flip (like v9 behavior)
+                signals.append(
+                    MoneyLineV11Signal(
+                        timestamp=row.name,
+                        direction="long",
+                        entry_price=float(row.close),
+                        adx=float(row.adx),
+                        atr=float(row.atr),
+                        rsi=float(row.rsi),
+                        volume_ratio=float(row.volume_ratio),
+                        price_position=float(row.price_position),
+                    )
+                )
+                cooldown_remaining = inputs.cooldown_bars
+            else:
+                # Original v11 filter logic - ALL filters must pass
                 # Entry buffer check (longBufferOk) - disabled if entry_buffer_atr == 0
                 if inputs.entry_buffer_atr > 0:
                     entry_buffer_ok = row.close > (row.supertrend + inputs.entry_buffer_atr * row.atr)
@@ -306,6 +330,25 @@ def money_line_v11_signals(df: pd.DataFrame, inputs: Optional[MoneyLineV11Inputs
                     cooldown_remaining = inputs.cooldown_bars
                 
         elif flip_short:
+            # CRITICAL FIX (Dec 6, 2025): Add use_quality_filters bypass to match Pine Script
+            # Pine Script: finalShortSignal = sellReady and (not useQualityFilters or (...filters...))
+            if not inputs.use_quality_filters:
+                # No filters - just the trend flip (like v9 behavior)
+                signals.append(
+                    MoneyLineV11Signal(
+                        timestamp=row.name,
+                        direction="short",
+                        entry_price=float(row.close),
+                        adx=float(row.adx),
+                        atr=float(row.atr),
+                        rsi=float(row.rsi),
+                        volume_ratio=float(row.volume_ratio),
+                        price_position=float(row.price_position),
+                    )
+                )
+                cooldown_remaining = inputs.cooldown_bars
+            else:
+                # Original v11 filter logic - ALL filters must pass
                 # Entry buffer check (shortBufferOk) - disabled if entry_buffer_atr == 0
                 if inputs.entry_buffer_atr > 0:
                     entry_buffer_ok = row.close < (row.supertrend - inputs.entry_buffer_atr * row.atr)