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docs: update master roadmap with Phase 1.5 completion and future phases

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Updated Initiative 1 (Signal Quality) section:

COMPLETED:
- Phase 1.5: Signal frequency penalties deployed (Nov 14)
  - Overtrading, flip-flop, alternating pattern detection
  - Database-driven real-time analysis
  - Eliminates tight-range flip-flop losses

PLANNED:
- Phase 6: TradingView range compression metrics (Nov 2025)
- Phase 7: Volume profile integration (Dec 2025 - Q1 2026)

Success metrics updated to reflect current performance (~45% WR).
Timeline extended to 3-4 weeks for full initiative completion.
This commit is contained in:
mindesbunister
2025-11-14 06:51:39 +01:00
parent cfed957321
commit cf0de17aee
1 changed files with 24 additions and 4 deletions
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28
OPTIMIZATION_MASTER_ROADMAP.md
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@@ -1,6 +1,6 @@
# Trading Bot Optimization - Master Roadmap
**Last Updated:** November 12, 2025
**Last Updated:** November 14, 2025
**Current Capital:** $97.55 USDC
**Phase 1 Goal:** $106 → $2,500 (60%+ win rate, aggressive compounding)
@@ -24,6 +24,12 @@ All three initiatives follow the same pattern:
Filter out bad trades BEFORE entry by optimizing quality score thresholds.
### Current Status
✅ **Phase 1.5 COMPLETE** - Signal Frequency Penalties Deployed (Nov 14)
- **Overtrading penalty:** 3+ signals in 30min → -20 points
- **Flip-flop penalty:** Opposite direction <15min → -25 points
- **Alternating pattern:** Last 3 trades flip → -30 points
- **Impact:** Eliminates tight-range flip-flops (like $141-145 consolidation)
📊 **Phase 1 (IN PROGRESS)** - Blocked Signals Collection
- **Progress:** 0/10-20 blocked signals needed
- **Started:** November 11, 2025
@@ -34,23 +40,37 @@ Every blocked signal saves:
- Signal metrics: ATR, ADX, RSI, volumeRatio, pricePosition, timeframe
- Quality score + breakdown (what caused low score)
- Block reason (QUALITY_SCORE_TOO_LOW, COOLDOWN, etc.)
- Frequency penalties applied (overtrading, flip-flop, alternating)
- Future: Price movement tracking (would it have hit TP1/TP2/SL?)
### Key Questions to Answer
- Are frequency penalties catching flip-flops effectively?
- Are we blocking good signals? (score 55-59 that would have won)
- Are we letting bad signals through? (score 65-70 that lose)
- Should threshold be 60? 65? 70? Symbol-specific?
### Next Phases (Planned)
- **Phase 6:** TradingView range compression metrics (Nov 2025)
- Detects compressed ranges and ADX-momentum mismatches
- ~1-2 hour implementation
- **Phase 7:** Volume profile integration (Dec 2025 - Q1 2026)
- Uses Volume S/R Zones V2 for consolidation detection
- Most powerful but most complex
### Timeline
- **Phase 1.5:** ✅ Complete (Nov 14, 2025)
- **Phase 1:** 1-2 weeks (need 10-20 blocked signals)
- **Phase 2:** 1 day (SQL analysis)
- **Phase 3:** 2-3 hours (adjust thresholds)
- **Total:** ~2-3 weeks
- **Phase 6:** 1-2 hours (TradingView alert modifications)
- **Phase 7:** 2-3 hours (volume profile integration)
- **Total:** ~3-4 weeks
### Success Metrics
- Win rate improves by 5%+ (60% → 65%)
- Win rate improves by 5-10%+ (current: ~45% → target: 55-60%)
- Eliminate flip-flop losses in consolidation zones
- Fewer losing trades in 50-60% drawdown range
- Maintain or increase trade frequency
- Maintain or increase trade frequency on valid trends
### SQL Queries Ready
See `BLOCKED_SIGNALS_TRACKING.md` for full query reference