fix: Make minSignalQualityScore configurable via settings + anti-chop improvements

CRITICAL BUG FIX: - Settings page saved MIN_SIGNAL_QUALITY_SCORE to .env but check-risk had hardcoded value - Now reads from config.minSignalQualityScore (defaults to 65, editable via /settings) - Prevents settings changes from being ignored after restart ANTI-CHOP FILTER FIXES: - Fixed volume breakout bonus conflicting with anti-chop filter - Volume breakout now requires ADX > 18 (trending market) - Prevents high volume + low ADX from getting rewarded instead of penalized - Anti-chop filter now properly blocks whipsaw traps at score 60 TESTING INFRASTRUCTURE: - Added backtest script showing +17.1% P&L improvement (saved $242 in losses) - Added test-signals.sh for comprehensive signal quality validation - Added test-recent-signals.sh for analyzing actual trading session signals - All tests passing: timeframe awareness, anti-chop, score thresholds CHANGES: - config/trading.ts: Added minSignalQualityScore to interface and defaults - app/api/trading/check-risk/route.ts: Use config value instead of hardcoded 65 - lib/trading/signal-quality.ts: Fixed volume breakout bonus logic - .env: Added MIN_SIGNAL_QUALITY_SCORE=65 - scripts/: Added comprehensive testing tools BACKTEST RESULTS (Last 30 trades): - Old system (score ≥60): $1,412.79 P&L - New system (score ≥65 + anti-chop): $1,654.79 P&L - Improvement: +$242.00 (+17.1%) - Blocked 5 losing trades, missed 0 winners
2025-11-10 11:22:52 +01:00
parent 60a0035f56
commit d2fbd125a0
8 changed files with 594 additions and 11 deletions
--- a/.env
+++ b/.env
@@ -113,14 +113,14 @@ USE_ATR_BASED_TARGETS=true

 # ATR multiplier for TP2 calculation (TP2 = ATR × this value)
 # Example: ATR=0.8% × 2.0 = 1.6% TP2 target
-ATR_MULTIPLIER_FOR_TP2=2.0
+ATR_MULTIPLIER_FOR_TP2=2

 # Minimum TP2 level regardless of ATR (safety floor)
 MIN_TP2_PERCENT=0.7

 # Maximum TP2 level cap (prevents excessive targets)
 # Example: 3.0% = 30% account gain at 10x leverage
-MAX_TP2_PERCENT=3.0
+MAX_TP2_PERCENT=3

 # Emergency Stop: Hard stop if this level is breached
 # Example: -2.0% on 10x = -20% account loss (rare but protects from flash crashes)
@@ -367,7 +367,7 @@ NEW_RELIC_LICENSE_KEY=
 USE_TRAILING_STOP=true
 TRAILING_STOP_PERCENT=0.3
 TRAILING_STOP_ACTIVATION=0.4
-MIN_QUALITY_SCORE=60
+MIN_QUALITY_SCORE=65
 SOLANA_ENABLED=true
 SOLANA_POSITION_SIZE=210
 SOLANA_LEVERAGE=10
@@ -383,4 +383,4 @@ MIN_ADX_INCREASE=5
 MAX_PRICE_POSITION_FOR_SCALE=70
 TRAILING_STOP_ATR_MULTIPLIER=1.5
 TRAILING_STOP_MIN_PERCENT=0.25
-TRAILING_STOP_MAX_PERCENT=0.9
+TRAILING_STOP_MAX_PERCENT=0.9MIN_SIGNAL_QUALITY_SCORE=65
--- a/app/api/trading/check-risk/route.ts
+++ b/app/api/trading/check-risk/route.ts
@@ -264,6 +264,17 @@ export async function POST(request: NextRequest): Promise<NextResponse<RiskCheck
    const hasContextMetrics = body.atr !== undefined && body.atr > 0
    
    if (hasContextMetrics) {
+      console.log('🔍 Risk check for:', {
+        symbol: body.symbol,
+        direction: body.direction,
+        timeframe: body.timeframe, // DEBUG: Check if timeframe is received
+        atr: body.atr,
+        adx: body.adx,
+        rsi: body.rsi,
+        volumeRatio: body.volumeRatio,
+        pricePosition: body.pricePosition
+      })
+      
      const qualityScore = scoreSignalQuality({
        atr: body.atr || 0,
        adx: body.adx || 0,
@@ -272,7 +283,7 @@ export async function POST(request: NextRequest): Promise<NextResponse<RiskCheck
        pricePosition: body.pricePosition || 0,
        direction: body.direction,
        timeframe: body.timeframe, // Pass timeframe for context-aware scoring
-        minScore: 60 // Hardcoded threshold
+        minScore: config.minSignalQualityScore // Use config value (editable via settings page)
      })
      
      if (!qualityScore.passed) {
--- a/config/trading.ts
+++ b/config/trading.ts
@@ -50,6 +50,9 @@ export interface TradingConfig {
  trailingStopMaxPercent: number // Maximum trailing distance in percent
  trailingStopActivation: number // Activate when runner profits exceed this %
  
+  // Signal Quality
+  minSignalQualityScore: number // Minimum quality score for initial entry (0-100)
+  
  // Position Scaling (add to winning positions)
  enablePositionScaling: boolean // Allow scaling into existing positions
  minScaleQualityScore: number // Minimum quality score for scaling signal (0-100)
@@ -136,9 +139,12 @@ export const DEFAULT_TRADING_CONFIG: TradingConfig = {
  trailingStopMaxPercent: 0.9, // Cap trailing distance at 0.9%
  trailingStopActivation: 0.5, // Activate trailing when runner is +0.5% in profit
  
+  // Signal Quality
+  minSignalQualityScore: 65, // Minimum quality score for initial entry (raised from 60)
+  
  // Position Scaling (conservative defaults)
  enablePositionScaling: false, // Disabled by default - enable after testing
-  minScaleQualityScore: 75, // Only scale with strong signals (vs 60 for initial entry)
+  minScaleQualityScore: 75, // Only scale with strong signals (vs 65 for initial entry)
  minProfitForScale: 0.4, // Position must be at/past TP1 to scale
  maxScaleMultiplier: 2.0, // Max 2x original position size total
  scaleSizePercent: 50, // Scale with 50% of original position size
@@ -409,6 +415,9 @@ export function getConfigFromEnv(): Partial<TradingConfig> {
    trailingStopActivation: process.env.TRAILING_STOP_ACTIVATION
      ? parseFloat(process.env.TRAILING_STOP_ACTIVATION)
      : undefined,
+    minSignalQualityScore: process.env.MIN_SIGNAL_QUALITY_SCORE
+      ? parseInt(process.env.MIN_SIGNAL_QUALITY_SCORE)
+      : undefined,
    enablePositionScaling: process.env.ENABLE_POSITION_SCALING
      ? process.env.ENABLE_POSITION_SCALING === 'true'
      : undefined,
--- a/lib/trading/signal-quality.ts
+++ b/lib/trading/signal-quality.ts
@@ -165,13 +165,15 @@ export function scoreSignalQuality(params: {
    }
  }

-  // Volume breakout bonus (high volume can override other weaknesses)
-  if (params.volumeRatio > 1.8 && params.atr < 0.6) {
+  // Volume breakout bonus - ONLY if trend is strong enough (not choppy)
+  // Removed old logic that conflicted with anti-chop filter
+  // Old bonus was rewarding high volume even during choppy markets
+  if (params.volumeRatio > 1.8 && params.atr < 0.6 && params.adx > 18) {
    score += 10
-    reasons.push(`Volume breakout compensates for low ATR`)
+    reasons.push(`Volume breakout compensates for low ATR (ADX ${params.adx.toFixed(1)} confirms trend)`)
  }

-  const minScore = params.minScore || 60
+  const minScore = params.minScore || 65
  const passed = score >= minScore

  return {
--- a/scripts/backtest-antichop.mjs
+++ b/scripts/backtest-antichop.mjs
@@ -0,0 +1,301 @@
+#!/usr/bin/env node
+
+/**
+ * Backtest: Anti-Chop Filter + Score 65
+ * 
+ * Simulates how the last 30 trades would have performed with:
+ * 1. New anti-chop filter (high volume + low ADX = -15 pts)
+ * 2. Minimum score raised from 60 to 65
+ */
+
+// Simplified scoring function matching signal-quality.ts
+function scoreSignalQuality(params) {
+  let score = 50
+  const reasons = []
+  
+  const { atr, adx, rsi, volumeRatio, pricePosition, direction, timeframe } = params
+  
+  const is5minChart = timeframe === '5'
+  const is15minChart = timeframe === '15'
+  const isShortTimeframe = is5minChart || is15minChart
+  
+  // ATR check
+  if (atr > 0) {
+    if (atr < 0.15) {
+      score -= 15
+      reasons.push(`ATR too low (${atr.toFixed(2)}%)`)
+    } else if (atr > 2.5) {
+      score -= 20
+      reasons.push(`ATR too high (${atr.toFixed(2)}%)`)
+    } else if (atr >= 0.15 && atr < 0.4) {
+      score += 5
+      reasons.push(`ATR moderate (${atr.toFixed(2)}%)`)
+    } else {
+      score += 10
+      reasons.push(`ATR healthy (${atr.toFixed(2)}%)`)
+    }
+  }
+  
+  // ADX check - timeframe aware
+  if (adx > 0) {
+    if (isShortTimeframe) {
+      if (adx > 22) {
+        score += 15
+        reasons.push(`Strong trend for ${timeframe}min (ADX ${adx.toFixed(1)})`)
+      } else if (adx < 12) {
+        score -= 15
+        reasons.push(`Weak trend for ${timeframe}min (ADX ${adx.toFixed(1)})`)
+      } else {
+        score += 5
+        reasons.push(`Moderate trend for ${timeframe}min (ADX ${adx.toFixed(1)})`)
+      }
+    } else {
+      if (adx > 25) {
+        score += 15
+        reasons.push(`Strong trend (ADX ${adx.toFixed(1)})`)
+      } else if (adx < 18) {
+        score -= 15
+        reasons.push(`Weak trend (ADX ${adx.toFixed(1)})`)
+      } else {
+        score += 5
+        reasons.push(`Moderate trend (ADX ${adx.toFixed(1)})`)
+      }
+    }
+  }
+  
+  // RSI check
+  if (rsi > 0) {
+    if (direction === 'long') {
+      if (rsi > 50 && rsi < 70) {
+        score += 10
+        reasons.push(`RSI supports long (${rsi.toFixed(1)})`)
+      } else if (rsi > 70) {
+        score -= 10
+        reasons.push(`RSI overbought (${rsi.toFixed(1)})`)
+      }
+    } else {
+      if (rsi < 50 && rsi > 30) {
+        score += 10
+        reasons.push(`RSI supports short (${rsi.toFixed(1)})`)
+      } else if (rsi < 30) {
+        score -= 10
+        reasons.push(`RSI oversold (${rsi.toFixed(1)})`)
+      }
+    }
+  }
+  
+  // Volume check + ANTI-CHOP FILTER
+  if (volumeRatio > 0) {
+    const isChoppy = adx > 0 && adx < 16
+    const hasHighVolume = volumeRatio > 1.5
+    
+    if (isChoppy && hasHighVolume) {
+      // NEW: Anti-chop filter
+      score -= 15
+      reasons.push(`⚠️ Whipsaw trap: High vol (${volumeRatio.toFixed(2)}x) + choppy (ADX ${adx.toFixed(1)})`)
+    } else if (volumeRatio > 1.5) {
+      score += 15
+      reasons.push(`Very strong volume (${volumeRatio.toFixed(2)}x)`)
+    } else if (volumeRatio > 1.2) {
+      score += 10
+      reasons.push(`Strong volume (${volumeRatio.toFixed(2)}x)`)
+    } else if (volumeRatio < 0.8) {
+      score -= 10
+      reasons.push(`Weak volume (${volumeRatio.toFixed(2)}x)`)
+    }
+  }
+  
+  // Price position check
+  if (pricePosition > 0) {
+    if (direction === 'long' && pricePosition > 95) {
+      if (volumeRatio > 1.4) {
+        score += 5
+        reasons.push(`Volume breakout at top (${pricePosition.toFixed(0)}%)`)
+      } else {
+        score -= 15
+        reasons.push(`Chasing highs (${pricePosition.toFixed(0)}%)`)
+      }
+    } else if (direction === 'short' && pricePosition < 5) {
+      if (volumeRatio > 1.4) {
+        score += 5
+        reasons.push(`Volume breakdown at bottom (${pricePosition.toFixed(0)}%)`)
+      } else {
+        score -= 15
+        reasons.push(`Chasing lows (${pricePosition.toFixed(0)}%)`)
+      }
+    } else if (pricePosition > 90 && direction === 'long') {
+      score -= 10
+      reasons.push(`High in range (${pricePosition.toFixed(0)}%)`)
+    } else if (pricePosition < 10 && direction === 'short') {
+      score -= 10
+      reasons.push(`Low in range (${pricePosition.toFixed(0)}%)`)
+    }
+  }
+  
+  return { score, reasons, passed: score >= 65 }
+}
+
+// Trade data from database query
+const trades = [
+  { id: 'cmhsds9390000t107mc7zyizw', symbol: 'SOL-PERP', direction: 'short', realizedPnL: 0, exitReason: 'SL', atr: 0.33, adx: 14.8, rsi: 37.1, volume: 2.29, pricePos: 12, timeframe: '5', oldScore: 80, date: '2025-11-10 00:05' },
+  { id: 'cmhrui8wh0001lq075axmexal', symbol: 'SOL-PERP', direction: 'long', realizedPnL: 117.63, exitReason: 'TP2', atr: 0.52, adx: 22.7, rsi: 53.1, volume: 0.88, pricePos: 37.9, timeframe: '5', oldScore: 80, date: '2025-11-09 15:05' },
+  { id: 'cmhrubi3l0000lq07ucg8u4r7', symbol: 'SOL-PERP', direction: 'short', realizedPnL: -5.78, exitReason: 'manual', atr: 0.52, adx: 24, rsi: 48.8, volume: 1.04, pricePos: 24.6, timeframe: '5', oldScore: 80, date: '2025-11-09 15:00' },
+  { id: 'cmhrlxaai000bp907aax5y2b1', symbol: 'SOL-PERP', direction: 'long', realizedPnL: 152.19, exitReason: 'TP2', atr: 0.3, adx: 26.1, rsi: 61.5, volume: 1.45, pricePos: 74.5, timeframe: '5', oldScore: 95, date: '2025-11-09 11:05' },
+  { id: 'cmhrjf9ny000ap907wu3n38w5', symbol: 'SOL-PERP', direction: 'short', realizedPnL: 22.50, exitReason: 'SL', atr: 0.28, adx: 19.8, rsi: 38.1, volume: 1.26, pricePos: 3.5, timeframe: '5', oldScore: 65, date: '2025-11-09 09:55' },
+  { id: 'cmhr8papg0009p907jczfgdxn', symbol: 'SOL-PERP', direction: 'long', realizedPnL: 953.12, exitReason: 'TP2', atr: 0.26, adx: 22.1, rsi: 57.3, volume: 0.43, pricePos: 81.4, timeframe: '5', oldScore: 65, date: '2025-11-09 04:55' },
+  { id: 'cmhr7zr460008p9078mhtx0v0', symbol: 'SOL-PERP', direction: 'short', realizedPnL: 0, exitReason: 'SL', atr: 0.29, adx: 26.7, rsi: 57, volume: 0.62, pricePos: 78.8, timeframe: '5', oldScore: 65, date: '2025-11-09 04:35' },
+  { id: 'cmhr7g9hu0007p907ao3unxti', symbol: 'SOL-PERP', direction: 'long', realizedPnL: -3.63, exitReason: 'manual', atr: 0.32, adx: 28, rsi: 62.4, volume: 1.23, pricePos: 88.9, timeframe: '5', oldScore: 95, date: '2025-11-09 04:20' },
+  { id: 'cmhr3j1fs0006p907lwyoh4ao', symbol: 'SOL-PERP', direction: 'short', realizedPnL: 328.18, exitReason: 'TP2', atr: 0.27, adx: 15.2, rsi: 44.5, volume: 1.26, pricePos: 43.9, timeframe: '5', oldScore: 65, date: '2025-11-09 02:30' },
+  { id: 'cmhr361xl0005p9078ty96n42', symbol: 'SOL-PERP', direction: 'long', realizedPnL: -7.44, exitReason: 'manual', atr: 0.25, adx: 16, rsi: 54.7, volume: 1.65, pricePos: 76.1, timeframe: '5', oldScore: 70, date: '2025-11-09 02:20' },
+  { id: 'cmhr2u1vl0004p907jxgss988', symbol: 'SOL-PERP', direction: 'short', realizedPnL: 44.13, exitReason: 'TP1', atr: 0.25, adx: 18.2, rsi: 52.7, volume: 1.25, pricePos: 69.4, timeframe: '5', oldScore: 75, date: '2025-11-09 02:10' },
+  { id: 'cmhr23s400003p9072o984c6w', symbol: 'SOL-PERP', direction: 'long', realizedPnL: -1.27, exitReason: 'manual', atr: 0.25, adx: 19.9, rsi: 58.2, volume: 2.11, pricePos: 87.7, timeframe: '5', oldScore: 100, date: '2025-11-09 01:50' },
+  { id: 'cmhqycwhx0002p907rhz4zt4g', symbol: 'SOL-PERP', direction: 'short', realizedPnL: 0, exitReason: 'SL', atr: 0.17, adx: 12.9, rsi: 42.6, volume: 1.7, pricePos: 22.2, timeframe: '5', oldScore: 70, date: '2025-11-09 00:05' },
+  { id: 'cmhqvnw7t0001p907s5pkyb6w', symbol: 'SOL-PERP', direction: 'long', realizedPnL: -3.13, exitReason: 'manual', atr: 0.18, adx: 9.2, rsi: 56.1, volume: 1.23, pricePos: 72.7, timeframe: '5', oldScore: 65, date: '2025-11-08 22:50' },
+  { id: 'cmhqhcdwk0000p907zo9hwjwd', symbol: 'SOL-PERP', direction: 'short', realizedPnL: 0, exitReason: 'SL', atr: 0.45, adx: 32, rsi: 42, volume: 1.25, pricePos: 45, timeframe: 'manual', oldScore: 100, date: '2025-11-08 16:09' },
+  { id: 'cmhqex45o0001qz07xkeahoo8', symbol: 'SOL-PERP', direction: 'short', realizedPnL: 102.71, exitReason: 'TP2', atr: 0.45, adx: 32, rsi: 42, volume: 1.25, pricePos: 45, timeframe: 'manual', oldScore: 100, date: '2025-11-08 15:01' },
+  { id: 'cmhqd0qgr0000qz075qs97y5s', symbol: 'SOL-PERP', direction: 'short', realizedPnL: 35.83, exitReason: 'TP2', atr: 0.45, adx: 32, rsi: 42, volume: 1.25, pricePos: 45, timeframe: 'manual', oldScore: 100, date: '2025-11-08 14:08' },
+  { id: 'cmhq3sz5u000crn07akzysxyi', symbol: 'SOL-PERP', direction: 'short', realizedPnL: 0, exitReason: 'SL', atr: 0.26, adx: 15.4, rsi: 47.3, volume: 1.49, pricePos: 52.9, timeframe: '5', oldScore: 85, date: '2025-11-08 09:50' },
+  { id: 'cmhq2qi2m000brn077sbgop44', symbol: 'SOL-PERP', direction: 'long', realizedPnL: -4.32, exitReason: 'manual', atr: 0.27, adx: 14.3, rsi: 58.9, volume: 1.37, pricePos: 87.6, timeframe: '5', oldScore: 85, date: '2025-11-08 09:20' },
+  { id: 'cmhpm4bgp000arn0704n40t5q', symbol: 'SOL-PERP', direction: 'short', realizedPnL: -238.87, exitReason: 'SL', atr: 0.38, adx: 19.6, rsi: 47.5, volume: 0.6, pricePos: 60.4, timeframe: '5', oldScore: 70, date: '2025-11-08 01:35' },
+  { id: 'cmhpllfvq0009rn07mtysadz7', symbol: 'SOL-PERP', direction: 'long', realizedPnL: 0, exitReason: 'SL', atr: 0.41, adx: 23.3, rsi: 51.6, volume: 0.92, pricePos: 79.7, timeframe: '5', oldScore: 90, date: '2025-11-08 01:20' },
+  { id: 'cmhplexpc0008rn07wkv88y3m', symbol: 'SOL-PERP', direction: 'short', realizedPnL: -6.53, exitReason: 'manual', atr: 0.42, adx: 25, rsi: 47.9, volume: 1.12, pricePos: 59.4, timeframe: '5', oldScore: 90, date: '2025-11-08 01:15' },
+  { id: 'cmhpl81le0007rn07qj91dm0k', symbol: 'SOL-PERP', direction: 'long', realizedPnL: -2.57, exitReason: 'manual', atr: 0.43, adx: 26.3, rsi: 49, volume: 2.52, pricePos: 65.8, timeframe: '5', oldScore: 105, date: '2025-11-08 01:10' },
+  { id: 'cmhpkp4o50006rn07wduu7ujp', symbol: 'SOL-PERP', direction: 'short', realizedPnL: 0, exitReason: 'SL', atr: 0.4, adx: 29.9, rsi: 45.2, volume: 1.31, pricePos: 45.4, timeframe: '5', oldScore: 100, date: '2025-11-08 00:55' },
+  { id: 'cmhpkicqo0005rn073ie5n8h1', symbol: 'SOL-PERP', direction: 'long', realizedPnL: -6.63, exitReason: 'manual', atr: 0.38, adx: 31.9, rsi: 53.3, volume: 1.17, pricePos: 73.1, timeframe: '5', oldScore: 90, date: '2025-11-08 00:50' },
+  { id: 'cmhpj9jqi0004rn07utncy8d0', symbol: 'SOL-PERP', direction: 'long', realizedPnL: 81.06, exitReason: 'TP1', atr: 0.31, adx: 34.9, rsi: 42, volume: 1.25, pricePos: 31, timeframe: '5', oldScore: 85, date: '2025-11-08 00:15' },
+  { id: 'cmhpijmv80003rn07ko6ixr6z', symbol: 'SOL-PERP', direction: 'short', realizedPnL: -5.85, exitReason: 'manual', atr: 0.31, adx: 31, rsi: 36.4, volume: 1.08, pricePos: 11.3, timeframe: '5', oldScore: 65, date: '2025-11-07 23:55' },
+  { id: 'cmhp6y0yi0002rn07qqikioz7', symbol: 'SOL-PERP', direction: 'long', realizedPnL: 0, exitReason: 'SOFT_SL', atr: 0, adx: 0, rsi: 0, volume: 0, pricePos: 0, timeframe: '5', oldScore: 30, date: '2025-11-07 18:30' },
+  { id: 'cmhp6t54m0001rn07lw4lajdl', symbol: 'SOL-PERP', direction: 'short', realizedPnL: -10.24, exitReason: 'manual', atr: 0.45, adx: 32, rsi: 42, volume: 1.25, pricePos: 45, timeframe: 'manual', oldScore: 100, date: '2025-11-07 18:26' },
+  { id: 'cmhp6nf4g0000rn07ayhyec3y', symbol: 'SOL-PERP', direction: 'short', realizedPnL: 0, exitReason: 'SL', atr: 0.45, adx: 32, rsi: 42, volume: 1.25, pricePos: 45, timeframe: 'manual', oldScore: 100, date: '2025-11-07 18:22' },
+]
+
+console.log('='.repeat(80))
+console.log('BACKTEST: Anti-Chop Filter + Score 65 Threshold')
+console.log('='.repeat(80))
+console.log()
+
+let totalPnLOld = 0
+let totalPnLNew = 0
+let tradesBlockedOld = 0
+let tradesBlockedNew = 0
+let winnersBlockedNew = 0
+let losersBlockedNew = 0
+let blockedWinPnL = 0
+let blockedLossPnL = 0
+
+const results = []
+
+trades.forEach(trade => {
+  // Skip manual trades and trades with missing data
+  if (trade.timeframe === 'manual' || trade.atr === 0) {
+    return
+  }
+  
+  const newScore = scoreSignalQuality({
+    atr: trade.atr,
+    adx: trade.adx,
+    rsi: trade.rsi,
+    volumeRatio: trade.volume,
+    pricePosition: trade.pricePos,
+    direction: trade.direction,
+    timeframe: trade.timeframe
+  })
+  
+  const wouldPassOld = trade.oldScore >= 60
+  const wouldPassNew = newScore.score >= 65
+  
+  // Old system (score 60)
+  if (wouldPassOld) {
+    totalPnLOld += trade.realizedPnL
+  } else {
+    tradesBlockedOld++
+  }
+  
+  // New system (score 65 + anti-chop)
+  if (wouldPassNew) {
+    totalPnLNew += trade.realizedPnL
+  } else {
+    tradesBlockedNew++
+    if (trade.realizedPnL > 0) {
+      winnersBlockedNew++
+      blockedWinPnL += trade.realizedPnL
+    } else {
+      losersBlockedNew++
+      blockedLossPnL += trade.realizedPnL
+    }
+  }
+  
+  const statusChange = wouldPassOld !== wouldPassNew ? 
+    (wouldPassNew ? '✅ NOW PASSES' : '❌ NOW BLOCKED') : ''
+  
+  results.push({
+    date: trade.date,
+    direction: trade.direction.toUpperCase(),
+    oldScore: trade.oldScore,
+    newScore: newScore.score,
+    pnl: trade.realizedPnL,
+    exitReason: trade.exitReason,
+    passedOld: wouldPassOld,
+    passedNew: wouldPassNew,
+    statusChange,
+    adx: trade.adx,
+    volume: trade.volume,
+    atr: trade.atr
+  })
+})
+
+// Sort by date (newest first)
+results.reverse()
+
+// Print results
+console.log('Trade Analysis:')
+console.log('-'.repeat(80))
+results.forEach(r => {
+  const pnlStr = r.pnl >= 0 ? `+$${r.pnl.toFixed(2)}` : `-$${Math.abs(r.pnl).toFixed(2)}`
+  const oldPass = r.passedOld ? '✓' : '✗'
+  const newPass = r.passedNew ? '✓' : '✗'
+  
+  console.log(`${r.date} ${r.direction.padEnd(5)} | Old:${oldPass} ${r.oldScore.toString().padStart(3)} | New:${newPass} ${r.newScore.toString().padStart(3)} | ${pnlStr.padStart(10)} ${r.exitReason.padEnd(8)} ${r.statusChange}`)
+  
+  if (r.statusChange.includes('BLOCKED')) {
+    console.log(`  └─ ADX ${r.adx.toFixed(1)}, VOL ${r.volume.toFixed(2)}x, ATR ${r.atr.toFixed(2)}%`)
+  }
+})
+
+console.log()
+console.log('='.repeat(80))
+console.log('SUMMARY')
+console.log('='.repeat(80))
+console.log()
+
+console.log('OLD SYSTEM (Score ≥60):')
+console.log(`  Trades taken: ${results.length - tradesBlockedOld}`)
+console.log(`  Trades blocked: ${tradesBlockedOld}`)
+console.log(`  Total P&L: $${totalPnLOld.toFixed(2)}`)
+console.log()
+
+console.log('NEW SYSTEM (Score ≥65 + Anti-Chop):')
+console.log(`  Trades taken: ${results.length - tradesBlockedNew}`)
+console.log(`  Trades blocked: ${tradesBlockedNew}`)
+console.log(`    ├─ Winners blocked: ${winnersBlockedNew} (missed $${blockedWinPnL.toFixed(2)})`)
+console.log(`    └─ Losers blocked: ${losersBlockedNew} (saved $${Math.abs(blockedLossPnL).toFixed(2)})`)
+console.log(`  Total P&L: $${totalPnLNew.toFixed(2)}`)
+console.log()
+
+const improvement = totalPnLNew - totalPnLOld
+const improvementPct = totalPnLOld !== 0 ? ((improvement / Math.abs(totalPnLOld)) * 100) : 0
+
+console.log('IMPACT:')
+console.log(`  P&L Change: ${improvement >= 0 ? '+' : ''}$${improvement.toFixed(2)} (${improvementPct >= 0 ? '+' : ''}${improvementPct.toFixed(1)}%)`)
+console.log(`  Net effect: ${tradesBlockedNew - tradesBlockedOld} more trades blocked`)
+console.log(`  Blocked impact: -$${blockedWinPnL.toFixed(2)} missed + $${Math.abs(blockedLossPnL).toFixed(2)} saved = ${(blockedLossPnL + blockedWinPnL) >= 0 ? '+' : ''}$${(Math.abs(blockedLossPnL) - blockedWinPnL).toFixed(2)} net`)
+console.log()
+
+if (improvement > 0) {
+  console.log('✅ NEW SYSTEM PERFORMS BETTER')
+} else if (improvement < 0) {
+  console.log('⚠️  OLD SYSTEM HAD BETTER P&L')
+} else {
+  console.log('⚖️  SYSTEMS TIED')
+}
+console.log()
--- a/scripts/test-recent-signals.sh
+++ b/scripts/test-recent-signals.sh
@@ -0,0 +1,98 @@
+#!/bin/bash
+
+# Test the 4 most recent signals from the chart
+
+API_URL="http://localhost:3001/api/trading/check-risk"
+API_KEY="2a344f0149442c857fb56c038c0c7d1b113883b830bec792c76f1e0efa15d6bb"
+
+echo "=========================================="
+echo "TESTING LAST 4 SIGNALS FROM CHART"
+echo "=========================================="
+echo ""
+
+# Signal 1: 10:10:01 - LONG
+echo "1. 10:10:01 LONG - ADX:16.1, VOL:1.45"
+echo "   SOL buy .P 5 | ATR:0.27 | ADX:16.1 | RSI:47.7 | VOL:1.45 | POS:42"
+curl -s -X POST "$API_URL" \
+  -H "Authorization: Bearer $API_KEY" \
+  -H "Content-Type: application/json" \
+  -d '{
+    "symbol": "SOL-PERP",
+    "direction": "long",
+    "timeframe": "5",
+    "atr": 0.27,
+    "adx": 16.1,
+    "rsi": 47.7,
+    "volumeRatio": 1.45,
+    "pricePosition": 42
+  }' | jq -r 'if .allowed then "   ✅ PASS - Score: \(.qualityScore)/100" else "   ❌ BLOCK - Score: \(.qualityScore)/100" end'
+echo "   Market went UP - LONG would have WON ✓"
+echo ""
+
+# Signal 2: 10:05:00 - SHORT (you canceled this)
+echo "2. 10:05:00 SHORT - ADX:16.9, VOL:1.37"
+echo "   SOL sell .P 5 | ATR:0.26 | ADX:16.9 | RSI:41.6 | VOL:1.37 | POS:24.3"
+curl -s -X POST "$API_URL" \
+  -H "Authorization: Bearer $API_KEY" \
+  -H "Content-Type: application/json" \
+  -d '{
+    "symbol": "SOL-PERP",
+    "direction": "short",
+    "timeframe": "5",
+    "atr": 0.26,
+    "adx": 16.9,
+    "rsi": 41.6,
+    "volumeRatio": 1.37,
+    "pricePosition": 24.3
+  }' | jq -r 'if .allowed then "   ✅ PASS - Score: \(.qualityScore)/100" else "   ❌ BLOCK - Score: \(.qualityScore)/100" end'
+echo "   Market went UP - SHORT would have LOST ✗"
+echo ""
+
+# Signal 3: 09:35:01 - SHORT
+echo "3. 09:35:01 SHORT - ADX:12.8, VOL:1.52"
+echo "   SOL sell .P 5 | ATR:0.27 | ADX:12.8 | RSI:39.4 | VOL:1.52 | POS:9.8"
+curl -s -X POST "$API_URL" \
+  -H "Authorization: Bearer $API_KEY" \
+  -H "Content-Type: application/json" \
+  -d '{
+    "symbol": "SOL-PERP",
+    "direction": "short",
+    "timeframe": "5",
+    "atr": 0.27,
+    "adx": 12.8,
+    "rsi": 39.4,
+    "volumeRatio": 1.52,
+    "pricePosition": 9.8
+  }' | jq -r 'if .allowed then "   ✅ PASS - Score: \(.qualityScore)/100" else "   ❌ BLOCK - Score: \(.qualityScore)/100" end'
+echo "   Market went UP - SHORT would have LOST ✗"
+echo ""
+
+# Signal 4: 09:25:00 - LONG  
+echo "4. 09:25:00 LONG - ADX:16.3, VOL:0.95"
+echo "   SOL buy .P 5 | ATR:0.26 | ADX:16.3 | RSI:44.1 | VOL:0.95 | POS:28.6"
+curl -s -X POST "$API_URL" \
+  -H "Authorization: Bearer $API_KEY" \
+  -H "Content-Type: application/json" \
+  -d '{
+    "symbol": "SOL-PERP",
+    "direction": "long",
+    "timeframe": "5",
+    "atr": 0.26,
+    "adx": 16.3,
+    "rsi": 44.1,
+    "volumeRatio": 0.95,
+    "pricePosition": 28.6
+  }' | jq -r 'if .allowed then "   ✅ PASS - Score: \(.qualityScore)/100" else "   ❌ BLOCK - Score: \(.qualityScore)/100" end'
+echo "   Market went UP - LONG would have WON ✓"
+echo ""
+
+echo "=========================================="
+echo "SUMMARY"
+echo "=========================================="
+echo ""
+echo "Market Direction: UP (166.85 → 168.22)"
+echo ""
+echo "Ideal Results:"
+echo "  • LONG signals should PASS (correct direction)"
+echo "  • SHORT signals should BLOCK (wrong direction)"
+echo ""
--- a/scripts/test-signals.sh
+++ b/scripts/test-signals.sh
@@ -0,0 +1,162 @@
+#!/bin/bash
+
+# Test Script: Verify Anti-Chop Filter & Timeframe Scoring
+# Tests the exact signals from today to verify correct behavior
+
+API_URL="http://localhost:3001/api/trading/check-risk"
+API_KEY="2a344f0149442c857fb56c038c0c7d1b113883b830bec792c76f1e0efa15d6bb"
+
+echo "=========================================="
+echo "SIGNAL QUALITY TEST SUITE"
+echo "=========================================="
+echo ""
+
+# Test 1: The SHORT that was TAKEN (should pass with ~85 score)
+echo "TEST 1: SHORT at 10:05 (SHOULD PASS)"
+echo "Signal: SOL sell .P 5 | ATR:0.26 | ADX:16.9 | RSI:41.6 | VOL:1.37 | POS:24.3"
+echo ""
+curl -X POST "$API_URL" \
+  -H "Authorization: Bearer $API_KEY" \
+  -H "Content-Type: application/json" \
+  -d '{
+    "symbol": "SOL-PERP",
+    "direction": "short",
+    "timeframe": "5",
+    "atr": 0.26,
+    "adx": 16.9,
+    "rsi": 41.6,
+    "volumeRatio": 1.37,
+    "pricePosition": 24.3
+  }' 2>/dev/null | jq -r '
+    if .allowed then
+      "✅ PASSED - Score: \(.qualityScore)/100"
+    else
+      "❌ BLOCKED - Score: \(.qualityScore)/100\nReason: \(.reason)\nDetails: \(.details)"
+    end
+  '
+echo ""
+echo "------------------------------------------"
+echo ""
+
+# Test 2: The LONG that was BLOCKED (should NOW PASS with ~70 score because timeframe aware)
+echo "TEST 2: LONG at 10:10 (WAS BLOCKED AT 55, SHOULD NOW PASS AT 70)"
+echo "Signal: SOL buy .P 5 | ATR:0.27 | ADX:16.1 | RSI:47.7 | VOL:1.45 | POS:42"
+echo ""
+curl -X POST "$API_URL" \
+  -H "Authorization: Bearer $API_KEY" \
+  -H "Content-Type: application/json" \
+  -d '{
+    "symbol": "SOL-PERP",
+    "direction": "long",
+    "timeframe": "5",
+    "atr": 0.27,
+    "adx": 16.1,
+    "rsi": 47.7,
+    "volumeRatio": 1.45,
+    "pricePosition": 42
+  }' 2>/dev/null | jq -r '
+    if .allowed then
+      "✅ PASSED - Score: \(.qualityScore)/100 (CORRECT - was wrongly blocked before)"
+    else
+      "❌ BLOCKED - Score: \(.qualityScore)/100 (WRONG - should pass!)\nReason: \(.reason)"
+    end
+  '
+echo ""
+echo "------------------------------------------"
+echo ""
+
+# Test 3: Anti-chop filter - High volume + low ADX (should be blocked)
+echo "TEST 3: Anti-Chop Filter Test (SHOULD BLOCK)"
+echo "Signal: SOL sell .P 5 | ATR:0.33 | ADX:14.8 | RSI:37.1 | VOL:2.29 | POS:12"
+echo "Expected: BLOCKED by anti-chop filter (ADX<16 + VOL>1.5x = whipsaw trap)"
+echo ""
+curl -X POST "$API_URL" \
+  -H "Authorization: Bearer $API_KEY" \
+  -H "Content-Type: application/json" \
+  -d '{
+    "symbol": "SOL-PERP",
+    "direction": "short",
+    "timeframe": "5",
+    "atr": 0.33,
+    "adx": 14.8,
+    "rsi": 37.1,
+    "volumeRatio": 2.29,
+    "pricePosition": 12
+  }' 2>/dev/null | jq -r '
+    if .allowed then
+      "❌ PASSED - Score: \(.qualityScore)/100 (WRONG - anti-chop should block!)"
+    else
+      "✅ BLOCKED - Score: \(.qualityScore)/100 (CORRECT - whipsaw trap detected)"
+    end
+  '
+echo ""
+echo "------------------------------------------"
+echo ""
+
+# Test 4: Timeframe NOT passed (should treat as daily chart - different thresholds)
+echo "TEST 4: Same signal WITHOUT timeframe (daily chart thresholds)"
+echo "Signal: SOL buy | ATR:0.27 | ADX:16.1 | RSI:47.7 | VOL:1.45 | POS:42"
+echo "Expected: Should be BLOCKED (ADX 16.1 is weak for daily charts)"
+echo ""
+curl -X POST "$API_URL" \
+  -H "Authorization: Bearer $API_KEY" \
+  -H "Content-Type: application/json" \
+  -d '{
+    "symbol": "SOL-PERP",
+    "direction": "long",
+    "atr": 0.27,
+    "adx": 16.1,
+    "rsi": 47.7,
+    "volumeRatio": 1.45,
+    "pricePosition": 42
+  }' 2>/dev/null | jq -r '
+    if .allowed then
+      "❌ PASSED - Score: \(.qualityScore)/100 (WRONG - should block without timeframe)"
+    else
+      "✅ BLOCKED - Score: \(.qualityScore)/100 (CORRECT - weak for daily chart)"
+    end
+  '
+echo ""
+echo "------------------------------------------"
+echo ""
+
+# Test 5: Strong signal (should definitely pass)
+echo "TEST 5: Strong Signal (SHOULD PASS)"
+echo "Signal: SOL buy .P 5 | ATR:0.52 | ADX:22.7 | RSI:53.1 | VOL:0.88 | POS:37.9"
+echo ""
+curl -X POST "$API_URL" \
+  -H "Authorization: Bearer $API_KEY" \
+  -H "Content-Type: application/json" \
+  -d '{
+    "symbol": "SOL-PERP",
+    "direction": "long",
+    "timeframe": "5",
+    "atr": 0.52,
+    "adx": 22.7,
+    "rsi": 53.1,
+    "volumeRatio": 0.88,
+    "pricePosition": 37.9
+  }' 2>/dev/null | jq -r '
+    if .allowed then
+      "✅ PASSED - Score: \(.qualityScore)/100 (CORRECT)"
+    else
+      "❌ BLOCKED - Score: \(.qualityScore)/100 (WRONG - this is a good signal!)\nReason: \(.reason)"
+    end
+  '
+echo ""
+echo "------------------------------------------"
+echo ""
+
+echo "=========================================="
+echo "TEST SUMMARY"
+echo "=========================================="
+echo ""
+echo "Key things to verify from docker logs:"
+echo "  1. '🔍 Risk check for:' shows timeframe field"
+echo "  2. ADX scoring says 'Moderate trend for 5min' (not just 'Weak trend')"
+echo "  3. Anti-chop filter shows '⚠️ Whipsaw trap' message"
+echo "  4. Score threshold is 65 (not 60)"
+echo ""
+echo "Check logs with:"
+echo "  docker logs trading-bot-v4 --tail 100 | grep -A 10 'Risk check'"
+echo ""
--- a/workflows/trading/Money_Machine.json
+++ b/workflows/trading/Money_Machine.json
@@ -367,7 +367,7 @@
    },
    {
      "parameters": {
-        "jsCode": "// Get the body - it might be a string or nested in an object\nlet body = $json.body || $json.query?.body || JSON.stringify($json);\n\n// If body is an object, stringify it\nif (typeof body === 'object') {\n  body = JSON.stringify(body);\n}\n\n// Parse basic signal (existing logic)\nconst symbolMatch = body.match(/\\b(SOL|BTC|ETH)/i);\nconst symbol = symbolMatch ? symbolMatch[1].toUpperCase() + '-PERP' : 'SOL-PERP';\n\nconst direction = body.match(/\\b(sell|short)\\b/i) ? 'short' : 'long';\n\n// Updated regex to match new format: \"ETH buy 15\" (no .P)\nconst timeframeMatch = body.match(/\\b(buy|sell)\\s+(\\d+|D|W|M)\\b/i);\nconst timeframe = timeframeMatch ? timeframeMatch[2] : '5';\n\n// Parse new context metrics from enhanced format:\n// \"ETH buy 15 | ATR:1.85 | ADX:28.3 | RSI:62.5 | VOL:1.45 | POS:75.3\"\nconst atrMatch = body.match(/ATR:([\\d.]+)/);\nconst atr = atrMatch ? parseFloat(atrMatch[1]) : 0;\n\nconst adxMatch = body.match(/ADX:([\\d.]+)/);\nconst adx = adxMatch ? parseFloat(adxMatch[1]) : 0;\n\nconst rsiMatch = body.match(/RSI:([\\d.]+)/);\nconst rsi = rsiMatch ? parseFloat(rsiMatch[1]) : 0;\n\nconst volumeMatch = body.match(/VOL:([\\d.]+)/);\nconst volumeRatio = volumeMatch ? parseFloat(volumeMatch[1]) : 0;\n\nconst pricePositionMatch = body.match(/POS:([\\d.]+)/);\nconst pricePosition = pricePositionMatch ? parseFloat(pricePositionMatch[1]) : 0;\n\nreturn {\n  rawMessage: body,\n  symbol,\n  direction,\n  timeframe,\n  // New context fields\n  atr,\n  adx,\n  rsi,\n  volumeRatio,\n  pricePosition\n};"
+        "jsCode": "// Get the body - it might be a string or nested in an object\nlet body = $json.body || $json.query?.body || JSON.stringify($json);\n\n// If body is an object, stringify it\nif (typeof body === 'object') {\n  body = JSON.stringify(body);\n}\n\n// Parse basic signal (existing logic)\nconst symbolMatch = body.match(/\\b(SOL|BTC|ETH)/i);\nconst symbol = symbolMatch ? symbolMatch[1].toUpperCase() + '-PERP' : 'SOL-PERP';\n\nconst direction = body.match(/\\b(sell|short)\\b/i) ? 'short' : 'long';\n\n// Updated regex to match formats: \"ETH buy 15\", \"SOL buy .P 5\", etc.\n// The .P is optional TradingView ticker suffix that should be ignored\nconst timeframeMatch = body.match(/\\b(buy|sell)\\s+(?:\\.P\\s+)?(\\d+|D|W|M)\\b/i);\nconst timeframe = timeframeMatch ? timeframeMatch[2] : '5';\n\n// Parse new context metrics from enhanced format:\n// \"ETH buy 15 | ATR:1.85 | ADX:28.3 | RSI:62.5 | VOL:1.45 | POS:75.3\"\nconst atrMatch = body.match(/ATR:([\\d.]+)/);\nconst atr = atrMatch ? parseFloat(atrMatch[1]) : 0;\n\nconst adxMatch = body.match(/ADX:([\\d.]+)/);\nconst adx = adxMatch ? parseFloat(adxMatch[1]) : 0;\n\nconst rsiMatch = body.match(/RSI:([\\d.]+)/);\nconst rsi = rsiMatch ? parseFloat(rsiMatch[1]) : 0;\n\nconst volumeMatch = body.match(/VOL:([\\d.]+)/);\nconst volumeRatio = volumeMatch ? parseFloat(volumeMatch[1]) : 0;\n\nconst pricePositionMatch = body.match(/POS:([\\d.]+)/);\nconst pricePosition = pricePositionMatch ? parseFloat(pricePositionMatch[1]) : 0;\n\nreturn {\n  rawMessage: body,\n  symbol,\n  direction,\n  timeframe,\n  // New context fields\n  atr,\n  adx,\n  rsi,\n  volumeRatio,\n  pricePosition\n};"
      },
      "id": "81f28bc7-c96a-4021-acac-242e993d9d98",
      "name": "Parse Signal Enhanced",