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
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8
.env
8
.env
@@ -113,14 +113,14 @@ USE_ATR_BASED_TARGETS=true
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# ATR multiplier for TP2 calculation (TP2 = ATR × this value)
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# Example: ATR=0.8% × 2.0 = 1.6% TP2 target
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ATR_MULTIPLIER_FOR_TP2=2.0
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ATR_MULTIPLIER_FOR_TP2=2
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# Minimum TP2 level regardless of ATR (safety floor)
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MIN_TP2_PERCENT=0.7
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# Maximum TP2 level cap (prevents excessive targets)
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# Example: 3.0% = 30% account gain at 10x leverage
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MAX_TP2_PERCENT=3.0
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MAX_TP2_PERCENT=3
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# Emergency Stop: Hard stop if this level is breached
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# Example: -2.0% on 10x = -20% account loss (rare but protects from flash crashes)
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@@ -367,7 +367,7 @@ NEW_RELIC_LICENSE_KEY=
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USE_TRAILING_STOP=true
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TRAILING_STOP_PERCENT=0.3
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TRAILING_STOP_ACTIVATION=0.4
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MIN_QUALITY_SCORE=60
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MIN_QUALITY_SCORE=65
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SOLANA_ENABLED=true
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SOLANA_POSITION_SIZE=210
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SOLANA_LEVERAGE=10
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@@ -383,4 +383,4 @@ MIN_ADX_INCREASE=5
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MAX_PRICE_POSITION_FOR_SCALE=70
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TRAILING_STOP_ATR_MULTIPLIER=1.5
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TRAILING_STOP_MIN_PERCENT=0.25
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TRAILING_STOP_MAX_PERCENT=0.9
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TRAILING_STOP_MAX_PERCENT=0.9MIN_SIGNAL_QUALITY_SCORE=65
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