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
This commit is contained in:
mindesbunister
2025-11-10 11:22:52 +01:00
parent 60a0035f56
commit d2fbd125a0
8 changed files with 594 additions and 11 deletions

8
.env
View File

@@ -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