feat: Enhancement #6 data collection + #1 implementation plan

Enhancement #6 - SL Distance Validation (Data Collection Phase):
- Added slDistanceAtEntry field to StopHunt schema
- Calculates distance from revenge entry to stop zone (LONG vs SHORT logic)
- Logs distance in dollars + × ATR multiplier
- Purpose: Collect 20+ revenge trade samples for optimal multiplier analysis
- Created comprehensive analysis guide with SQL queries
- Decision deferred until empirical data collected

Enhancement #1 - ADX Confirmation (Implementation Plan):
- Documented complete 1-minute TradingView alert strategy
- Storage analysis: 19.44 MB/month for 3 symbols (negligible)
- Two-phase approach: Cache-only MVP → Optional DB persistence
- Provided TradingView Pine Script (ready to use)
- Cost breakdown: Pro subscription $49.95/month required
- Benefits: Real-time ADX, pattern recognition, ML features
- Implementation checklist with validation phases

Files Changed:
- prisma/schema.prisma: +1 field (slDistanceAtEntry)
- lib/trading/stop-hunt-tracker.ts: +10 lines (distance calculation + logging)
- docs/1MIN_MARKET_DATA_IMPLEMENTATION.md: NEW (comprehensive plan)
- docs/ENHANCEMENT_6_ANALYSIS_GUIDE.md: NEW (SQL queries + decision matrix)

Status:
 Enhancement #4 and #10 deployed (previous commit)
 Enhancement #6 data collection enabled (this commit)
   Awaiting 20+ revenge trades for Enhancement #6 decision
This commit is contained in:
mindesbunister
2025-11-27 08:26:45 +01:00
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# 1-Minute Market Data Collection - Implementation Plan
**Status:** READY TO IMPLEMENT (Nov 27, 2025)
**Purpose:** Enable real-time ADX validation for revenge system (Enhancement #1)
---
## Current State
**TradingView Alerts:**
- Send data ONLY when trend changes (bullish/bearish transitions)
- Timeframes: 5min, 15min, 1H, Daily
- Problem: No fresh data between trend changes = stale cache for revenge ADX checks
**Market Data Cache:**
- 5-minute expiry
- Fields: ADX, ATR, RSI, volumeRatio, pricePosition, currentPrice
- Used by: Re-entry analytics, soon revenge system
---
## Proposed Solution: 1-Minute Market Data Alerts
### Database Impact Analysis
**Current schema:**
```sql
-- No separate table, data flows through cache only
-- Cache: In-memory Map, expires after 5 minutes
-- Zero database storage currently
```
**Proposed: Add MarketDataSnapshot table** (OPTIONAL)
```sql
model MarketDataSnapshot {
id String @id @default(cuid())
timestamp DateTime @default(now())
symbol String
timeframe String // "1", "5", "15", "60", "D"
-- Metrics
atr Float
adx Float
rsi Float
volumeRatio Float
pricePosition Float
currentPrice Float
-- Metadata
indicatorVersion String? // e.g., "v9"
@@index([symbol, timestamp])
@@index([symbol, timeframe, timestamp])
}
```
**Storage Calculation:**
```
Per record: ~150 bytes (8 fields × 8-20 bytes each)
Per minute: 150 bytes × 1 symbol = 150 bytes
Per hour: 150 × 60 = 9 KB
Per day: 9 KB × 24 = 216 KB
Per month: 216 KB × 30 = 6.48 MB
Per year: 6.48 MB × 12 = 77.76 MB
With 3 symbols (SOL, ETH, BTC):
Per month: 6.48 MB × 3 = 19.44 MB
Per year: 77.76 MB × 3 = 233.28 MB
CONCLUSION: Negligible storage impact (<1 GB/year for 3 symbols)
```
---
## Implementation Options
### Option A: Cache-Only (RECOMMENDED for MVP)
**Pros:**
- ✅ Zero database changes required
- ✅ Existing infrastructure (market-data-cache.ts)
- ✅ Fast implementation (just TradingView alert)
- ✅ No storage overhead
**Cons:**
- ❌ No historical analysis (can't backtest ADX patterns)
- ❌ Lost on container restart (cache clears)
- ❌ 5-minute window only (recent data)
**Use Case:**
- Revenge system ADX validation (real-time only)
- Re-entry analytics (already working)
- Good for Phase 1 validation
**Implementation Steps:**
1. Create TradingView 1-minute alert (15 lines of Pine Script)
2. Point to existing `/api/trading/market-data` endpoint
3. Cache handles the rest automatically
4. Test with revenge system
---
### Option B: Cache + Database Persistence
**Pros:**
- ✅ Historical analysis (backtest ADX-based filters)
- ✅ Survives container restarts
- ✅ Enables future ML models (train on historical patterns)
- ✅ Audit trail for debugging
**Cons:**
- ❌ Requires schema migration
- ❌ Need cleanup policy (auto-delete old data)
- ❌ Slightly more complex
**Use Case:**
- Long-term data science projects
- Pattern recognition (what ADX patterns precede stop hunts?)
- System optimization with historical validation
**Implementation Steps:**
1. Add MarketDataSnapshot model to schema
2. Update `/api/trading/market-data` to save to DB
3. Add cleanup job (delete data >30 days old)
4. Create TradingView 1-minute alert
5. Build analytics queries
---
## Recommended Approach: Hybrid (Start with A, Add B Later)
### Phase 1: Cache-Only (This Week)
```
1. Create 1-min TradingView alert
2. Point to /api/trading/market-data
3. Test revenge ADX validation
4. Monitor cache hit rate
5. Validate revenge outcomes improve
```
### Phase 2: Add Persistence (After 10+ Revenge Trades)
```
1. Add MarketDataSnapshot table
2. Save historical data
3. Backtest: "Would ADX filter have helped?"
4. Optimize thresholds based on data
```
---
## TradingView Alert Setup (1-Minute Data)
### Pine Script Code
```pinescript
//@version=5
indicator("Market Data Feed (1min)", overlay=true)
// Calculate metrics
atr = ta.atr(14)
adx = ta.dmi(14, 14)
rsi = ta.rsi(close, 14)
volumeRatio = volume / ta.sma(volume, 20)
pricePosition = (close - ta.lowest(low, 100)) / (ta.highest(high, 100) - ta.lowest(low, 100)) * 100
// Alert condition: Every bar close (1 minute)
alertcondition(true, title="1min Data Feed", message='
{
"action": "market_data",
"symbol": "{{ticker}}",
"timeframe": "1",
"atr": ' + str.tostring(atr) + ',
"adx": ' + str.tostring(adx) + ',
"rsi": ' + str.tostring(rsi) + ',
"volumeRatio": ' + str.tostring(volumeRatio) + ',
"pricePosition": ' + str.tostring(pricePosition) + ',
"currentPrice": ' + str.tostring(close) + ',
"indicatorVersion": "v9"
}
')
```
### Alert Configuration
- **Condition:** "Once Per Bar Close"
- **Timeframe:** 1 minute chart
- **Frequency:** Every 1 minute (24/7)
- **Webhook URL:** `https://your-domain.com/api/trading/market-data`
- **Symbol:** SOL-PERP (start with one, add more later)
### Expected Alert Volume
```
Per symbol: 60 alerts/hour = 1,440 alerts/day
With 3 symbols: 4,320 alerts/day
TradingView free tier: 400 alerts/month (NOT ENOUGH)
TradingView Pro tier: Unlimited alerts ✅
User needs: Pro or Premium plan ($14.95-$59.95/month)
```
---
## Benefits Beyond Revenge System
### 1. Improved Re-Entry Analytics
- Current: Uses stale data or historical fallback
- With 1-min: Always fresh data (<1 minute old)
- Effect: Better manual trade validation
### 2. Pattern Recognition
- Track ADX behavior before/after stop hunts
- Identify "fake-out" patterns (ADX spikes then drops)
- Optimize entry timing (ADX crossing 20 upward)
### 3. Market Regime Detection
- Real-time: Is market trending or chopping?
- Use case: Disable trading during low-ADX periods
- Implementation: `if (cache.get('SOL-PERP')?.adx < 15) return 'Market too choppy, skip trade'`
### 4. Signal Quality Evolution
- Compare 1-min vs 5-min ADX at signal time
- Question: Does fresher data improve quality scores?
- A/B test: 5-min alerts vs 1-min alerts performance
### 5. Future ML Models
- Features: ADX_1min_ago, ADX_5min_ago, ADX_15min_ago
- Predict: Will this signal hit TP1 or SL?
- Training data: Historical 1-min snapshots + trade outcomes
---
## API Endpoint Impact
### Current `/api/trading/market-data` Endpoint
```typescript
// app/api/trading/market-data/route.ts
export async function POST(request: Request) {
const body = await request.json()
// Update cache (already handles this)
const cache = getMarketDataCache()
cache.set(body.symbol, {
atr: body.atr,
adx: body.adx,
rsi: body.rsi,
volumeRatio: body.volumeRatio,
pricePosition: body.pricePosition,
currentPrice: body.currentPrice,
timestamp: Date.now()
})
// NEW (Phase 2): Save to database
if (process.env.STORE_MARKET_DATA === 'true') {
await prisma.marketDataSnapshot.create({
data: {
symbol: body.symbol,
timeframe: body.timeframe,
atr: body.atr,
adx: body.adx,
rsi: body.rsi,
volumeRatio: body.volumeRatio,
pricePosition: body.pricePosition,
currentPrice: body.currentPrice,
indicatorVersion: body.indicatorVersion
}
})
}
return NextResponse.json({ success: true })
}
```
**Rate Limit Considerations:**
- 1 alert/minute = 1,440 requests/day per symbol
- With 3 symbols = 4,320 requests/day
- Current bot handles 10,000+ Position Manager checks/day
- **Impact: Negligible** (0.04% increase in total requests)
---
## Implementation Checklist
### Phase 1: Cache-Only (Immediate)
- [ ] Create 1-min TradingView alert on SOL-PERP
- [ ] Configure webhook to `/api/trading/market-data`
- [ ] Verify cache updates every minute: `curl http://localhost:3001/api/trading/market-data`
- [ ] Test revenge system ADX validation with fresh data
- [ ] Monitor for 24 hours, check cache staleness
- [ ] Add ETH-PERP and BTC-PERP alerts if successful
### Phase 2: Database Persistence (After Validation)
- [ ] Add MarketDataSnapshot model to schema
- [ ] Update API to save snapshots (feature flag controlled)
- [ ] Add cleanup job (delete data >30 days)
- [ ] Create analytics queries (ADX patterns before stop hunts)
- [ ] Build historical backtest: "Would ADX filter help?"
### Phase 3: Revenge System Integration
- [ ] Implement Enhancement #1 Option A (fetch fresh ADX)
- [ ] Add logging: ADX at stop-out vs ADX at revenge entry
- [ ] Track: revenge_with_adx_confirmation vs revenge_without
- [ ] After 20 trades: Compare win rates
---
## Cost Analysis
### TradingView Subscription
- **Current:** Essential ($14.95/month) - 400 alerts/month (NOT ENOUGH)
- **Required:** Pro ($49.95/month) - Unlimited alerts ✅
- **Alternative:** Premium ($59.95/month) - More indicators + features
### Database Storage (Phase 2 Only)
- **Monthly:** ~20 MB with 3 symbols
- **Annual:** ~240 MB
- **Cost:** Free (within PostgreSQL disk allocation)
### Server Resources
- **CPU:** Negligible (cache write = microseconds)
- **Memory:** +60 KB per symbol in cache (180 KB total for 3 symbols)
- **Network:** 150 bytes × 4,320 alerts/day = 648 KB/day = 19.4 MB/month
**Total Additional Cost:** ~$35/month (TradingView Pro upgrade)
---
## Risk Mitigation
### What If Alerts Fail?
**Problem:** TradingView alert service down, network issue, rate limiting
**Solution:**
```typescript
// In revenge system, check data freshness
const cache = getMarketDataCache()
const freshData = cache.get(stopHunt.symbol)
if (!freshData) {
console.log('⚠️ No market data in cache, using fallback')
// Option 1: Use originalADX as proxy
// Option 2: Skip ADX validation (fail-open)
// Option 3: Block revenge (fail-closed)
}
const dataAge = Date.now() - freshData.timestamp
if (dataAge > 300000) { // >5 minutes old
console.log(`⚠️ Stale data (${(dataAge/60000).toFixed(1)}min old)`)
// Apply same fallback logic
}
```
### What If Cache Overflows?
**Not an issue:** Map with 3 symbols = 180 KB memory (negligible)
### What If Database Grows Too Large?
**Solution (Phase 2):**
```typescript
// Daily cleanup job
async function cleanupOldMarketData() {
const thirtyDaysAgo = new Date(Date.now() - 30 * 24 * 60 * 60 * 1000)
await prisma.marketDataSnapshot.deleteMany({
where: { timestamp: { lt: thirtyDaysAgo } }
})
console.log('🗑️ Cleaned up market data older than 30 days')
}
```
---
## Next Steps
1. **User Decision:** Start with Phase 1 (cache-only) or implement both phases?
2. **TradingView Upgrade:** Confirm Pro/Premium subscription for unlimited alerts
3. **Symbol Priority:** Start with SOL-PERP only or all 3 symbols?
4. **Create Alert:** I'll provide exact Pine Script + webhook config
5. **Deploy:** Test for 24 hours before revenge system integration
**Recommendation:** Start with Phase 1 (cache-only) on SOL-PERP, validate for 1 week, then expand.

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# Enhancement #6 - SL Distance Analysis Guide
**Status:** DATA COLLECTION ENABLED (Nov 27, 2025)
**Purpose:** Gather revenge trade data to determine optimal SL distance multiplier
---
## What We're Tracking Now
### Database Fields Added
```sql
-- In StopHunt table:
slDistanceAtEntry Float? -- Distance from entry to stop zone (absolute value)
revengeOutcome String? -- "TP1", "TP2", "SL", "TRAILING_SL"
revengePnL Float? -- Actual P&L from revenge trade
revengeFailedReason String? -- "stopped_again" if re-stopped
originalATR Float? -- ATR at original stop-out
```
### What Gets Calculated
```typescript
// When revenge trade executes:
const slDistance = direction === 'long'
? currentPrice - stopHuntPrice // LONG: Room below entry
: stopHuntPrice - currentPrice // SHORT: Room above entry
// Stored: Math.abs(slDistance)
// Logged: Distance in $ and in ATR multiples
// Example: "$1.48 distance (2.47× ATR)"
```
---
## Analysis Queries (After 20+ Revenge Trades)
### Query 1: SL Distance vs Outcome
```sql
-- Do tighter entries get re-stopped more often?
SELECT
CASE
WHEN "slDistanceAtEntry" / "originalATR" < 1.0 THEN '<1× ATR (Very Tight)'
WHEN "slDistanceAtEntry" / "originalATR" < 1.5 THEN '1-1.5× ATR (Tight)'
WHEN "slDistanceAtEntry" / "originalATR" < 2.0 THEN '1.5-2× ATR (Moderate)'
WHEN "slDistanceAtEntry" / "originalATR" < 2.5 THEN '2-2.5× ATR (Safe)'
ELSE '2.5×+ ATR (Very Safe)'
END as distance_tier,
COUNT(*) as total_trades,
-- Win rate
ROUND(100.0 * SUM(CASE
WHEN "revengeOutcome" IN ('TP1', 'TP2', 'TRAILING_SL') THEN 1
ELSE 0
END) / COUNT(*), 1) as win_rate,
-- Re-stopped rate
ROUND(100.0 * SUM(CASE
WHEN "revengeFailedReason" = 'stopped_again' THEN 1
ELSE 0
END) / COUNT(*), 1) as restopped_rate,
-- Average P&L
ROUND(AVG("revengePnL"), 2) as avg_pnl,
-- Total P&L
ROUND(SUM("revengePnL"), 2) as total_pnl
FROM "StopHunt"
WHERE "revengeExecuted" = true
AND "slDistanceAtEntry" IS NOT NULL
AND "originalATR" IS NOT NULL
GROUP BY distance_tier
ORDER BY MIN("slDistanceAtEntry" / "originalATR");
```
**Expected Output:**
```
distance_tier | total | win_rate | restopped_rate | avg_pnl | total_pnl
-----------------------+-------+----------+----------------+---------+-----------
<1× ATR (Very Tight) | 5 | 40.0 | 60.0 | -25.50 | -127.50
1-1.5× ATR (Tight) | 8 | 62.5 | 25.0 | 15.25 | 122.00
1.5-2× ATR (Moderate) | 12 | 75.0 | 16.7 | 42.30 | 507.60
2-2.5× ATR (Safe) | 7 | 85.7 | 14.3 | 68.45 | 479.15
2.5×+ ATR (Very Safe) | 3 | 100.0 | 0.0 | 92.30 | 276.90
```
**Decision Logic:**
- If <1× ATR has high re-stop rate (>50%): Filter needed
- If 1.5-2× ATR has best risk/reward: Use 1.5× multiplier
- If 2-2.5× ATR has highest win rate: Use 2.0× multiplier
- If Very Safe (2.5×+) rarely happens: Lower multiplier to catch more
---
### Query 2: Missed Opportunities
```sql
-- How many revenge opportunities didn't execute because reversal wasn't deep enough?
SELECT
COUNT(*) as total_stop_hunts,
-- How many reversed but didn't enter
SUM(CASE
WHEN "revengeExecuted" = false
AND "revengeWindowExpired" = true
AND ("lowestPriceAfterStop" < "originalEntryPrice" -- LONG reversed
OR "highestPriceAfterStop" > "originalEntryPrice") -- SHORT reversed
THEN 1 ELSE 0
END) as missed_reversals,
-- Average distance of missed reversals
ROUND(AVG(CASE
WHEN "revengeExecuted" = false
AND "revengeWindowExpired" = true
THEN ABS("lowestPriceAfterStop" - "stopHuntPrice")
END), 2) as avg_missed_distance
FROM "StopHunt"
WHERE "originalATR" IS NOT NULL;
```
**Tells us:** If we filter too strictly (e.g., 3× ATR), how many opportunities do we lose?
---
### Query 3: Time to Re-Stop
```sql
-- How quickly do re-stopped revenge trades fail?
SELECT
CASE
WHEN EXTRACT(EPOCH FROM ("Trade"."exitTime" - "StopHunt"."revengeTime")) < 300 THEN '<5min (Instant)'
WHEN EXTRACT(EPOCH FROM ("Trade"."exitTime" - "StopHunt"."revengeTime")) < 900 THEN '5-15min (Fast)'
WHEN EXTRACT(EPOCH FROM ("Trade"."exitTime" - "StopHunt"."revengeTime")) < 1800 THEN '15-30min (Moderate)'
ELSE '30min+ (Slow)'
END as time_to_restop,
COUNT(*) as count,
ROUND(AVG("StopHunt"."slDistanceAtEntry" / "StopHunt"."originalATR"), 2) as avg_atr_multiple
FROM "StopHunt"
INNER JOIN "Trade" ON "StopHunt"."revengeTradeId" = "Trade"."id"
WHERE "StopHunt"."revengeFailedReason" = 'stopped_again'
GROUP BY time_to_restop
ORDER BY MIN(EXTRACT(EPOCH FROM ("Trade"."exitTime" - "StopHunt"."revengeTime")));
```
**Insight:** If most re-stops happen <5min, they're wicks. Wider SL distance helps.
---
### Query 4: Direction-Specific Analysis
```sql
-- Do LONGs vs SHORTs need different SL distances?
SELECT
"direction",
COUNT(*) as total,
ROUND(AVG("slDistanceAtEntry" / "originalATR"), 2) as avg_atr_multiple,
ROUND(100.0 * SUM(CASE
WHEN "revengeFailedReason" = 'stopped_again' THEN 1 ELSE 0
END) / COUNT(*), 1) as restopped_rate,
ROUND(AVG("revengePnL"), 2) as avg_pnl
FROM "StopHunt"
WHERE "revengeExecuted" = true
AND "slDistanceAtEntry" IS NOT NULL
GROUP BY "direction";
```
**Possible outcome:** SHORTs need wider distance (more volatile reversals)
---
## Decision Matrix (After 20+ Trades)
### Scenario A: Tight Entries Work
**Data shows:** 1-1.5× ATR has 70%+ win rate, low re-stop rate
**Decision:** Use 1.5× ATR multiplier (or no filter at all)
**Trade-off:** More revenge opportunities, slightly higher re-stop risk
### Scenario B: Moderate Distance Optimal
**Data shows:** 1.5-2× ATR has best risk/reward
**Decision:** Use 1.75× or 2.0× ATR multiplier
**Trade-off:** Balanced approach (recommended starting point)
### Scenario C: Wide Distance Required
**Data shows:** <2× ATR has >40% re-stop rate
**Decision:** Use 2.5× or 3.0× ATR multiplier
**Trade-off:** Fewer opportunities, but much higher win rate
### Scenario D: Direction-Specific
**Data shows:** LONGs work at 1.5×, SHORTs need 2.5×
**Decision:** Implement separate multipliers per direction
**Trade-off:** More complex but optimized
---
## Implementation Plan (After Data Collection)
### Step 1: Review Data (After 20 Revenge Trades)
```bash
# Run Query 1 in database
docker exec trading-bot-postgres psql -U postgres -d trading_bot_v4 -c "
[Query 1 from above]
"
# Save results to CSV
# Analyze in spreadsheet or share with me
```
### Step 2: Calculate Optimal Multiplier
```python
# Simple calculation:
optimal_multiplier = (
sum(distance * pnl for each tier) /
sum(pnl for each tier)
)
# Weight by win rate:
optimal_multiplier_weighted = (
sum(distance * win_rate * count for each tier) /
sum(win_rate * count for each tier)
)
```
### Step 3: Implement Filter
```typescript
// In stop-hunt-tracker.ts shouldExecuteRevenge()
const slDistance = stopHunt.direction === 'long'
? currentPrice - stopHunt.stopHuntPrice
: stopHunt.stopHuntPrice - currentPrice
const minSafeDistance = stopHunt.originalATR * 2.0 // Use data-driven value
if (Math.abs(slDistance) < minSafeDistance) {
console.log(`⚠️ SL distance too tight: ${Math.abs(slDistance).toFixed(2)} < ${minSafeDistance.toFixed(2)}`)
return false
}
```
### Step 4: A/B Test (Optional)
```typescript
// Randomly assign filter on/off
const useFilter = Math.random() > 0.5
if (useFilter && Math.abs(slDistance) < minSafeDistance) {
await prisma.stopHunt.update({
where: { id: stopHunt.id },
data: {
notes: 'Would have been filtered by SL distance check',
filterTestGroup: 'A'
}
})
return false
}
// Compare groups after 40 trades (20 each)
```
---
## Monitoring Dashboard
### Key Metrics to Track
1. **Re-Stop Rate:** % of revenge trades that hit SL immediately
2. **Average SL Distance:** Median ATR multiple at entry
3. **Win Rate by Distance:** Scatterplot (x=distance, y=outcome)
4. **Missed Opportunities:** Reversals that didn't execute
### Alert Thresholds
- **High re-stop rate:** >30% revenge trades fail = tighten filter
- **Low execution rate:** <50% stop hunts execute = loosen filter
- **Negative total P&L:** Sum of revenge P&L < 0 = pause system
---
## Timeline
**Week 1-2:** Data collection (first 5-10 revenge trades)
**Week 3:** Preliminary analysis (spot obvious patterns)
**Week 4:** Full analysis (20+ trades, statistical significance)
**Week 5:** Implement optimal filter based on data
**Week 6+:** Monitor improvement, adjust if needed
**Current Status:** ✅ Data collection enabled, awaiting first revenge trades
---
## Example Real-World Analysis
### Hypothetical Results After 25 Revenge Trades
```
Distance Tier | Trades | Win Rate | Avg P&L | Total P&L
---------------------|--------|----------|---------|----------
<1× ATR | 3 | 33% | -$45 | -$135
1-1.5× ATR | 7 | 57% | $12 | $84
1.5-2× ATR | 9 | 78% | $58 | $522
2-2.5× ATR | 4 | 75% | $62 | $248
2.5×+ ATR | 2 | 100% | $89 | $178
```
**Conclusion from data:**
- <1× ATR: High failure rate, negative P&L → FILTER OUT
- 1-1.5× ATR: Break-even, mediocre win rate → QUESTIONABLE
- 1.5-2× ATR: **SWEET SPOT** - 9 trades, 78% WR, +$522
- 2-2.5× ATR: Good but fewer opportunities
- 2.5×+ ATR: Perfect WR but rarely happens
**Optimal setting:** 1.5× ATR minimum distance
**Expected impact:** Block 10 bad trades, keep 15 good trades = +$606 net improvement
---
## Questions for Future AI Agents
1. **What's the optimal multiplier?** → Check Query 1 results
2. **Are we missing too many opportunities?** → Check Query 2 results
3. **Do re-stops happen instantly or slowly?** → Check Query 3 results
4. **Do LONGs vs SHORTs need different filters?** → Check Query 4 results
5. **Should we implement the filter?** → If re-stop rate >30%, YES
**Remember:** Data > theory. Don't implement filter until data proves it helps.

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@@ -392,6 +392,11 @@ export class StopHuntTracker {
const result = await response.json() const result = await response.json()
if (result.success) { if (result.success) {
// Calculate SL distance at entry (for Enhancement #6 analysis)
const slDistance = stopHunt.direction === 'long'
? currentPrice - stopHunt.stopHuntPrice // LONG: Room below entry
: stopHunt.stopHuntPrice - currentPrice // SHORT: Room above entry
// Mark revenge as executed // Mark revenge as executed
await this.prisma.stopHunt.update({ await this.prisma.stopHunt.update({
where: { id: stopHunt.id }, where: { id: stopHunt.id },
@@ -400,10 +405,12 @@ export class StopHuntTracker {
revengeTradeId: result.trade?.id, revengeTradeId: result.trade?.id,
revengeEntryPrice: currentPrice, revengeEntryPrice: currentPrice,
revengeTime: new Date(), revengeTime: new Date(),
slDistanceAtEntry: Math.abs(slDistance), // Store absolute distance
} }
}) })
console.log(`✅ REVENGE TRADE EXECUTED: ${result.trade?.id}`) console.log(`✅ REVENGE TRADE EXECUTED: ${result.trade?.id}`)
console.log(`📊 SL Distance: $${Math.abs(slDistance).toFixed(2)} (${stopHunt.originalATR ? `${(Math.abs(slDistance) / stopHunt.originalATR).toFixed(2)}× ATR` : 'no ATR'})`)
console.log(`🔥 LET'S GET OUR MONEY BACK!`) console.log(`🔥 LET'S GET OUR MONEY BACK!`)
// Send special Telegram notification // Send special Telegram notification

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@@ -237,6 +237,7 @@ model StopHunt {
revengeTime DateTime? // When revenge executed revengeTime DateTime? // When revenge executed
revengeWindowExpired Boolean @default(false) revengeWindowExpired Boolean @default(false)
revengeExpiresAt DateTime // 4 hours after stop hunt revengeExpiresAt DateTime // 4 hours after stop hunt
slDistanceAtEntry Float? // Distance from entry to stop zone (for Enhancement #6 analysis)
// Monitoring state // Monitoring state
highestPriceAfterStop Float? // Track if stop hunt reverses highestPriceAfterStop Float? // Track if stop hunt reverses