diff --git a/.github/copilot-instructions.md b/.github/copilot-instructions.md index 762671b..5650cb0 100644 --- a/.github/copilot-instructions.md +++ b/.github/copilot-instructions.md @@ -39,19 +39,29 @@ **⚠️ CRITICAL: Always check this section first to know what's currently deployed in production** ### TradingView Indicator (Signal Generation) -- **Active Version:** v11 Money Line All Filters -- **File:** `workflows/trading/moneyline_v11_all_filters.pinescript` +- **Active Version:** v11.2 IMPROVED (or v11 All Filters - CHECK TRADINGVIEW) +- **Production File:** User has v11.2 indicator active in TradingView (reports "v11 v2") +- **Available Files:** + * `workflows/trading/moneyline_v11_2_improved.pinescript` - v11.2 IMPROVED (balanced parameters) + * `workflows/trading/moneyline_v11_all_filters.pinescript` - v11 All Filters (exhaustive sweep optimal) - **Status:** ✅ PRODUCTION (filters NOW WORKING as of v11.1 - Dec 15, 2025) - **Critical Bug Fixed:** Bug #84 - Filters were calculated but never applied to signal logic (caused $1,000 loss) -- **Key Parameters:** - * Flip Threshold: 0.15% (trend confirmation) - * ADX Minimum: 5 (exhaustive sweep optimal - Dec 17, 2025) - * RSI LONG: 55-70 (data-driven from 7-trade analysis) +- **v11.2 IMPROVED Parameters (Balanced):** + * Flip Threshold: 0.20% (tighter trend confirmation vs v11's 0.15%) + * ADX Minimum: 12 (moderate between v11's 5 and emergency 18) + * RSI LONG: 56-69 (balanced vs v11's 55-70) * RSI SHORT: 30-70 (momentum-based, RSI 50+ showed 68.2% WR) * Entry Buffer: 0.10 ATR +- **v11 All Filters Parameters (Exhaustive Sweep Optimal):** + * Flip Threshold: 0.15% + * ADX Minimum: 5 (26,244 config sweep optimal) + * RSI LONG: 55-70 (data-driven from 7-trade analysis) + * RSI SHORT: 30-70 + * Entry Buffer: 0.10 ATR - **Filter Logic:** `finalLongSignal = buyReady and longOk and adxOk and longBufferOk and rsiLongOk and longPositionOk and volumeOk` -- **Last Updated:** Dec 15, 2025 (commit acf103c - v11.1 emergency fix) +- **Last Updated:** Dec 17, 2025 (v11.2 improved created - commit 178348d) - **See:** `V11_COMPREHENSIVE_ANALYSIS_DEC17_2025.md` for complete 7-trade performance breakdown +- **⚠️ Note:** Database shows "v11" in recent trades - user should verify which indicator is actually loaded in TradingView ### Signal Quality Scoring (Bot-Side Filtering) - **Active Version:** v9 Quality Scoring with Direction-Specific Thresholds