feat: Enhanced timeframe extraction for multi-timeframe data collection

Updated n8n Parse Signal Enhanced to support multiple timeframe formats:
- 5m, 15m timeframes (buy 5, buy 15)
- Hourly: buy 60, buy 1h → 60
- 4-hour: buy 240, buy 4h → 240
- Daily: buy D, buy 1d → D
- Weekly/Monthly: buy W, buy M

Fixes:
- Default timeframe changed from '15' to '5' (5min is production)
- Added indicator version extraction (IND:v8)
- Proper conversion of hour/day notation to minutes
- Case-insensitive matching for D/W/M

Related: Multi-timeframe data collection system (execute endpoint saves
non-5min signals to BlockedSignal for cross-timeframe analysis). Now
15min signals from TradingView will be properly parsed and saved.

Files:
- workflows/trading/parse_signal_enhanced.json (updated regex + conversion)
- .github/copilot-instructions.md (documented supported formats)

.github/copilot-instructions.md

@@ -2733,7 +2733,7 @@ See `POSITION_SCALING_ROADMAP.md` for planned position management optimizations:
 
 **Blocked Signals Tracking (Nov 11, 2025):** System now automatically saves all blocked signals to database for data-driven optimization. See `BLOCKED_SIGNALS_TRACKING.md` for SQL queries and analysis workflows.
 
-**Multi-Timeframe Data Collection (Nov 18, 2025):** Execute endpoint now supports parallel data collection across timeframes:
+**Multi-Timeframe Data Collection (Nov 18-19, 2025):** Execute endpoint now supports parallel data collection across timeframes:
 - **5min signals:** Execute trades (production)
 - **15min/1H/4H/Daily signals:** Save to BlockedSignal table with `blockReason='DATA_COLLECTION_ONLY'`
 - Enables cross-timeframe performance comparison (which timeframe has best win rate?)
@@ -2741,6 +2741,13 @@ See `POSITION_SCALING_ROADMAP.md` for planned position management optimizations:
 - TradingView alerts on multiple timeframes → n8n passes `timeframe` field → bot routes accordingly
 - After 50+ trades: SQL analysis to determine optimal timeframe for live trading
 - Implementation: `app/api/trading/execute/route.ts` lines 106-145
+- **n8n Parse Signal Enhanced (Nov 19):** Supports multiple timeframe formats:
+  - `"buy 5"` → `"5"` (5 minutes)
+  - `"buy 15"` → `"15"` (15 minutes)
+  - `"buy 60"` or `"buy 1h"` → `"60"` (1 hour)
+  - `"buy 240"` or `"buy 4h"` → `"240"` (4 hours)
+  - `"buy D"` or `"buy 1d"` → `"D"` (daily)
+  - Extracts indicator version from `IND:v8` format
 
 **Data-driven approach:** Each phase requires validation through SQL analysis before implementation. No premature optimization.
 

workflows/trading/parse_signal_enhanced.json

@@ -3,7 +3,7 @@
   "nodes": [
     {
       "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)\\b/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] : '15';\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)\\b/i);\nconst symbol = symbolMatch ? symbolMatch[1].toUpperCase() + '-PERP' : 'SOL-PERP';\n\nconst direction = body.match(/\\b(sell|short)\\b/i) ? 'short' : 'long';\n\n// Enhanced timeframe extraction supporting multiple formats:\n// - \"buy 5\" → \"5\"\n// - \"buy 15\" → \"15\"\n// - \"buy 60\" or \"buy 1h\" → \"60\"\n// - \"buy 240\" or \"buy 4h\" → \"240\"\n// - \"buy D\" or \"buy 1d\" → \"D\"\n// - \"buy W\" → \"W\"\nconst timeframeMatch = body.match(/\\b(buy|sell)\\s+(\\d+|D|W|M|1h|4h|1d)\\b/i);\nlet timeframe = '5'; // Default to 5min\n\nif (timeframeMatch) {\n  const tf = timeframeMatch[2];\n  // Convert hour/day notation to minutes\n  if (tf === '1h' || tf === '60') {\n    timeframe = '60';\n  } else if (tf === '4h' || tf === '240') {\n    timeframe = '240';\n  } else if (tf === '1d' || tf.toUpperCase() === 'D') {\n    timeframe = 'D';\n  } else if (tf.toUpperCase() === 'W') {\n    timeframe = 'W';\n  } else if (tf.toUpperCase() === 'M') {\n    timeframe = 'M';\n  } else {\n    timeframe = tf;\n  }\n}\n\n// Parse new context metrics from enhanced format:\n// \"SOLT.P buy 15 | ATR:0.65 | ADX:14.3 | RSI:51.3 | VOL:0.87 | POS:59.3 | IND:v8\"\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\n// Parse indicator version (optional, backward compatible)\nconst indicatorVersionMatch = body.match(/IND:(v\\d+)/i);\nconst indicatorVersion = indicatorVersionMatch ? indicatorVersionMatch[1] : 'v5';\n\nreturn {\n  rawMessage: body,\n  symbol,\n  direction,\n  timeframe,\n  // Context fields\n  atr,\n  adx,\n  rsi,\n  volumeRatio,\n  pricePosition,\n  // Version tracking (defaults to v5 for backward compatibility)\n  indicatorVersion\n};"
       },
       "id": "parse-signal-enhanced",
       "name": "Parse Signal Enhanced",