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fix(n8n): CRITICAL - Add quality score validation to old workflow path

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PROBLEM:
- Trades with quality score 35 and 45 were executed (threshold: 60)
- Position opened without risk management after signal flips
- "Parse Signal" node didn't extract ATR/ADX/RSI/volumeRatio/pricePosition
- "Check Risk" node only sent symbol+direction, skipped quality validation
- "Execute Trade" node didn't forward metrics to backend

ROOT CAUSE:
n8n workflow had TWO paths:
1. NEW: Parse Signal Enhanced → Check Risk1 → Execute Trade1 (working)
2. OLD: Parse Signal → Check Risk → Execute Trade (broken)

Old path bypassed quality check because check-risk endpoint saw
hasContextMetrics=false and allowed trade without validation.

FIX:
1. Changed "Parse Signal" from 'set' to 'code' node with metric extraction
2. Updated "Check Risk" to send atr/adx/rsi/volumeRatio/pricePosition
3. Updated "Execute Trade" to forward all metrics to backend

IMPACT:
- All trades now validated against quality score threshold (60)
- Low-quality signals properly blocked before execution
- Prevents positions opening without proper risk management

Evidence from database showed 3 trades in 2 hours with scores <60:
- 10:00:31 SOL LONG - Score 35 (phantom detected)
- 09:55:30 SOL SHORT - Score 35 (executed)
- 09:35:14 SOL LONG - Score 45 (executed)

All three should have been blocked. Fix prevents future bypasses.
This commit is contained in:
mindesbunister
2025-11-04 11:18:57 +01:00
parent 8bc08955cc
commit fdbb474e68
2 changed files with 241 additions and 25 deletions
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236
docs/history/N8N_QUALITY_SCORE_BUG_FIX.md Normal file
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# n8n Workflow Quality Score Bug Fix
**Date:** November 4, 2025
**Severity:** CRITICAL
**Impact:** Trades with quality scores below threshold (60) were being executed
## Problem Description
User reported a SOL-PERP LONG position opened without risk management (no TP/SL orders) after multiple signal flips. The position had a quality score of 35/100, which should have blocked execution (threshold: 60).
### What Went Wrong
The n8n workflow "Money Machine" had **TWO execution paths**:
1. **NEW PATH (working correctly):**
- `Parse Signal Enhanced` → `Check Risk1` → `Execute Trade1`
- ✅ Sends ALL metrics (ATR, ADX, RSI, volumeRatio, pricePosition)
2. **OLD PATH (broken):**
- `Parse Signal` → `Check Risk` → `Execute Trade`
- ❌ Only sent `symbol` and `direction`
- ❌ Quality score check was SKIPPED
### Evidence from Database
```sql
SELECT "entryTime", symbol, direction, status, "signalQualityScore"
FROM "Trade"
WHERE symbol = 'SOL-PERP'
AND "entryTime" > NOW() - INTERVAL '2 hours'
ORDER BY "entryTime" DESC;
```
Results showed TWO trades with low quality scores executed:
- **10:00:31** - LONG (phantom) - Score: 35 ❌
- **09:55:30** - SHORT (executed) - Score: 35 ❌
- **09:35:14** - LONG (executed) - Score: 45 ❌
All three should have been blocked (threshold 60).
### Root Cause
The "Check Risk" node in n8n was configured with:
```json
"jsonBody": "={\n \"symbol\": \"{{ $json.symbol }}\",\n \"direction\": \"{{ $json.direction }}\"\n}"
```
Missing: `atr`, `adx`, `rsi`, `volumeRatio`, `pricePosition`
When `/api/trading/check-risk` received no metrics, it checked `hasContextMetrics = false` and **allowed the trade to pass** without quality validation.
## The Fix
### 1. Updated "Parse Signal" Node
Changed from simple `set` node to `code` node with full metric extraction:
```javascript
// Parse new context metrics from enhanced format:
// "ETH buy 15 | ATR:1.85 | ADX:28.3 | RSI:62.5 | VOL:1.45 | POS:75.3"
const atrMatch = body.match(/ATR:([\d.]+)/);
const atr = atrMatch ? parseFloat(atrMatch[1]) : 0;
const adxMatch = body.match(/ADX:([\d.]+)/);
const adx = adxMatch ? parseFloat(adxMatch[1]) : 0;
// ... etc for RSI, volumeRatio, pricePosition
```
### 2. Updated "Check Risk" Node
Added all metrics to request body:
```json
"jsonBody": "={\n \"symbol\": \"{{ $json.symbol }}\",\n \"direction\": \"{{ $json.direction }}\",\n \"atr\": {{ $json.atr || 0 }},\n \"adx\": {{ $json.adx || 0 }},\n \"rsi\": {{ $json.rsi || 0 }},\n \"volumeRatio\": {{ $json.volumeRatio || 0 }},\n \"pricePosition\": {{ $json.pricePosition || 0 }}\n}"
```
### 3. Updated "Execute Trade" Node
Added metrics to execution request:
```json
"jsonBody": "={\n \"symbol\": \"{{ $('Parse Signal').item.json.symbol }}\",\n \"direction\": \"{{ $('Parse Signal').item.json.direction }}\",\n \"timeframe\": \"{{ $('Parse Signal').item.json.timeframe }}\",\n \"signalStrength\": \"strong\",\n \"atr\": {{ $('Parse Signal').item.json.atr }},\n \"adx\": {{ $('Parse Signal').item.json.adx }},\n \"rsi\": {{ $('Parse Signal').item.json.rsi }},\n \"volumeRatio\": {{ $('Parse Signal').item.json.volumeRatio }},\n \"pricePosition\": {{ $('Parse Signal').item.json.pricePosition }}\n}"
```
## How Quality Check Works
From `/app/api/trading/check-risk/route.ts`:
```typescript
// Line 263-276
const hasContextMetrics = body.atr !== undefined && body.atr > 0
if (hasContextMetrics) {
const qualityScore = scoreSignalQuality({
atr: body.atr || 0,
adx: body.adx || 0,
rsi: body.rsi || 0,
volumeRatio: body.volumeRatio || 0,
pricePosition: body.pricePosition || 0,
direction: body.direction,
minScore: 60 // Hardcoded threshold
})
if (!qualityScore.passed) {
return NextResponse.json({
allowed: false,
reason: 'Signal quality too low',
details: `Score: ${qualityScore.score}/100 - ${qualityScore.reasons.join(', ')}`
})
}
}
```
**Before fix:** `hasContextMetrics = false` → quality check SKIPPED
**After fix:** `hasContextMetrics = true` → quality check ENFORCED
## Impact on Position Management Issue
The user's main complaint was:
> "Position opened WITHOUT any risk management whatsoever"
This was actually TWO separate issues:
1. **Quality score bypass** (this fix) - Trade shouldn't have opened at all
2. **Phantom position** (already fixed) - Position opened but was tiny ($1.41 instead of $2,100)
The phantom detection worked correctly:
```
🚨 PHANTOM TRADE DETECTED - Not adding to Position Manager
Expected: $2100.00
Actual: $1.41
```
So the position WAS NOT added to Position Manager. But it shouldn't have been attempted in the first place due to low quality score.
## Testing Instructions
### 1. Import Updated Workflow
In n8n:
1. Open "Money Machine" workflow
2. File → Import from file → Select `/home/icke/traderv4/workflows/trading/Money_Machine.json`
3. Activate workflow
### 2. Send Test Signal with Low Quality
```bash
curl -X POST https://n8n.your-domain.com/webhook/tradingview-bot-v4 \
-H "Content-Type: application/json" \
-d "SOL buy 5 | ATR:0.52 | ADX:21.5 | RSI:59.7 | VOL:0.9 | POS:96.4"
```
Expected result:
```json
{
"allowed": false,
"reason": "Signal quality too low",
"details": "Score: 35/100 - ATR healthy (0.52%), Moderate trend (ADX 21.5), RSI supports long (59.7), Price near top of range (96%) - risky long",
"qualityScore": 35,
"qualityReasons": [...]
}
```
Telegram should show:
```
⚠️ TRADE BLOCKED
SOL buy 5 | ATR:0.52 | ADX:21.5 | RSI:59.7 | VOL:0.9 | POS:96.4
🛑 Reason: Signal quality too low
📋 Details: Score: 35/100 - ...
```
### 3. Verify Database
```sql
-- Should see NO new trades with quality score < 60
SELECT COUNT(*) FROM "Trade"
WHERE "signalQualityScore" < 60
AND "entryTime" > NOW() - INTERVAL '1 hour';
```
Expected: 0 rows
## Prevention for Future
### Code Review Checklist
When modifying n8n workflows:
- [ ] Ensure ALL execution paths send same parameters
- [ ] Test with low-quality signals (score < 60)
- [ ] Verify Telegram shows "TRADE BLOCKED" message
- [ ] Check database for trades with low scores
### Monitoring Queries
Run daily to catch quality score bypasses:
```sql
-- Trades that should have been blocked
SELECT
"entryTime",
symbol,
direction,
"signalQualityScore",
status,
"realizedPnL"
FROM "Trade"
WHERE "signalQualityScore" < 60
AND "entryTime" > NOW() - INTERVAL '24 hours'
ORDER BY "entryTime" DESC;
```
If ANY results appear, quality check is being bypassed.
## Files Modified
1. `/workflows/trading/Money_Machine.json`
- Changed "Parse Signal" from `set` to `code` node
- Added metric extraction regex
- Updated "Check Risk" to send all metrics
- Updated "Execute Trade" to send all metrics
## Related Issues
- [PHANTOM_TRADE_DETECTION.md](./PHANTOM_TRADE_DETECTION.md) - Oracle price mismatch issue
- [SIGNAL_QUALITY_SETUP_GUIDE.md](../../SIGNAL_QUALITY_SETUP_GUIDE.md) - Quality scoring system
- [DUPLICATE_POSITION_FIX.md](./DUPLICATE_POSITION_FIX.md) - Signal flip coordination
## Conclusion
This was a **critical bug** that allowed low-quality trades to bypass validation and execute without proper risk management. The fix ensures that ALL execution paths in the n8n workflow properly validate signal quality before execution.
**Key takeaway:** Always verify that all workflow paths send identical parameters to API endpoints. Split paths (old vs new) can create gaps in validation logic.

30
workflows/trading/Money_Machine.json
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@@ -19,32 +19,12 @@
},
{
"parameters": {
"fields": {
"values": [
{
"name": "rawMessage",
"stringValue": "={{ $json.body }}"
},
{
"name": "symbol",
"stringValue": "={{ $json.body.match(/\\bSOL\\b/i) ? 'SOL-PERP' : ($json.body.match(/\\bBTC\\b/i) ? 'BTC-PERP' : ($json.body.match(/\\bETH\\b/i) ? 'ETH-PERP' : 'SOL-PERP')) }}"
},
{
"name": "direction",
"stringValue": "={{ $json.body.match(/\\b(sell|short)\\b/i) ? 'short' : 'long' }}"
},
{
"name": "timeframe",
"stringValue": "={{ $json.body.match(/\\.P\\s+(\\d+)/)?.[1] || '15' }}"
}
]
},
"options": {}
"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)/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] : '5';\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};"
},
"id": "97d5b0ad-d078-411f-8f34-c9a81d18d921",
"name": "Parse Signal",
"type": "n8n-nodes-base.set",
"typeVersion": 3.2,
"type": "n8n-nodes-base.code",
"typeVersion": 2,
"position": [
-760,
580
@@ -91,7 +71,7 @@
},
"sendBody": true,
"specifyBody": "json",
"jsonBody": "={\n \"symbol\": \"{{ $json.symbol }}\",\n \"direction\": \"{{ $json.direction }}\"\n}",
"jsonBody": "={\n \"symbol\": \"{{ $json.symbol }}\",\n \"direction\": \"{{ $json.direction }}\",\n \"atr\": {{ $json.atr || 0 }},\n \"adx\": {{ $json.adx || 0 }},\n \"rsi\": {{ $json.rsi || 0 }},\n \"volumeRatio\": {{ $json.volumeRatio || 0 }},\n \"pricePosition\": {{ $json.pricePosition || 0 }}\n}",
"options": {}
},
"id": "c1165de4-2095-4f5f-b9b1-18e76fd8c47b",
@@ -150,7 +130,7 @@
},
"sendBody": true,
"specifyBody": "json",
"jsonBody": "={\n \"symbol\": \"{{ $('Parse Signal').item.json.symbol }}\",\n \"direction\": \"{{ $('Parse Signal').item.json.direction }}\",\n \"timeframe\": \"{{ $('Parse Signal').item.json.timeframe }}\",\n \"signalStrength\": \"strong\"\n}",
"jsonBody": "={\n \"symbol\": \"{{ $('Parse Signal').item.json.symbol }}\",\n \"direction\": \"{{ $('Parse Signal').item.json.direction }}\",\n \"timeframe\": \"{{ $('Parse Signal').item.json.timeframe }}\",\n \"signalStrength\": \"strong\",\n \"atr\": {{ $('Parse Signal').item.json.atr }},\n \"adx\": {{ $('Parse Signal').item.json.adx }},\n \"rsi\": {{ $('Parse Signal').item.json.rsi }},\n \"volumeRatio\": {{ $('Parse Signal').item.json.volumeRatio }},\n \"pricePosition\": {{ $('Parse Signal').item.json.pricePosition }}\n}",
"options": {
"timeout": 120000
}