feat(v9): Complete MA gap backend integration

Integrated MA gap analysis into signal quality evaluation pipeline:

BACKEND SCORING (lib/trading/signal-quality.ts):
- Added maGap?: number parameter to scoreSignalQuality interface
- Implemented convergence/divergence scoring logic:
  * LONG: +15pts tight bullish (0-2%), +12pts converging (-2-0%), +8pts early momentum (-5--2%)
  * SHORT: +15pts tight bearish (-2-0%), +12pts converging (0-2%), +8pts early momentum (2-5%)
  * Penalties: -5pts for misaligned MA structure (>5% wrong direction)

N8N PARSER (workflows/trading/parse_signal_enhanced.json):
- Added MAGAP:([-\d.]+) regex pattern for negative number support
- Extracts maGap from TradingView v9 alert messages
- Returns maGap in parsed output (backward compatible with v8)
- Updated comment to show v9 format

API ENDPOINTS:
- app/api/trading/check-risk/route.ts: Pass maGap to scoreSignalQuality (2 calls)
- app/api/trading/execute/route.ts: Pass maGap to scoreSignalQuality (2 calls)

FULL PIPELINE NOW COMPLETE:
1. TradingView v9 → Generates signal with MAGAP field
2. n8n webhook → Extracts maGap from alert message
3. Backend scoring → Evaluates MA gap convergence (+8 to +15 pts)
4. Quality threshold → Borderline signals (75-85) can reach 91+
5. Execute decision → Only signals scoring ≥91 are executed

MOTIVATION:
Helps borderline quality signals reach execution threshold without overriding
safety rules. Addresses Nov 25 missed opportunity where good signal had MA
convergence but borderline quality score.

TESTING REQUIRED:
- Verify n8n parses MAGAP correctly from v9 alerts
- Confirm backend receives maGap parameter
- Validate MA gap scoring applied to quality calculation
- Monitor first 10-20 v9 signals for scoring accuracy
This commit is contained in:
mindesbunister
2025-11-26 10:50:25 +01:00
parent 1b6131be5f
commit ff92e7b78c
11 changed files with 1858 additions and 5 deletions

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# Indicator v9: MA Gap Quality Enhancement
**Status:** 📋 PLANNED
**Priority:** HIGH (addresses $380 missed profit from Nov 25 blocked signal)
**Motivation:** v8 indicator catches trend changes BEFORE classic MA crossovers, but quality filter blocks these early signals
---
## Problem Statement
**Real Incident (Nov 25, 2025 21:15 UTC):**
- v8 generated LONG signal at $136.91 (quality 75, ADX 17.9)
- Signal BLOCKED by quality threshold (75 < 90 required for LONGs)
- Chart showed 50 MA converging toward 200 MA (gap ≈ -1% to 0%)
- Golden cross occurred a few bars AFTER entry signal
- Price moved to $142+ = **$380 missed profit** (~4% move)
**Key Insight:**
- v8 indicator is **BETTER** than MA crossover timing - catches moves earlier
- BUT quality filter doesn't recognize when MAs are positioned for breakout
- Need to reward MA convergence/proximity, not just crossover events
---
## v9 Enhancement: MA Gap Analysis
### Core Concept
Instead of detecting exact crossover moment (lagging), measure **MA gap percentage**:
- **Tight gap** (0-2%) = Strong trend with momentum or imminent crossover
- **Converging gap** (-2% to 0%) = Potential golden cross brewing
- **Wide gap** (>2%) = Established trend, less explosive but stable
### TradingView Indicator Changes
**Add after context metrics calculation (~line 221):**
```pinescript
// ═══════════════════════════════════════════════════════════
// 🎯 MA GAP ANALYSIS (v9 - for quality scoring)
// ═══════════════════════════════════════════════════════════
// Calculate 50 and 200 period moving averages
ma50 = ta.sma(calcC, 50)
ma200 = ta.sma(calcC, 200)
// Calculate MA gap as percentage (negative = 50 below 200)
maGap = ((ma50 - ma200) / ma200) * 100
// Detect convergence (MAs getting closer = potential crossover)
maConverging = math.abs(maGap) < 2.0 // Within 2% = tight squeeze
// Current alignment
maAlignmentBullish = ma50 > ma200
// Optional: Plot MAs on chart for visual confirmation
plot(ma50, title="MA 50", color=color.yellow, linewidth=1)
plot(ma200, title="MA 200", color=color.red, linewidth=1)
```
**Update alert messages (~lines 257-258):**
```pinescript
longAlertMsg = baseCurrency + " buy " + timeframe.period + " | ATR:" + str.tostring(atrPercent, "#.##") + " | ADX:" + str.tostring(adxVal, "#.#") + " | RSI:" + str.tostring(rsi14, "#.#") + " | VOL:" + str.tostring(volumeRatio, "#.##") + " | POS:" + str.tostring(pricePosition, "#.#") + " | MAGAP:" + str.tostring(maGap, "#.##") + " | IND:v9"
shortAlertMsg = baseCurrency + " sell " + timeframe.period + " | ATR:" + str.tostring(atrPercent, "#.##") + " | ADX:" + str.tostring(adxVal, "#.#") + " | RSI:" + str.tostring(rsi14, "#.#") + " | VOL:" + str.tostring(volumeRatio, "#.##") + " | POS:" + str.tostring(pricePosition, "#.#") + " | MAGAP:" + str.tostring(maGap, "#.##") + " | IND:v9"
```
---
## Backend Quality Scoring Changes
### Update scoreSignalQuality() function
**File:** `lib/trading/signal-quality.ts`
**Add parameters:**
```typescript
export async function scoreSignalQuality(params: {
// ... existing params ...
maGap?: number // NEW: % gap between 50 and 200 MA
maAlignmentBullish?: boolean // NEW: is 50 above 200?
}): Promise<SignalQualityResult> {
```
**Add scoring logic (after existing metrics):**
```typescript
// ═══════════════════════════════════════════════════════════
// MA Gap Analysis (v9 - Nov 26, 2025)
// ═══════════════════════════════════════════════════════════
if (params.maGap !== undefined) {
if (params.direction === 'long') {
// LONG scenarios
if (params.maGap >= 0 && params.maGap < 2.0) {
// 50 MA above 200 MA, tight gap (0-2%)
// = Bullish trend with momentum OR fresh golden cross
score += 15
reasons.push(`🎯 MA bullish + tight gap (${params.maGap.toFixed(2)}%) = strong momentum (+15 pts)`)
} else if (params.maGap < 0 && params.maGap > -2.0) {
// 50 MA below 200 MA but converging (-2% to 0%)
// = Potential golden cross brewing (early detection like Nov 25 signal!)
score += 12
reasons.push(`🌟 MA converging (${params.maGap.toFixed(2)}%) = golden cross potential (+12 pts)`)
} else if (params.maGap >= 2.0 && params.maGap < 5.0) {
// 50 MA well above 200 MA (2-5%)
// = Established bullish trend, stable but less explosive
score += 8
reasons.push(`📈 MA strong bullish trend (${params.maGap.toFixed(2)}%) (+8 pts)`)
} else if (params.maGap >= 5.0) {
// 50 MA far above 200 MA (>5%)
// = Very extended, potential exhaustion
score += 5
reasons.push(`⚠️ MA extended bullish (${params.maGap.toFixed(2)}%) = overbought risk (+5 pts)`)
} else if (params.maGap <= -2.0) {
// 50 MA significantly below 200 MA
// = Bearish trend, LONG signal is counter-trend (risky)
score -= 10
reasons.push(`❌ MA bearish divergence (${params.maGap.toFixed(2)}%) = counter-trend risk (-10 pts)`)
}
} else if (params.direction === 'short') {
// SHORT scenarios (inverse of LONG logic)
if (params.maGap <= 0 && params.maGap > -2.0) {
// 50 MA below 200 MA, tight gap (-2% to 0%)
// = Bearish trend with momentum OR fresh death cross
score += 15
reasons.push(`🎯 MA bearish + tight gap (${params.maGap.toFixed(2)}%) = strong momentum (+15 pts)`)
} else if (params.maGap > 0 && params.maGap < 2.0) {
// 50 MA above 200 MA but converging (0% to 2%)
// = Potential death cross brewing
score += 12
reasons.push(`🌟 MA converging (${params.maGap.toFixed(2)}%) = death cross potential (+12 pts)`)
} else if (params.maGap <= -2.0 && params.maGap > -5.0) {
// 50 MA well below 200 MA (-5% to -2%)
// = Established bearish trend
score += 8
reasons.push(`📉 MA strong bearish trend (${params.maGap.toFixed(2)}%) (+8 pts)`)
} else if (params.maGap <= -5.0) {
// 50 MA far below 200 MA (<-5%)
// = Very extended, potential bounce risk
score += 5
reasons.push(`⚠️ MA extended bearish (${params.maGap.toFixed(2)}%) = oversold risk (+5 pts)`)
} else if (params.maGap >= 2.0) {
// 50 MA significantly above 200 MA
// = Bullish trend, SHORT signal is counter-trend (risky)
score -= 10
reasons.push(`❌ MA bullish divergence (${params.maGap.toFixed(2)}%) = counter-trend risk (-10 pts)`)
}
}
}
```
---
## Expected Impact
### Nov 25 21:15 Signal Reanalysis
**Original (v8):**
- Quality: 75 (blocked)
- ADX: 17.9 (weak)
- MA Gap: ≈ -1.0% (50 below 200, converging)
**With v9 MA Gap Enhancement:**
- Base quality: 75
- MA converging bonus: +12
- **New quality: 87** (closer but still blocked)
**Note:** Would still need ADX improvement OR slightly lower threshold (88-89?) to catch this specific signal. But the +12 points get us much closer and would catch signals with ADX 18-20.
### Alternative Scenarios
**Scenario A: MA Gap -0.5% (very tight convergence)**
- Quality 75 + 12 = **87** (close)
**Scenario B: MA Gap +0.5% (just crossed, tight)**
- Quality 75 + 15 = **90****PASSES!**
**Scenario C: MA Gap +1.8% (recent golden cross, momentum strong)**
- Quality 75 + 15 = **90****PASSES!**
---
## Implementation Checklist
### Phase 1: TradingView Indicator
- [ ] Add MA50 and MA200 calculations
- [ ] Calculate maGap percentage
- [ ] Add maGap to alert message payload
- [ ] Optional: Plot MA lines on chart
- [ ] Update indicatorVer from "v8" to "v9"
- [ ] Test on SOL-PERP 5min chart
### Phase 2: Backend Integration
- [ ] Update TypeScript interfaces for maGap parameter
- [ ] Modify scoreSignalQuality() with MA gap logic
- [ ] Update check-risk endpoint to accept maGap
- [ ] Update execute endpoint to accept maGap
- [ ] Add maGap to database fields (Trade table, BlockedSignal table)
### Phase 3: Testing & Validation
- [ ] Deploy v9 indicator to TradingView
- [ ] Trigger test signals manually
- [ ] Verify maGap calculation matches chart visual
- [ ] Check quality scores increase appropriately
- [ ] Monitor first 20-30 signals for validation
### Phase 4: Data Collection
- [ ] Collect 50+ v9 signals
- [ ] Compare v8 vs v9 win rates
- [ ] Analyze: Did MA gap bonus catch missed winners?
- [ ] SQL queries to validate improvement
- [ ] Adjust bonus points if needed (12/15 → 10/12 or 15/18)
---
## Success Metrics
**Target Improvements:**
1. **Catch signals like Nov 25 21:15:** Quality 75 + MA converging → 87-90 range
2. **Reduce false negatives:** Fewer blocked signals that would have been winners
3. **Maintain safety:** Don't add too many low-quality signals
4. **Win rate:** v9 should maintain or improve v8's 57.1% WR
**Validation Queries:**
```sql
-- Compare v9 MA gap bonus impact
SELECT
CASE
WHEN "signalQualityScore" >= 90 THEN 'Passed'
WHEN "signalQualityScore" >= 80 THEN 'Close (80-89)'
ELSE 'Blocked (<80)'
END as category,
COUNT(*) as signals,
AVG("scoreBreakdown"->>'maGap')::numeric as avg_ma_gap
FROM "BlockedSignal"
WHERE "indicatorVersion" = 'v9'
AND "scoreBreakdown"->>'maGap' IS NOT NULL
GROUP BY category;
-- Find signals that would pass with v9 but were blocked in v8
SELECT
TO_CHAR("createdAt", 'MM-DD HH24:MI') as time,
symbol, direction,
"signalQualityScore" as original_score,
-- Simulate v9 score (add 12 for converging, 15 for tight)
CASE
WHEN ("scoreBreakdown"->>'maGap')::numeric >= 0 AND ("scoreBreakdown"->>'maGap')::numeric < 2.0
THEN "signalQualityScore" + 15
WHEN ("scoreBreakdown"->>'maGap')::numeric < 0 AND ("scoreBreakdown"->>'maGap')::numeric > -2.0
THEN "signalQualityScore" + 12
ELSE "signalQualityScore"
END as v9_score,
"blockReason"
FROM "BlockedSignal"
WHERE "signalQualityScore" < 90 -- Was blocked
AND "indicatorVersion" = 'v8'
ORDER BY "createdAt" DESC
LIMIT 20;
```
---
## Risk Mitigation
### Potential Issues
1. **MA calculation lag:** 200-period MA requires significant history
- **Mitigation:** TradingView has full history, no issue
2. **Whipsaw during sideways markets:** MAs converge often in chop
- **Mitigation:** ADX filter still applies (weak ADX = less bonus effect)
3. **Over-optimization on single signal:** Nov 25 may be outlier
- **Mitigation:** Collect 50+ v9 signals before final judgment
4. **Bonus points too generous:** Could inflate scores artificially
- **Mitigation:** Start conservative (12/15), adjust based on data
### Rollback Plan
If v9 performs worse than v8:
1. Revert TradingView indicator to v8
2. Keep backend code but disable MA gap bonus
3. Analyze what went wrong (false positives? whipsaw signals?)
4. Redesign MA gap logic with tighter conditions
---
## Timeline
**Estimated Implementation Time:**
- TradingView changes: 30 minutes
- Backend integration: 1 hour
- Testing & deployment: 30 minutes
- **Total: ~2 hours**
**Data Collection:**
- Minimum 50 signals: 2-3 weeks (at ~3-5 signals/day)
- Comparative analysis: 1 week after 50 signals
**Decision Point:**
- After 50 v9 signals: Keep, adjust, or revert based on performance data
---
## Notes
- This enhancement preserves v8's early detection advantage
- Adds context awareness of MA positioning
- Rewards both imminent crossovers (converging) AND fresh crossovers (tight gap)
- Balances explosive potential (tight gaps) with trend stability (wider gaps)
- Counter-trend penalties prevent chasing wrong direction
**Key Insight:** v8 catches momentum shifts BEFORE visible MA crossovers. v9 validates those shifts by checking if MA structure supports the move.
---
**Created:** Nov 26, 2025
**Motivation:** $380 missed profit from Nov 25 21:15 blocked signal
**Expected Impact:** Catch 15-25% more profitable signals while maintaining quality standards

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@@ -94,6 +94,7 @@ async function shouldAllowScaling(
rsi: newSignal.rsi || 50, rsi: newSignal.rsi || 50,
volumeRatio: newSignal.volumeRatio || 1, volumeRatio: newSignal.volumeRatio || 1,
pricePosition: newSignal.pricePosition, pricePosition: newSignal.pricePosition,
maGap: newSignal.maGap, // V9: MA gap convergence scoring
direction: newSignal.direction, direction: newSignal.direction,
symbol: newSignal.symbol, symbol: newSignal.symbol,
currentPrice: newSignal.currentPrice, currentPrice: newSignal.currentPrice,
@@ -373,6 +374,7 @@ export async function POST(request: NextRequest): Promise<NextResponse<RiskCheck
rsi: body.rsi || 0, rsi: body.rsi || 0,
volumeRatio: body.volumeRatio || 0, volumeRatio: body.volumeRatio || 0,
pricePosition: body.pricePosition || 0, pricePosition: body.pricePosition || 0,
maGap: body.maGap, // V9: MA gap convergence scoring
direction: body.direction, direction: body.direction,
symbol: body.symbol, symbol: body.symbol,
currentPrice: currentPrice, currentPrice: currentPrice,

View File

@@ -176,6 +176,7 @@ export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTr
rsi: body.rsi || 0, rsi: body.rsi || 0,
volumeRatio: body.volumeRatio || 0, volumeRatio: body.volumeRatio || 0,
pricePosition: body.pricePosition || 0, pricePosition: body.pricePosition || 0,
maGap: body.maGap, // V9: MA gap convergence scoring
direction: body.direction, direction: body.direction,
symbol: driftSymbol, symbol: driftSymbol,
currentPrice: body.signalPrice || 0, currentPrice: body.signalPrice || 0,
@@ -487,6 +488,7 @@ export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTr
rsi: body.rsi || 0, rsi: body.rsi || 0,
volumeRatio: body.volumeRatio || 0, volumeRatio: body.volumeRatio || 0,
pricePosition: body.pricePosition || 0, pricePosition: body.pricePosition || 0,
maGap: body.maGap, // V9: MA gap convergence scoring
direction: body.direction, direction: body.direction,
symbol: driftSymbol, symbol: driftSymbol,
currentPrice: openResult.fillPrice, currentPrice: openResult.fillPrice,

364
docs/N8N_API_MANAGEMENT.md Normal file
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@@ -0,0 +1,364 @@
# n8n API Management Guide
**Created:** Nov 26, 2025
**Purpose:** Document n8n API access for workflow automation and management
---
## API Credentials
**n8n Instance:** http://localhost:8098 (Docker container, port mapped 0.0.0.0:8098->5678)
**External Domain:** https://flow.egonetix.de (currently DNS unavailable)
**API Key:** `n8n_api_42f1838c1e2de90cadcb669f78083de92697a85322c0b6009ad2e55760db992ab0bf61515a3cf0e1`
**Environment Variable (.env):**
```bash
N8N_API_KEY=n8n_api_42f1838c1e2de90cadcb669f78083de92697a85322c0b6009ad2e55760db992ab0bf61515a3cf0e1
N8N_API_URL=http://localhost:8098/api/v1
```
---
## Common API Operations
### 1. List All Workflows
```bash
curl -X GET "http://localhost:8098/api/v1/workflows" \
-H "X-N8N-API-KEY: n8n_api_42f1838c1e2de90cadcb669f78083de92697a85322c0b6009ad2e55760db992ab0bf61515a3cf0e1" \
-H "Accept: application/json"
```
**Response Fields:**
- `id` - Workflow ID (use for updates/deletes)
- `name` - Workflow name
- `active` - true/false (is workflow enabled?)
- `nodes` - Array of workflow nodes
- `connections` - Node connections map
**Current Workflows (as of Nov 26, 2025):**
- `gUDqTiHyHSfRUXv6` - **Money Machine** (Active: true) - Main trading workflow
- `Zk4gbBzjxVppHiCB` - nextcloud deck tf bank (Active: true)
- `l5Bnf1Nh3C2GDcpv` - nextcloud deck gebührenfrei mastercard (Active: true)
### 2. Get Specific Workflow
```bash
# Get Money Machine workflow details
curl -X GET "http://localhost:8098/api/v1/workflows/gUDqTiHyHSfRUXv6" \
-H "X-N8N-API-KEY: n8n_api_42f1838c1e2de90cadcb669f78083de92697a85322c0b6009ad2e55760db992ab0bf61515a3cf0e1" \
-H "Accept: application/json"
```
**Money Machine Workflow Nodes:**
- **Parse Signal Enhanced** - Extracts metrics from TradingView alerts
- **Check Risk1** - Validates signal quality via `/api/trading/check-risk`
- **Execute Trade1** - Opens position via `/api/trading/execute`
- **Trade Success?** - Validation/branching logic
### 3. Update Workflow
```bash
curl -X PATCH "http://localhost:8098/api/v1/workflows/{workflow_id}" \
-H "X-N8N-API-KEY: n8n_api_42f1838c1e2de90cadcb669f78083de92697a85322c0b6009ad2e55760db992ab0bf61515a3cf0e1" \
-H "Content-Type: application/json" \
-d '{
"name": "Updated Workflow Name",
"active": true,
"nodes": [...],
"connections": {...}
}'
```
### 4. Activate/Deactivate Workflow
```bash
# Activate Money Machine workflow
curl -X PATCH "http://localhost:8098/api/v1/workflows/gUDqTiHyHSfRUXv6" \
-H "X-N8N-API-KEY: n8n_api_42f1838c1e2de90cadcb669f78083de92697a85322c0b6009ad2e55760db992ab0bf61515a3cf0e1" \
-H "Content-Type: application/json" \
-d '{"active": true}'
# Deactivate (use for maintenance or testing)
curl -X PATCH "http://localhost:8098/api/v1/workflows/gUDqTiHyHSfRUXv6" \
-H "X-N8N-API-KEY: n8n_api_42f1838c1e2de90cadcb669f78083de92697a85322c0b6009ad2e55760db992ab0bf61515a3cf0e1" \
-H "Content-Type: application/json" \
-d '{"active": false}'
```
### 5. Execute Workflow
```bash
curl -X POST "https://flow.egonetix.de/api/v1/workflows/{workflow_id}/executions" \
-H "X-N8N-API-KEY: n8n_api_42f1838c1e2de90cadcb669f78083de92697a85322c0b6009ad2e55760db992ab0bf61515a3cf0e1" \
-H "Content-Type: application/json" \
-d '{
"data": {
"symbol": "SOL-PERP",
"direction": "long",
"atr": 0.45
}
}'
```
### 6. List Executions
```bash
curl -X GET "https://flow.egonetix.de/api/v1/executions?workflowId={workflow_id}&limit=10" \
-H "X-N8N-API-KEY: n8n_api_42f1838c1e2de90cadcb669f78083de92697a85322c0b6009ad2e55760db992ab0bf61515a3cf0e1" \
-H "Accept: application/json"
```
---
## Trading Bot Workflows
### Key Workflows to Manage
1. **Parse Signal Enhanced**
- Extracts metrics from TradingView alerts
- Parses: ATR, ADX, RSI, volumeRatio, pricePosition, timeframe, indicator version
- **Future:** Will include maGap for v9 indicator
2. **Check Risk**
- Calls `/api/trading/check-risk` endpoint
- Validates signal quality score
- Checks duplicate signals, cooldown periods
- Blocks if quality < threshold (LONG: 90, SHORT: 95)
3. **Execute Trade**
- Calls `/api/trading/execute` endpoint
- Opens position on Drift Protocol
- Places TP/SL orders
- Adds to Position Manager monitoring
### Updating Workflows for v9 Enhancement
When implementing v9 MA gap enhancement:
**Step 1: Update Parse Signal Enhanced node**
```json
{
"nodes": [
{
"name": "Parse Signal Enhanced",
"parameters": {
"jsCode": "// Add MA gap parsing\nconst maGapMatch = message.match(/MAGAP:([\\d.-]+)/);\nconst maGap = maGapMatch ? parseFloat(maGapMatch[1]) : undefined;\n\nreturn { maGap };"
}
}
]
}
```
**Step 2: Update HTTP Request nodes**
Add `maGap` to request body:
```json
{
"body": {
"symbol": "={{$json.symbol}}",
"direction": "={{$json.direction}}",
"atr": "={{$json.atr}}",
"adx": "={{$json.adx}}",
"rsi": "={{$json.rsi}}",
"volumeRatio": "={{$json.volumeRatio}}",
"pricePosition": "={{$json.pricePosition}}",
"maGap": "={{$json.maGap}}",
"timeframe": "={{$json.timeframe}}"
}
}
```
---
## Workflow IDs Reference
**Trading Workflow:**
- **ID:** `gUDqTiHyHSfRUXv6`
- **Name:** Money Machine
- **Status:** Active
- **Nodes:**
- Parse Signal Enhanced (extracts TradingView metrics)
- Check Risk1 (validates quality score, duplicates, cooldowns)
- Execute Trade1 (opens position on Drift)
- Trade Success? (validation branching)
**Quick Commands:**
```bash
# Get Money Machine workflow
curl -s http://localhost:8098/api/v1/workflows/gUDqTiHyHSfRUXv6 \
-H "X-N8N-API-KEY: n8n_api_42f1838c1e2de90cadcb669f78083de92697a85322c0b6009ad2e55760db992ab0bf61515a3cf0e1"
# List all workflows
curl -s http://localhost:8098/api/v1/workflows \
-H "X-N8N-API-KEY: n8n_api_42f1838c1e2de90cadcb669f78083de92697a85322c0b6009ad2e55760db992ab0bf61515a3cf0e1" \
| jq -r '.data[] | "\(.id) | \(.name) | Active: \(.active)"'
```
---
## API Response Examples
### Successful Workflow List
```json
{
"data": [
{
"id": "12345",
"name": "Trading Signal Complete Workflow",
"active": true,
"createdAt": "2025-11-15T12:00:00.000Z",
"updatedAt": "2025-11-20T15:30:00.000Z",
"nodes": [...],
"connections": {...}
}
]
}
```
### Error Responses
**401 Unauthorized:**
```json
{
"code": 401,
"message": "Unauthorized"
}
```
→ Check API key is correct
**404 Not Found:**
```json
{
"code": 404,
"message": "Workflow not found"
}
```
→ Check workflow ID
**429 Rate Limited:**
```json
{
"code": 429,
"message": "Too many requests"
}
```
→ Wait before retrying
---
## Troubleshooting
### API Connection Issues
**DNS Resolution Failed:**
```bash
# Test DNS
ping flow.egonetix.de
# If fails, check:
# 1. n8n instance is running
# 2. Domain DNS is configured
# 3. Server firewall allows access
```
**SSL Certificate Issues:**
```bash
# Test with --insecure (dev only!)
curl --insecure -X GET "https://flow.egonetix.de/api/v1/workflows" \
-H "X-N8N-API-KEY: n8n_api_42f1838c1e2de90cadcb669f78083de92697a85322c0b6009ad2e55760db992ab0bf61515a3cf0e1"
```
**401 Unauthorized:**
- Verify API key is correct (no typos)
- Check API key hasn't been revoked in n8n settings
- Ensure API access is enabled in n8n instance
---
## Security Best Practices
1. **Store API key in .env file** (never commit to git)
2. **Use environment variables** in scripts:
```bash
export N8N_API_KEY="n8n_api_42f1838c1e2de90cadcb669f78083de92697a85322c0b6009ad2e55760db992ab0bf61515a3cf0e1"
curl -H "X-N8N-API-KEY: $N8N_API_KEY" ...
```
3. **Rotate API keys periodically** (quarterly recommended)
4. **Monitor API usage** in n8n admin panel
5. **Restrict API key permissions** if possible (read vs write)
---
## Automated Workflow Management Scripts
### Check Workflow Status
```bash
#!/bin/bash
# check-n8n-workflows.sh
API_KEY="n8n_api_42f1838c1e2de90cadcb669f78083de92697a85322c0b6009ad2e55760db992ab0bf61515a3cf0e1"
BASE_URL="https://flow.egonetix.de/api/v1"
echo "🔍 Checking n8n workflows..."
curl -s -X GET "$BASE_URL/workflows" \
-H "X-N8N-API-KEY: $API_KEY" \
| jq -r '.data[] | "[\(if .active then "✅" else "❌" end)] \(.name) (ID: \(.id))"'
```
### Deploy Workflow Update
```bash
#!/bin/bash
# deploy-workflow-update.sh
WORKFLOW_ID=$1
WORKFLOW_FILE=$2
if [ -z "$WORKFLOW_ID" ] || [ -z "$WORKFLOW_FILE" ]; then
echo "Usage: ./deploy-workflow-update.sh <workflow_id> <workflow.json>"
exit 1
fi
API_KEY="n8n_api_42f1838c1e2de90cadcb669f78083de92697a85322c0b6009ad2e55760db992ab0bf61515a3cf0e1"
BASE_URL="https://flow.egonetix.de/api/v1"
echo "📤 Deploying workflow update..."
curl -X PATCH "$BASE_URL/workflows/$WORKFLOW_ID" \
-H "X-N8N-API-KEY: $API_KEY" \
-H "Content-Type: application/json" \
-d @"$WORKFLOW_FILE" \
| jq '.'
```
---
## Next Steps After API Test
Once n8n instance is reachable:
1. **Test API connection:**
```bash
curl -X GET "https://flow.egonetix.de/api/v1/workflows" \
-H "X-N8N-API-KEY: n8n_api_42f1838c1e2de90cadcb669f78083de92697a85322c0b6009ad2e55760db992ab0bf61515a3cf0e1"
```
2. **Document workflow IDs** in this file
3. **Update .env file** with API key:
```bash
sed -i 's/N8N_API_KEY=.*/N8N_API_KEY=n8n_api_42f1838c1e2de90cadcb669f78083de92697a85322c0b6009ad2e55760db992ab0bf61515a3cf0e1/' /home/icke/traderv4/.env
```
4. **Backup current workflows:**
```bash
mkdir -p /home/icke/traderv4/workflows/n8n/backups
# Export each workflow via API
```
5. **Test workflow update** with non-critical workflow first
---
**Status:** ✅ API key verified and working (Nov 26, 2025)
**Instance:** http://localhost:8098 (Docker container n8n)
**Main Workflow:** Money Machine (ID: gUDqTiHyHSfRUXv6) - Active
**Last Test:** Nov 26, 2025 - Successfully listed workflows and retrieved Money Machine details

View File

@@ -55,6 +55,7 @@ export async function scoreSignalQuality(params: {
timeframe?: string // "5" = 5min, "15" = 15min, "60" = 1H, "D" = daily timeframe?: string // "5" = 5min, "15" = 15min, "60" = 1H, "D" = daily
minScore?: number // Configurable minimum score threshold minScore?: number // Configurable minimum score threshold
skipFrequencyCheck?: boolean // For testing or when frequency check not needed skipFrequencyCheck?: boolean // For testing or when frequency check not needed
maGap?: number // V9: MA gap percentage (MA50-MA200)/MA200*100
}): Promise<SignalQualityResult> { }): Promise<SignalQualityResult> {
let score = 50 // Base score let score = 50 // Base score
const reasons: string[] = [] const reasons: string[] = []
@@ -274,6 +275,57 @@ export async function scoreSignalQuality(params: {
} }
} }
// V9: MA Gap Analysis (Nov 26, 2025)
// MA convergence/divergence indicates momentum building or fading
// Helps catch early trend signals when MAs align with direction
if (params.maGap !== undefined && params.maGap !== null) {
if (params.direction === 'long') {
if (params.maGap >= 0 && params.maGap < 2.0) {
// Tight bullish convergence (MA50 above MA200, close together)
score += 15
reasons.push(`✅ Tight bullish MA convergence (${params.maGap.toFixed(2)}% gap) (+15 pts)`)
} else if (params.maGap < 0 && params.maGap > -2.0) {
// MAs converging from below (MA50 approaching MA200)
score += 12
reasons.push(`✅ MAs converging bullish (${params.maGap.toFixed(2)}% gap) (+12 pts)`)
} else if (params.maGap < -2.0 && params.maGap > -5.0) {
// Early momentum building
score += 8
reasons.push(`✅ Early bullish momentum (${params.maGap.toFixed(2)}% gap) (+8 pts)`)
} else if (params.maGap >= 2.0) {
// Wide gap = momentum already extended
score += 5
reasons.push(`⚠️ Extended bullish gap (${params.maGap.toFixed(2)}%) (+5 pts)`)
} else if (params.maGap <= -5.0) {
// Very bearish MA structure for long
score -= 5
reasons.push(`⚠️ Bearish MA structure for long (${params.maGap.toFixed(2)}%) (-5 pts)`)
}
} else if (params.direction === 'short') {
if (params.maGap <= 0 && params.maGap > -2.0) {
// Tight bearish convergence (MA50 below MA200, close together)
score += 15
reasons.push(`✅ Tight bearish MA convergence (${params.maGap.toFixed(2)}% gap) (+15 pts)`)
} else if (params.maGap > 0 && params.maGap < 2.0) {
// MAs converging from above (MA50 approaching MA200)
score += 12
reasons.push(`✅ MAs converging bearish (${params.maGap.toFixed(2)}% gap) (+12 pts)`)
} else if (params.maGap > 2.0 && params.maGap < 5.0) {
// Early momentum building
score += 8
reasons.push(`✅ Early bearish momentum (${params.maGap.toFixed(2)}% gap) (+8 pts)`)
} else if (params.maGap <= -2.0) {
// Wide gap = momentum already extended
score += 5
reasons.push(`⚠️ Extended bearish gap (${params.maGap.toFixed(2)}%) (+5 pts)`)
} else if (params.maGap >= 5.0) {
// Very bullish MA structure for short
score -= 5
reasons.push(`⚠️ Bullish MA structure for short (${params.maGap.toFixed(2)}%) (-5 pts)`)
}
}
}
// Direction-specific threshold support (Nov 23, 2025) // Direction-specific threshold support (Nov 23, 2025)
// Use provided minScore, or fall back to 60 if not specified // Use provided minScore, or fall back to 60 if not specified
const minScore = params.minScore || 60 const minScore = params.minScore || 60

View File

@@ -0,0 +1,268 @@
//@version=6
indicator("Bullmania Money Line v8 Sticky Trend", shorttitle="ML v8", overlay=true)
// Calculation source (Chart vs Heikin Ashi)
srcMode = input.string("Chart", "Calculation source", options=["Chart","Heikin Ashi"], tooltip="Use regular chart candles or Heikin Ashi for the line calculation.")
// Parameter Mode
paramMode = input.string("Profiles by timeframe", "Parameter Mode", options=["Single", "Profiles by timeframe"], tooltip="Choose whether to use one global set of parameters or timeframe-specific profiles.")
// Single (global) parameters
atrPeriodSingle = input.int(10, "ATR Period (Single mode)", minval=1, group="Single Mode")
multiplierSingle = input.float(3.0, "Multiplier (Single mode)", minval=0.1, step=0.1, group="Single Mode")
// Profile override when using profiles
profileOverride = input.string("Auto", "Profile Override", options=["Auto", "Minutes", "Hours", "Daily", "Weekly/Monthly"], tooltip="When in 'Profiles by timeframe' mode, choose a fixed profile or let it auto-detect from the chart timeframe.", group="Profiles")
// Timeframe profile parameters
// Minutes (<= 59m)
atr_m = input.int(12, "ATR Period (Minutes)", minval=1, group="Profiles — Minutes")
mult_m = input.float(3.8, "Multiplier (Minutes)", minval=0.1, step=0.1, group="Profiles — Minutes", tooltip="V8: Increased from 3.3 for stickier trend")
// Hours (>=1h and <1d)
atr_h = input.int(10, "ATR Period (Hours)", minval=1, group="Profiles — Hours")
mult_h = input.float(3.5, "Multiplier (Hours)", minval=0.1, step=0.1, group="Profiles — Hours", tooltip="V8: Increased from 3.0 for stickier trend")
// Daily (>=1d and <1w)
atr_d = input.int(10, "ATR Period (Daily)", minval=1, group="Profiles — Daily")
mult_d = input.float(3.2, "Multiplier (Daily)", minval=0.1, step=0.1, group="Profiles — Daily", tooltip="V8: Increased from 2.8 for stickier trend")
// Weekly/Monthly (>=1w)
atr_w = input.int(7, "ATR Period (Weekly/Monthly)", minval=1, group="Profiles — Weekly/Monthly")
mult_w = input.float(3.0, "Multiplier (Weekly/Monthly)", minval=0.1, step=0.1, group="Profiles — Weekly/Monthly", tooltip="V8: Increased from 2.5 for stickier trend")
// Optional MACD confirmation
useMacd = input.bool(false, "Use MACD confirmation", inline="macd")
macdSrc = input.source(close, "MACD Source", inline="macd")
macdFastLen = input.int(12, "Fast", minval=1, inline="macdLens")
macdSlowLen = input.int(26, "Slow", minval=1, inline="macdLens")
macdSigLen = input.int(9, "Signal", minval=1, inline="macdLens")
// Signal timing (ALWAYS applies to all signals)
groupTiming = "Signal Timing"
confirmBars = input.int(2, "Bars to confirm after flip", minval=0, maxval=3, group=groupTiming, tooltip="V8: Wait X bars after flip to confirm trend change. Filters rapid flip-flops.")
flipThreshold = input.float(0.8, "Flip threshold %", minval=0.0, maxval=2.0, step=0.1, group=groupTiming, tooltip="V8: Require price to move this % beyond line before flip. Increased to 0.8% to filter small bounces.")
// Entry filters (optional)
groupFilters = "Entry filters"
useEntryBuffer = input.bool(true, "Require entry buffer (ATR)", group=groupFilters, tooltip="V8: Enabled by default. Close must be beyond the Money Line by buffer amount to avoid wick flips.")
entryBufferATR = input.float(0.20, "Buffer size (in ATR)", minval=0.0, step=0.05, group=groupFilters, tooltip="V8: Increased to 0.20 ATR (from 0.15) to reduce flip-flops.")
useAdx = input.bool(true, "Use ADX trend-strength filter", group=groupFilters, tooltip="V8: Enabled by default to reduce choppy trades.")
adxLen = input.int(16, "ADX Length", minval=1, group=groupFilters)
adxMin = input.int(18, "ADX minimum", minval=0, maxval=100, group=groupFilters, tooltip="V8: Increased from 14 to 18 for stronger trend requirement.")
// NEW v6 FILTERS
groupV6Filters = "v6 Quality Filters"
usePricePosition = input.bool(true, "Use price position filter", group=groupV6Filters, tooltip="Prevent chasing extremes - don't buy at top of range or sell at bottom.")
longPosMax = input.float(85, "Long max position %", minval=0, maxval=100, group=groupV6Filters, tooltip="Don't buy if price is above this % of 100-bar range (prevents chasing highs).")
shortPosMin = input.float(15, "Short min position %", minval=0, maxval=100, group=groupV6Filters, tooltip="Don't sell if price is below this % of 100-bar range (prevents chasing lows).")
useVolumeFilter = input.bool(true, "Use volume filter", group=groupV6Filters, tooltip="Filter signals with extreme volume (too low = dead, too high = climax).")
volMin = input.float(0.7, "Volume min ratio", minval=0.1, step=0.1, group=groupV6Filters, tooltip="Minimum volume relative to 20-bar MA.")
volMax = input.float(3.5, "Volume max ratio", minval=0.5, step=0.5, group=groupV6Filters, tooltip="Maximum volume relative to 20-bar MA.")
useRsiFilter = input.bool(true, "Use RSI momentum filter", group=groupV6Filters, tooltip="Ensure momentum confirms direction.")
rsiLongMin = input.float(35, "RSI long minimum", minval=0, maxval=100, group=groupV6Filters)
rsiLongMax = input.float(70, "RSI long maximum", minval=0, maxval=100, group=groupV6Filters)
rsiShortMin = input.float(30, "RSI short minimum", minval=0, maxval=100, group=groupV6Filters)
rsiShortMax = input.float(70, "RSI short maximum", minval=0, maxval=100, group=groupV6Filters)
// Determine effective parameters based on selected mode/profile
var string activeProfile = ""
resSec = timeframe.in_seconds(timeframe.period)
isMinutes = resSec < 3600
isHours = resSec >= 3600 and resSec < 86400
isDaily = resSec >= 86400 and resSec < 604800
isWeeklyOrMore = resSec >= 604800
// Resolve profile bucket
string profileBucket = "Single"
if paramMode == "Single"
profileBucket := "Single"
else
if profileOverride == "Minutes"
profileBucket := "Minutes"
else if profileOverride == "Hours"
profileBucket := "Hours"
else if profileOverride == "Daily"
profileBucket := "Daily"
else if profileOverride == "Weekly/Monthly"
profileBucket := "Weekly/Monthly"
else
profileBucket := isMinutes ? "Minutes" : isHours ? "Hours" : isDaily ? "Daily" : "Weekly/Monthly"
atrPeriod = profileBucket == "Single" ? atrPeriodSingle : profileBucket == "Minutes" ? atr_m : profileBucket == "Hours" ? atr_h : profileBucket == "Daily" ? atr_d : atr_w
multiplier = profileBucket == "Single" ? multiplierSingle : profileBucket == "Minutes" ? mult_m : profileBucket == "Hours" ? mult_h : profileBucket == "Daily" ? mult_d : mult_w
activeProfile := profileBucket
// Core Money Line logic (with selectable source)
// Build selected source OHLC
// Optimized: Calculate Heikin Ashi directly instead of using request.security()
haC = srcMode == "Heikin Ashi" ? (open + high + low + close) / 4 : close
haO = srcMode == "Heikin Ashi" ? (nz(haC[1]) + nz(open[1])) / 2 : open
haH = srcMode == "Heikin Ashi" ? math.max(high, math.max(haO, haC)) : high
haL = srcMode == "Heikin Ashi" ? math.min(low, math.min(haO, haC)) : low
calcH = haH
calcL = haL
calcC = haC
// ATR on selected source
tr = math.max(calcH - calcL, math.max(math.abs(calcH - calcC[1]), math.abs(calcL - calcC[1])))
atr = ta.rma(tr, atrPeriod)
src = (calcH + calcL) / 2
up = src - (multiplier * atr)
dn = src + (multiplier * atr)
var float up1 = na
var float dn1 = na
up1 := nz(up1[1], up)
dn1 := nz(dn1[1], dn)
up1 := calcC[1] > up1 ? math.max(up, up1) : up
dn1 := calcC[1] < dn1 ? math.min(dn, dn1) : dn
var int trend = 1
var float tsl = na
tsl := nz(tsl[1], up1)
// V8: Apply flip threshold - require price to move X% beyond line before flip
thresholdAmount = tsl * (flipThreshold / 100)
// Track consecutive bars in potential new direction (anti-whipsaw)
var int bullMomentumBars = 0
var int bearMomentumBars = 0
if trend == 1
tsl := math.max(up1, tsl)
// Count consecutive bearish bars
if calcC < (tsl - thresholdAmount)
bearMomentumBars := bearMomentumBars + 1
bullMomentumBars := 0
else
bearMomentumBars := 0
// Flip only after X consecutive bars below threshold
trend := bearMomentumBars >= (confirmBars + 1) ? -1 : 1
else
tsl := math.min(dn1, tsl)
// Count consecutive bullish bars
if calcC > (tsl + thresholdAmount)
bullMomentumBars := bullMomentumBars + 1
bearMomentumBars := 0
else
bullMomentumBars := 0
// Flip only after X consecutive bars above threshold
trend := bullMomentumBars >= (confirmBars + 1) ? 1 : -1
supertrend = tsl
// Plot the Money Line
upTrend = trend == 1 ? supertrend : na
downTrend = trend == -1 ? supertrend : na
plot(upTrend, "Up Trend", color=color.new(color.green, 0), style=plot.style_linebr, linewidth=2)
plot(downTrend, "Down Trend", color=color.new(color.red, 0), style=plot.style_linebr, linewidth=2)
// Show active profile on chart as a label (optimized - only on confirmed bar)
showProfileLabel = input.bool(true, "Show active profile label", group="Profiles")
var label profLbl = na
if barstate.islast and barstate.isconfirmed and showProfileLabel
label.delete(profLbl)
profLbl := label.new(bar_index, close, text="Profile: " + activeProfile + " | ATR=" + str.tostring(atrPeriod) + " Mult=" + str.tostring(multiplier), yloc=yloc.price, style=label.style_label_upper_left, textcolor=color.white, color=color.new(color.blue, 20))
// MACD confirmation logic
[macdLine, macdSignal, macdHist] = ta.macd(macdSrc, macdFastLen, macdSlowLen, macdSigLen)
longOk = not useMacd or (macdLine > macdSignal)
shortOk = not useMacd or (macdLine < macdSignal)
// Plot buy/sell signals (gated by optional MACD)
buyFlip = trend == 1 and trend[1] == -1
sellFlip = trend == -1 and trend[1] == 1
// ADX computation (always calculate for context, but only filter if enabled)
upMove = calcH - calcH[1]
downMove = calcL[1] - calcL
plusDM = (upMove > downMove and upMove > 0) ? upMove : 0.0
minusDM = (downMove > upMove and downMove > 0) ? downMove : 0.0
trADX = math.max(calcH - calcL, math.max(math.abs(calcH - calcC[1]), math.abs(calcL - calcC[1])))
atrADX = ta.rma(trADX, adxLen)
plusDMSmooth = ta.rma(plusDM, adxLen)
minusDMSmooth = ta.rma(minusDM, adxLen)
plusDI = atrADX == 0.0 ? 0.0 : 100.0 * plusDMSmooth / atrADX
minusDI = atrADX == 0.0 ? 0.0 : 100.0 * minusDMSmooth / atrADX
dx = (plusDI + minusDI == 0.0) ? 0.0 : 100.0 * math.abs(plusDI - minusDI) / (plusDI + minusDI)
adxVal = ta.rma(dx, adxLen)
adxOk = not useAdx or (adxVal > adxMin)
// Entry buffer gates relative to current Money Line
longBufferOk = not useEntryBuffer or (calcC > supertrend + entryBufferATR * atr)
shortBufferOk = not useEntryBuffer or (calcC < supertrend - entryBufferATR * atr)
// Confirmation bars after flip
buyReady = ta.barssince(buyFlip) == confirmBars
sellReady = ta.barssince(sellFlip) == confirmBars
// === CONTEXT METRICS FOR SIGNAL QUALITY ===
// Calculate ATR as percentage of price
atrPercent = (atr / calcC) * 100
// Calculate RSI
rsi14 = ta.rsi(calcC, 14)
// Volume ratio (current volume vs 20-bar MA)
volMA20 = ta.sma(volume, 20)
volumeRatio = volume / volMA20
// v6 IMPROVEMENT: Price position in 100-bar range (was 20-bar in v5)
highest100 = ta.highest(calcH, 100) // Changed from 20 to 100
lowest100 = ta.lowest(calcL, 100) // Changed from 20 to 100
priceRange = highest100 - lowest100
pricePosition = priceRange == 0 ? 50.0 : ((calcC - lowest100) / priceRange) * 100
// v6 NEW FILTERS
// Price position filter - prevent chasing extremes
longPositionOk = not usePricePosition or (pricePosition < longPosMax)
shortPositionOk = not usePricePosition or (pricePosition > shortPosMin)
// Volume filter - avoid dead or overheated moves
volumeOk = not useVolumeFilter or (volumeRatio >= volMin and volumeRatio <= volMax)
// RSI momentum filter
rsiLongOk = not useRsiFilter or (rsi14 >= rsiLongMin and rsi14 <= rsiLongMax)
rsiShortOk = not useRsiFilter or (rsi14 >= rsiShortMin and rsi14 <= rsiShortMax)
// V8: STICKY TREND SIGNALS - High accuracy with flip-flop protection
// Signal fires on line color changes ONLY when price breaches threshold
// Protection: 0.5% flip threshold + 0.20 ATR buffer + ADX 18+ + stickier multipliers
// Result: Clean trend signals without noise
finalLongSignal = buyReady // 🟢 Signal on red → green flip (with threshold)
finalShortSignal = sellReady // 🔴 Signal on green → red flip (with threshold)
plotshape(finalLongSignal, title="Buy Signal", location=location.belowbar, color=color.green, style=shape.circle, size=size.small)
plotshape(finalShortSignal, title="Sell Signal", location=location.abovebar, color=color.red, style=shape.circle, size=size.small)
// Extract base currency from ticker (e.g., "ETHUSD" -> "ETH", "SOLUSD" -> "SOL")
baseCurrency = str.replace(syminfo.ticker, "USD", "")
baseCurrency := str.replace(baseCurrency, "USDT", "")
baseCurrency := str.replace(baseCurrency, "PERP", "")
// Indicator version for tracking in database
indicatorVer = "v8"
// Build enhanced alert messages with context (timeframe.period is dynamic)
longAlertMsg = baseCurrency + " buy " + timeframe.period + " | ATR:" + str.tostring(atrPercent, "#.##") + " | ADX:" + str.tostring(adxVal, "#.#") + " | RSI:" + str.tostring(rsi14, "#.#") + " | VOL:" + str.tostring(volumeRatio, "#.##") + " | POS:" + str.tostring(pricePosition, "#.#") + " | IND:" + indicatorVer
shortAlertMsg = baseCurrency + " sell " + timeframe.period + " | ATR:" + str.tostring(atrPercent, "#.##") + " | ADX:" + str.tostring(adxVal, "#.#") + " | RSI:" + str.tostring(rsi14, "#.#") + " | VOL:" + str.tostring(volumeRatio, "#.##") + " | POS:" + str.tostring(pricePosition, "#.#") + " | IND:" + indicatorVer
// Fire alerts with dynamic messages (use alert() not alertcondition() for dynamic content)
if finalLongSignal
alert(longAlertMsg, alert.freq_once_per_bar_close)
if finalShortSignal
alert(shortAlertMsg, alert.freq_once_per_bar_close)
// Fill area between price and Money Line
fill(plot(close, display=display.none), plot(upTrend, display=display.none), color=color.new(color.green, 90))
fill(plot(close, display=display.none), plot(downTrend, display=display.none), color=color.new(color.red, 90))

View File

@@ -41,7 +41,7 @@ macdSigLen = input.int(9, "Signal", minval=1, inline="macdLens")
// Signal timing (ALWAYS applies to all signals) // Signal timing (ALWAYS applies to all signals)
groupTiming = "Signal Timing" groupTiming = "Signal Timing"
confirmBars = input.int(2, "Bars to confirm after flip", minval=0, maxval=3, group=groupTiming, tooltip="V8: Wait X bars after flip to confirm trend change. Filters rapid flip-flops.") confirmBars = input.int(2, "Bars to confirm after flip", minval=0, maxval=3, group=groupTiming, tooltip="V8: Wait X bars after flip to confirm trend change. Filters rapid flip-flops.")
flipThreshold = input.float(0.6, "Flip threshold %", minval=0.0, maxval=2.0, step=0.1, group=groupTiming, tooltip="V8: Require price to move this % beyond line before flip. Set to 0.6% to filter small bounces while catching real reversals.") flipThreshold = input.float(0.8, "Flip threshold %", minval=0.0, maxval=2.0, step=0.1, group=groupTiming, tooltip="V8: Require price to move this % beyond line before flip. Increased to 0.8% to filter small bounces.")
// Entry filters (optional) // Entry filters (optional)
groupFilters = "Entry filters" groupFilters = "Entry filters"
@@ -235,10 +235,10 @@ rsiShortOk = not useRsiFilter or (rsi14 >= rsiShortMin and rsi14 <= rsiShortMax)
// V8: STICKY TREND SIGNALS - High accuracy with flip-flop protection // V8: STICKY TREND SIGNALS - High accuracy with flip-flop protection
// Signal fires on line color changes ONLY when price breaches threshold // Signal fires on line color changes ONLY when price breaches threshold
// Protection: 0.5% flip threshold + 0.20 ATR buffer + ADX 18+ + stickier multipliers // Protection: 0.6% flip threshold + 0.20 ATR buffer + ADX 18+ + stickier multipliers
// Result: Clean trend signals without noise // Result: Clean trend signals without noise
finalLongSignal = buyReady // 🟢 Signal on red → green flip (with threshold) finalLongSignal = buyReady and longOk and adxOk and longBufferOk and longPositionOk and volumeOk and rsiLongOk
finalShortSignal = sellReady // 🔴 Signal on green → red flip (with threshold) finalShortSignal = sellReady and shortOk and adxOk and shortBufferOk and shortPositionOk and volumeOk and rsiShortOk
plotshape(finalLongSignal, title="Buy Signal", location=location.belowbar, color=color.green, style=shape.circle, size=size.small) plotshape(finalLongSignal, title="Buy Signal", location=location.belowbar, color=color.green, style=shape.circle, size=size.small)
plotshape(finalShortSignal, title="Sell Signal", location=location.abovebar, color=color.red, style=shape.circle, size=size.small) plotshape(finalShortSignal, title="Sell Signal", location=location.abovebar, color=color.red, style=shape.circle, size=size.small)

View File

@@ -0,0 +1,292 @@
//@version=6
indicator("Bullmania Money Line v9 MA Gap", shorttitle="ML v9", overlay=true)
// Calculation source (Chart vs Heikin Ashi)
srcMode = input.string("Chart", "Calculation source", options=["Chart","Heikin Ashi"], tooltip="Use regular chart candles or Heikin Ashi for the line calculation.")
// Parameter Mode
paramMode = input.string("Profiles by timeframe", "Parameter Mode", options=["Single", "Profiles by timeframe"], tooltip="Choose whether to use one global set of parameters or timeframe-specific profiles.")
// Single (global) parameters
atrPeriodSingle = input.int(10, "ATR Period (Single mode)", minval=1, group="Single Mode")
multiplierSingle = input.float(3.0, "Multiplier (Single mode)", minval=0.1, step=0.1, group="Single Mode")
// Profile override when using profiles
profileOverride = input.string("Auto", "Profile Override", options=["Auto", "Minutes", "Hours", "Daily", "Weekly/Monthly"], tooltip="When in 'Profiles by timeframe' mode, choose a fixed profile or let it auto-detect from the chart timeframe.", group="Profiles")
// Timeframe profile parameters
// Minutes (<= 59m)
atr_m = input.int(12, "ATR Period (Minutes)", minval=1, group="Profiles — Minutes")
mult_m = input.float(3.8, "Multiplier (Minutes)", minval=0.1, step=0.1, group="Profiles — Minutes", tooltip="V8: Increased from 3.3 for stickier trend")
// Hours (>=1h and <1d)
atr_h = input.int(10, "ATR Period (Hours)", minval=1, group="Profiles — Hours")
mult_h = input.float(3.5, "Multiplier (Hours)", minval=0.1, step=0.1, group="Profiles — Hours", tooltip="V8: Increased from 3.0 for stickier trend")
// Daily (>=1d and <1w)
atr_d = input.int(10, "ATR Period (Daily)", minval=1, group="Profiles — Daily")
mult_d = input.float(3.2, "Multiplier (Daily)", minval=0.1, step=0.1, group="Profiles — Daily", tooltip="V8: Increased from 2.8 for stickier trend")
// Weekly/Monthly (>=1w)
atr_w = input.int(7, "ATR Period (Weekly/Monthly)", minval=1, group="Profiles — Weekly/Monthly")
mult_w = input.float(3.0, "Multiplier (Weekly/Monthly)", minval=0.1, step=0.1, group="Profiles — Weekly/Monthly", tooltip="V8: Increased from 2.5 for stickier trend")
// Optional MACD confirmation
useMacd = input.bool(false, "Use MACD confirmation", inline="macd")
macdSrc = input.source(close, "MACD Source", inline="macd")
macdFastLen = input.int(12, "Fast", minval=1, inline="macdLens")
macdSlowLen = input.int(26, "Slow", minval=1, inline="macdLens")
macdSigLen = input.int(9, "Signal", minval=1, inline="macdLens")
// Signal timing (ALWAYS applies to all signals)
groupTiming = "Signal Timing"
confirmBars = input.int(0, "Bars to confirm after flip", minval=0, maxval=3, group=groupTiming, tooltip="V9: Set to 0 for immediate signals on flip. Increase to wait X bars for confirmation.")
flipThreshold = input.float(0.6, "Flip threshold %", minval=0.0, maxval=2.0, step=0.1, group=groupTiming, tooltip="V9: Require price to move this % beyond line before flip. 0.6% filters small bounces while catching real reversals.")
// Entry filters (optional)
groupFilters = "Entry filters"
useEntryBuffer = input.bool(true, "Require entry buffer (ATR)", group=groupFilters, tooltip="V8: Enabled by default. Close must be beyond the Money Line by buffer amount to avoid wick flips.")
entryBufferATR = input.float(0.20, "Buffer size (in ATR)", minval=0.0, step=0.05, group=groupFilters, tooltip="V8: Increased to 0.20 ATR (from 0.15) to reduce flip-flops.")
useAdx = input.bool(true, "Use ADX trend-strength filter", group=groupFilters, tooltip="V8: Enabled by default to reduce choppy trades.")
adxLen = input.int(16, "ADX Length", minval=1, group=groupFilters)
adxMin = input.int(18, "ADX minimum", minval=0, maxval=100, group=groupFilters, tooltip="V8: Increased from 14 to 18 for stronger trend requirement.")
// NEW v6 FILTERS
groupV6Filters = "v6 Quality Filters"
usePricePosition = input.bool(true, "Use price position filter", group=groupV6Filters, tooltip="Prevent chasing extremes - don't buy at top of range or sell at bottom.")
longPosMax = input.float(85, "Long max position %", minval=0, maxval=100, group=groupV6Filters, tooltip="Don't buy if price is above this % of 100-bar range (prevents chasing highs).")
shortPosMin = input.float(15, "Short min position %", minval=0, maxval=100, group=groupV6Filters, tooltip="Don't sell if price is below this % of 100-bar range (prevents chasing lows).")
useVolumeFilter = input.bool(true, "Use volume filter", group=groupV6Filters, tooltip="Filter signals with extreme volume (too low = dead, too high = climax).")
volMin = input.float(0.7, "Volume min ratio", minval=0.1, step=0.1, group=groupV6Filters, tooltip="Minimum volume relative to 20-bar MA.")
volMax = input.float(3.5, "Volume max ratio", minval=0.5, step=0.5, group=groupV6Filters, tooltip="Maximum volume relative to 20-bar MA.")
useRsiFilter = input.bool(true, "Use RSI momentum filter", group=groupV6Filters, tooltip="Ensure momentum confirms direction.")
rsiLongMin = input.float(35, "RSI long minimum", minval=0, maxval=100, group=groupV6Filters)
rsiLongMax = input.float(70, "RSI long maximum", minval=0, maxval=100, group=groupV6Filters)
rsiShortMin = input.float(30, "RSI short minimum", minval=0, maxval=100, group=groupV6Filters)
rsiShortMax = input.float(70, "RSI short maximum", minval=0, maxval=100, group=groupV6Filters)
// V9 NEW: MA GAP VISUALIZATION OPTIONS
groupV9MA = "v9 MA Gap Options"
showMAs = input.bool(true, "Show 50 and 200 MAs on chart", group=groupV9MA, tooltip="Display the moving averages for visual reference.")
ma50Color = input.color(color.new(color.yellow, 0), "MA 50 Color", group=groupV9MA)
ma200Color = input.color(color.new(color.orange, 0), "MA 200 Color", group=groupV9MA)
// Determine effective parameters based on selected mode/profile
var string activeProfile = ""
resSec = timeframe.in_seconds(timeframe.period)
isMinutes = resSec < 3600
isHours = resSec >= 3600 and resSec < 86400
isDaily = resSec >= 86400 and resSec < 604800
isWeeklyOrMore = resSec >= 604800
// Resolve profile bucket
string profileBucket = "Single"
if paramMode == "Single"
profileBucket := "Single"
else
if profileOverride == "Minutes"
profileBucket := "Minutes"
else if profileOverride == "Hours"
profileBucket := "Hours"
else if profileOverride == "Daily"
profileBucket := "Daily"
else if profileOverride == "Weekly/Monthly"
profileBucket := "Weekly/Monthly"
else
profileBucket := isMinutes ? "Minutes" : isHours ? "Hours" : isDaily ? "Daily" : "Weekly/Monthly"
atrPeriod = profileBucket == "Single" ? atrPeriodSingle : profileBucket == "Minutes" ? atr_m : profileBucket == "Hours" ? atr_h : profileBucket == "Daily" ? atr_d : atr_w
multiplier = profileBucket == "Single" ? multiplierSingle : profileBucket == "Minutes" ? mult_m : profileBucket == "Hours" ? mult_h : profileBucket == "Daily" ? mult_d : mult_w
activeProfile := profileBucket
// Core Money Line logic (with selectable source)
// Build selected source OHLC
// Optimized: Calculate Heikin Ashi directly instead of using request.security()
haC = srcMode == "Heikin Ashi" ? (open + high + low + close) / 4 : close
haO = srcMode == "Heikin Ashi" ? (nz(haC[1]) + nz(open[1])) / 2 : open
haH = srcMode == "Heikin Ashi" ? math.max(high, math.max(haO, haC)) : high
haL = srcMode == "Heikin Ashi" ? math.min(low, math.min(haO, haC)) : low
calcH = haH
calcL = haL
calcC = haC
// ATR on selected source
tr = math.max(calcH - calcL, math.max(math.abs(calcH - calcC[1]), math.abs(calcL - calcC[1])))
atr = ta.rma(tr, atrPeriod)
src = (calcH + calcL) / 2
up = src - (multiplier * atr)
dn = src + (multiplier * atr)
var float up1 = na
var float dn1 = na
up1 := nz(up1[1], up)
dn1 := nz(dn1[1], dn)
up1 := calcC[1] > up1 ? math.max(up, up1) : up
dn1 := calcC[1] < dn1 ? math.min(dn, dn1) : dn
var int trend = 1
var float tsl = na
tsl := nz(tsl[1], up1)
// V8: Apply flip threshold - require price to move X% beyond line before flip
thresholdAmount = tsl * (flipThreshold / 100)
// Track consecutive bars in potential new direction (anti-whipsaw)
var int bullMomentumBars = 0
var int bearMomentumBars = 0
if trend == 1
tsl := math.max(up1, tsl)
// Count consecutive bearish bars
if calcC < (tsl - thresholdAmount)
bearMomentumBars := bearMomentumBars + 1
bullMomentumBars := 0
else
bearMomentumBars := 0
// Flip only after X consecutive bars below threshold
trend := bearMomentumBars >= (confirmBars + 1) ? -1 : 1
else
tsl := math.min(dn1, tsl)
// Count consecutive bullish bars
if calcC > (tsl + thresholdAmount)
bullMomentumBars := bullMomentumBars + 1
bearMomentumBars := 0
else
bullMomentumBars := 0
// Flip only after X consecutive bars above threshold
trend := bullMomentumBars >= (confirmBars + 1) ? 1 : -1
supertrend = tsl
// Plot the Money Line
upTrend = trend == 1 ? supertrend : na
downTrend = trend == -1 ? supertrend : na
plot(upTrend, "Up Trend", color=color.new(color.green, 0), style=plot.style_linebr, linewidth=2)
plot(downTrend, "Down Trend", color=color.new(color.red, 0), style=plot.style_linebr, linewidth=2)
// Show active profile on chart as a label (optimized - only on confirmed bar)
showProfileLabel = input.bool(true, "Show active profile label", group="Profiles")
var label profLbl = na
if barstate.islast and barstate.isconfirmed and showProfileLabel
label.delete(profLbl)
profLbl := label.new(bar_index, close, text="Profile: " + activeProfile + " | ATR=" + str.tostring(atrPeriod) + " Mult=" + str.tostring(multiplier), yloc=yloc.price, style=label.style_label_upper_left, textcolor=color.white, color=color.new(color.blue, 20))
// MACD confirmation logic
[macdLine, macdSignal, macdHist] = ta.macd(macdSrc, macdFastLen, macdSlowLen, macdSigLen)
longOk = not useMacd or (macdLine > macdSignal)
shortOk = not useMacd or (macdLine < macdSignal)
// Plot buy/sell signals (gated by optional MACD)
buyFlip = trend == 1 and trend[1] == -1
sellFlip = trend == -1 and trend[1] == 1
// ADX computation (always calculate for context, but only filter if enabled)
upMove = calcH - calcH[1]
downMove = calcL[1] - calcL
plusDM = (upMove > downMove and upMove > 0) ? upMove : 0.0
minusDM = (downMove > upMove and downMove > 0) ? downMove : 0.0
trADX = math.max(calcH - calcL, math.max(math.abs(calcH - calcC[1]), math.abs(calcL - calcC[1])))
atrADX = ta.rma(trADX, adxLen)
plusDMSmooth = ta.rma(plusDM, adxLen)
minusDMSmooth = ta.rma(minusDM, adxLen)
plusDI = atrADX == 0.0 ? 0.0 : 100.0 * plusDMSmooth / atrADX
minusDI = atrADX == 0.0 ? 0.0 : 100.0 * minusDMSmooth / atrADX
dx = (plusDI + minusDI == 0.0) ? 0.0 : 100.0 * math.abs(plusDI - minusDI) / (plusDI + minusDI)
adxVal = ta.rma(dx, adxLen)
adxOk = not useAdx or (adxVal > adxMin)
// Entry buffer gates relative to current Money Line
longBufferOk = not useEntryBuffer or (calcC > supertrend + entryBufferATR * atr)
shortBufferOk = not useEntryBuffer or (calcC < supertrend - entryBufferATR * atr)
// Confirmation bars after flip
buyReady = ta.barssince(buyFlip) == confirmBars
sellReady = ta.barssince(sellFlip) == confirmBars
// === CONTEXT METRICS FOR SIGNAL QUALITY ===
// Calculate ATR as percentage of price
atrPercent = (atr / calcC) * 100
// Calculate RSI
rsi14 = ta.rsi(calcC, 14)
// Volume ratio (current volume vs 20-bar MA)
volMA20 = ta.sma(volume, 20)
volumeRatio = volume / volMA20
// v6 IMPROVEMENT: Price position in 100-bar range (was 20-bar in v5)
highest100 = ta.highest(calcH, 100) // Changed from 20 to 100
lowest100 = ta.lowest(calcL, 100) // Changed from 20 to 100
priceRange = highest100 - lowest100
pricePosition = priceRange == 0 ? 50.0 : ((calcC - lowest100) / priceRange) * 100
// === V9 NEW: MA GAP ANALYSIS ===
// Calculate 50 and 200 period moving averages on CLOSE (not Heikin Ashi)
// Use standard close for MA calculations to match traditional analysis
ma50 = ta.sma(close, 50)
ma200 = ta.sma(close, 200)
// Calculate MA gap as percentage
// Positive gap = bullish (50 MA above 200 MA)
// Negative gap = bearish (50 MA below 200 MA)
// Values near 0 = convergence (potential crossover brewing)
maGap = ma200 == 0 ? 0.0 : ((ma50 - ma200) / ma200) * 100
// Plot MAs if enabled (for visual reference) - disabled by default for clean chart
// plot(showMAs ? ma50 : na, title="MA 50", color=ma50Color, linewidth=1)
// plot(showMAs ? ma200 : na, title="MA 200", color=ma200Color, linewidth=2)
// v6 NEW FILTERS
// Price position filter - prevent chasing extremes
longPositionOk = not usePricePosition or (pricePosition < longPosMax)
shortPositionOk = not usePricePosition or (pricePosition > shortPosMin)
// Volume filter - avoid dead or overheated moves
volumeOk = not useVolumeFilter or (volumeRatio >= volMin and volumeRatio <= volMax)
// RSI momentum filter
rsiLongOk = not useRsiFilter or (rsi14 >= rsiLongMin and rsi14 <= rsiLongMax)
rsiShortOk = not useRsiFilter or (rsi14 >= rsiShortMin and rsi14 <= rsiShortMax)
// V9: STICKY TREND SIGNALS with MA Gap awareness
// Signal fires on line color changes ONLY when price breaches threshold
// Protection: 0.6% flip threshold + 0.20 ATR buffer + ADX 18+ + stickier multipliers
// NEW: MA gap data helps backend validate trend structure alignment
// Result: Clean trend signals without noise + MA structure confirmation
finalLongSignal = buyReady // 🟢 Signal on red → green flip (with threshold)
finalShortSignal = sellReady // 🔴 Signal on green → red flip (with threshold)
plotshape(finalLongSignal, title="Buy Signal", location=location.belowbar, color=color.green, style=shape.circle, size=size.small)
plotshape(finalShortSignal, title="Sell Signal", location=location.abovebar, color=color.red, style=shape.circle, size=size.small)
// Extract base currency from ticker (e.g., "ETHUSD" -> "ETH", "SOLUSD" -> "SOL")
baseCurrency = str.replace(syminfo.ticker, "USD", "")
baseCurrency := str.replace(baseCurrency, "USDT", "")
baseCurrency := str.replace(baseCurrency, "PERP", "")
// Indicator version for tracking in database
indicatorVer = "v9"
// Build enhanced alert messages with context (timeframe.period is dynamic)
// V9 NEW: Added MAGAP field for MA gap percentage
longAlertMsg = baseCurrency + " buy " + timeframe.period + " | ATR:" + str.tostring(atrPercent, "#.##") + " | ADX:" + str.tostring(adxVal, "#.#") + " | RSI:" + str.tostring(rsi14, "#.#") + " | VOL:" + str.tostring(volumeRatio, "#.##") + " | POS:" + str.tostring(pricePosition, "#.#") + " | MAGAP:" + str.tostring(maGap, "#.##") + " | IND:" + indicatorVer
shortAlertMsg = baseCurrency + " sell " + timeframe.period + " | ATR:" + str.tostring(atrPercent, "#.##") + " | ADX:" + str.tostring(adxVal, "#.#") + " | RSI:" + str.tostring(rsi14, "#.#") + " | VOL:" + str.tostring(volumeRatio, "#.##") + " | POS:" + str.tostring(pricePosition, "#.#") + " | MAGAP:" + str.tostring(maGap, "#.##") + " | IND:" + indicatorVer
// Fire alerts with dynamic messages (use alert() not alertcondition() for dynamic content)
if finalLongSignal
alert(longAlertMsg, alert.freq_once_per_bar_close)
if finalShortSignal
alert(shortAlertMsg, alert.freq_once_per_bar_close)
// Fill area between price and Money Line
fill(plot(close, display=display.none), plot(upTrend, display=display.none), color=color.new(color.green, 90))
fill(plot(close, display=display.none), plot(downTrend, display=display.none), color=color.new(color.red, 90))

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//@version=6
indicator("Bullmania Money Line v9 Clean", shorttitle="ML v9C", overlay=true)
// Calculation source (Chart vs Heikin Ashi)
srcMode = input.string("Chart", "Calculation source", options=["Chart","Heikin Ashi"], tooltip="Use regular chart candles or Heikin Ashi for the line calculation.")
// Parameter Mode
paramMode = input.string("Profiles by timeframe", "Parameter Mode", options=["Single", "Profiles by timeframe"], tooltip="Choose whether to use one global set of parameters or timeframe-specific profiles.")
// Single (global) parameters
atrPeriodSingle = input.int(10, "ATR Period (Single mode)", minval=1, group="Single Mode")
multiplierSingle = input.float(3.0, "Multiplier (Single mode)", minval=0.1, step=0.1, group="Single Mode")
// Profile override when using profiles
profileOverride = input.string("Auto", "Profile Override", options=["Auto", "Minutes", "Hours", "Daily", "Weekly/Monthly"], tooltip="When in 'Profiles by timeframe' mode, choose a fixed profile or let it auto-detect from the chart timeframe.", group="Profiles")
// Timeframe profile parameters
// Minutes (<= 59m)
atr_m = input.int(12, "ATR Period (Minutes)", minval=1, group="Profiles — Minutes")
mult_m = input.float(3.8, "Multiplier (Minutes)", minval=0.1, step=0.1, group="Profiles — Minutes", tooltip="V8: Increased from 3.3 for stickier trend")
// Hours (>=1h and <1d)
atr_h = input.int(10, "ATR Period (Hours)", minval=1, group="Profiles — Hours")
mult_h = input.float(3.5, "Multiplier (Hours)", minval=0.1, step=0.1, group="Profiles — Hours", tooltip="V8: Increased from 3.0 for stickier trend")
// Daily (>=1d and <1w)
atr_d = input.int(10, "ATR Period (Daily)", minval=1, group="Profiles — Daily")
mult_d = input.float(3.2, "Multiplier (Daily)", minval=0.1, step=0.1, group="Profiles — Daily", tooltip="V8: Increased from 2.8 for stickier trend")
// Weekly/Monthly (>=1w)
atr_w = input.int(7, "ATR Period (Weekly/Monthly)", minval=1, group="Profiles — Weekly/Monthly")
mult_w = input.float(3.0, "Multiplier (Weekly/Monthly)", minval=0.1, step=0.1, group="Profiles — Weekly/Monthly", tooltip="V8: Increased from 2.5 for stickier trend")
// Optional MACD confirmation
useMacd = input.bool(false, "Use MACD confirmation", inline="macd")
macdSrc = input.source(close, "MACD Source", inline="macd")
macdFastLen = input.int(12, "Fast", minval=1, inline="macdLens")
macdSlowLen = input.int(26, "Slow", minval=1, inline="macdLens")
macdSigLen = input.int(9, "Signal", minval=1, inline="macdLens")
// Signal timing (ALWAYS applies to all signals)
groupTiming = "Signal Timing"
confirmBars = input.int(2, "Bars to confirm after flip", minval=0, maxval=3, group=groupTiming, tooltip="V8: Wait X bars after flip to confirm trend change. Filters rapid flip-flops.")
flipThreshold = input.float(0.8, "Flip threshold %", minval=0.0, maxval=2.0, step=0.1, group=groupTiming, tooltip="V8: Require price to move this % beyond line before flip. Increased to 0.8% to filter small bounces.")
// Entry filters (optional)
groupFilters = "Entry filters"
useEntryBuffer = input.bool(true, "Require entry buffer (ATR)", group=groupFilters, tooltip="V8: Enabled by default. Close must be beyond the Money Line by buffer amount to avoid wick flips.")
entryBufferATR = input.float(0.20, "Buffer size (in ATR)", minval=0.0, step=0.05, group=groupFilters, tooltip="V8: Increased to 0.20 ATR (from 0.15) to reduce flip-flops.")
useAdx = input.bool(true, "Use ADX trend-strength filter", group=groupFilters, tooltip="V8: Enabled by default to reduce choppy trades.")
adxLen = input.int(16, "ADX Length", minval=1, group=groupFilters)
adxMin = input.int(18, "ADX minimum", minval=0, maxval=100, group=groupFilters, tooltip="V8: Increased from 14 to 18 for stronger trend requirement.")
// NEW v6 FILTERS
groupV6Filters = "v6 Quality Filters"
usePricePosition = input.bool(true, "Use price position filter", group=groupV6Filters, tooltip="Prevent chasing extremes - don't buy at top of range or sell at bottom.")
longPosMax = input.float(85, "Long max position %", minval=0, maxval=100, group=groupV6Filters, tooltip="Don't buy if price is above this % of 100-bar range (prevents chasing highs).")
shortPosMin = input.float(15, "Short min position %", minval=0, maxval=100, group=groupV6Filters, tooltip="Don't sell if price is below this % of 100-bar range (prevents chasing lows).")
useVolumeFilter = input.bool(true, "Use volume filter", group=groupV6Filters, tooltip="Filter signals with extreme volume (too low = dead, too high = climax).")
volMin = input.float(0.7, "Volume min ratio", minval=0.1, step=0.1, group=groupV6Filters, tooltip="Minimum volume relative to 20-bar MA.")
volMax = input.float(3.5, "Volume max ratio", minval=0.5, step=0.5, group=groupV6Filters, tooltip="Maximum volume relative to 20-bar MA.")
useRsiFilter = input.bool(true, "Use RSI momentum filter", group=groupV6Filters, tooltip="Ensure momentum confirms direction.")
rsiLongMin = input.float(35, "RSI long minimum", minval=0, maxval=100, group=groupV6Filters)
rsiLongMax = input.float(70, "RSI long maximum", minval=0, maxval=100, group=groupV6Filters)
rsiShortMin = input.float(30, "RSI short minimum", minval=0, maxval=100, group=groupV6Filters)
rsiShortMax = input.float(70, "RSI short maximum", minval=0, maxval=100, group=groupV6Filters)
// Determine effective parameters based on selected mode/profile
var string activeProfile = ""
resSec = timeframe.in_seconds(timeframe.period)
isMinutes = resSec < 3600
isHours = resSec >= 3600 and resSec < 86400
isDaily = resSec >= 86400 and resSec < 604800
isWeeklyOrMore = resSec >= 604800
// Resolve profile bucket
string profileBucket = "Single"
if paramMode == "Single"
profileBucket := "Single"
else
if profileOverride == "Minutes"
profileBucket := "Minutes"
else if profileOverride == "Hours"
profileBucket := "Hours"
else if profileOverride == "Daily"
profileBucket := "Daily"
else if profileOverride == "Weekly/Monthly"
profileBucket := "Weekly/Monthly"
else
profileBucket := isMinutes ? "Minutes" : isHours ? "Hours" : isDaily ? "Daily" : "Weekly/Monthly"
atrPeriod = profileBucket == "Single" ? atrPeriodSingle : profileBucket == "Minutes" ? atr_m : profileBucket == "Hours" ? atr_h : profileBucket == "Daily" ? atr_d : atr_w
multiplier = profileBucket == "Single" ? multiplierSingle : profileBucket == "Minutes" ? mult_m : profileBucket == "Hours" ? mult_h : profileBucket == "Daily" ? mult_d : mult_w
activeProfile := profileBucket
// Core Money Line logic (with selectable source)
// Build selected source OHLC
// Optimized: Calculate Heikin Ashi directly instead of using request.security()
haC = srcMode == "Heikin Ashi" ? (open + high + low + close) / 4 : close
haO = srcMode == "Heikin Ashi" ? (nz(haC[1]) + nz(open[1])) / 2 : open
haH = srcMode == "Heikin Ashi" ? math.max(high, math.max(haO, haC)) : high
haL = srcMode == "Heikin Ashi" ? math.min(low, math.min(haO, haC)) : low
calcH = haH
calcL = haL
calcC = haC
// ATR on selected source
tr = math.max(calcH - calcL, math.max(math.abs(calcH - calcC[1]), math.abs(calcL - calcC[1])))
atr = ta.rma(tr, atrPeriod)
src = (calcH + calcL) / 2
up = src - (multiplier * atr)
dn = src + (multiplier * atr)
var float up1 = na
var float dn1 = na
up1 := nz(up1[1], up)
dn1 := nz(dn1[1], dn)
up1 := calcC[1] > up1 ? math.max(up, up1) : up
dn1 := calcC[1] < dn1 ? math.min(dn, dn1) : dn
var int trend = 1
var float tsl = na
tsl := nz(tsl[1], up1)
// V8: Apply flip threshold - require price to move X% beyond line before flip
thresholdAmount = tsl * (flipThreshold / 100)
// Track consecutive bars in potential new direction (anti-whipsaw)
var int bullMomentumBars = 0
var int bearMomentumBars = 0
if trend == 1
tsl := math.max(up1, tsl)
// Count consecutive bearish bars
if calcC < (tsl - thresholdAmount)
bearMomentumBars := bearMomentumBars + 1
bullMomentumBars := 0
else
bearMomentumBars := 0
// Flip only after X consecutive bars below threshold
trend := bearMomentumBars >= (confirmBars + 1) ? -1 : 1
else
tsl := math.min(dn1, tsl)
// Count consecutive bullish bars
if calcC > (tsl + thresholdAmount)
bullMomentumBars := bullMomentumBars + 1
bearMomentumBars := 0
else
bullMomentumBars := 0
// Flip only after X consecutive bars above threshold
trend := bullMomentumBars >= (confirmBars + 1) ? 1 : -1
supertrend = tsl
// Plot the Money Line
upTrend = trend == 1 ? supertrend : na
downTrend = trend == -1 ? supertrend : na
plot(upTrend, "Up Trend", color=color.new(color.green, 0), style=plot.style_linebr, linewidth=2)
plot(downTrend, "Down Trend", color=color.new(color.red, 0), style=plot.style_linebr, linewidth=2)
// Show active profile on chart as a label (optimized - only on confirmed bar)
showProfileLabel = input.bool(true, "Show active profile label", group="Profiles")
var label profLbl = na
if barstate.islast and barstate.isconfirmed and showProfileLabel
label.delete(profLbl)
profLbl := label.new(bar_index, close, text="Profile: " + activeProfile + " | ATR=" + str.tostring(atrPeriod) + " Mult=" + str.tostring(multiplier), yloc=yloc.price, style=label.style_label_upper_left, textcolor=color.white, color=color.new(color.blue, 20))
// MACD confirmation logic
[macdLine, macdSignal, macdHist] = ta.macd(macdSrc, macdFastLen, macdSlowLen, macdSigLen)
longOk = not useMacd or (macdLine > macdSignal)
shortOk = not useMacd or (macdLine < macdSignal)
// Plot buy/sell signals (gated by optional MACD)
buyFlip = trend == 1 and trend[1] == -1
sellFlip = trend == -1 and trend[1] == 1
// ADX computation (always calculate for context, but only filter if enabled)
upMove = calcH - calcH[1]
downMove = calcL[1] - calcL
plusDM = (upMove > downMove and upMove > 0) ? upMove : 0.0
minusDM = (downMove > upMove and downMove > 0) ? downMove : 0.0
trADX = math.max(calcH - calcL, math.max(math.abs(calcH - calcC[1]), math.abs(calcL - calcC[1])))
atrADX = ta.rma(trADX, adxLen)
plusDMSmooth = ta.rma(plusDM, adxLen)
minusDMSmooth = ta.rma(minusDM, adxLen)
plusDI = atrADX == 0.0 ? 0.0 : 100.0 * plusDMSmooth / atrADX
minusDI = atrADX == 0.0 ? 0.0 : 100.0 * minusDMSmooth / atrADX
dx = (plusDI + minusDI == 0.0) ? 0.0 : 100.0 * math.abs(plusDI - minusDI) / (plusDI + minusDI)
adxVal = ta.rma(dx, adxLen)
adxOk = not useAdx or (adxVal > adxMin)
// Entry buffer gates relative to current Money Line
longBufferOk = not useEntryBuffer or (calcC > supertrend + entryBufferATR * atr)
shortBufferOk = not useEntryBuffer or (calcC < supertrend - entryBufferATR * atr)
// Confirmation bars after flip
buyReady = ta.barssince(buyFlip) == confirmBars
sellReady = ta.barssince(sellFlip) == confirmBars
// === CONTEXT METRICS FOR SIGNAL QUALITY ===
// Calculate ATR as percentage of price
atrPercent = (atr / calcC) * 100
// Calculate RSI
rsi14 = ta.rsi(calcC, 14)
// Volume ratio (current volume vs 20-bar MA)
volMA20 = ta.sma(volume, 20)
volumeRatio = volume / volMA20
// v6 IMPROVEMENT: Price position in 100-bar range (was 20-bar in v5)
highest100 = ta.highest(calcH, 100) // Changed from 20 to 100
lowest100 = ta.lowest(calcL, 100) // Changed from 20 to 100
priceRange = highest100 - lowest100
pricePosition = priceRange == 0 ? 50.0 : ((calcC - lowest100) / priceRange) * 100
// V9: MA Gap Analysis (uses standard close, not Heikin Ashi)
ma50 = ta.sma(close, 50)
ma200 = ta.sma(close, 200)
maGap = ma200 == 0 ? 0.0 : ((ma50 - ma200) / ma200) * 100
// v6 NEW FILTERS
// Price position filter - prevent chasing extremes
longPositionOk = not usePricePosition or (pricePosition < longPosMax)
shortPositionOk = not usePricePosition or (pricePosition > shortPosMin)
// Volume filter - avoid dead or overheated moves
volumeOk = not useVolumeFilter or (volumeRatio >= volMin and volumeRatio <= volMax)
// RSI momentum filter
rsiLongOk = not useRsiFilter or (rsi14 >= rsiLongMin and rsi14 <= rsiLongMax)
rsiShortOk = not useRsiFilter or (rsi14 >= rsiShortMin and rsi14 <= rsiShortMax)
// V9: STICKY TREND SIGNALS - High accuracy with flip-flop protection
// Signal fires on line color changes ONLY when price breaches threshold
// Protection: 0.6% flip threshold + 0.20 ATR buffer + ADX 18+ + stickier multipliers
// Result: Clean trend signals without noise
finalLongSignal = buyReady and longOk and adxOk and longBufferOk and longPositionOk and volumeOk and rsiLongOk
finalShortSignal = sellReady and shortOk and adxOk and shortBufferOk and shortPositionOk and volumeOk and rsiShortOk
plotshape(finalLongSignal, title="Buy Signal", location=location.belowbar, color=color.green, style=shape.circle, size=size.small)
plotshape(finalShortSignal, title="Sell Signal", location=location.abovebar, color=color.red, style=shape.circle, size=size.small)
// Extract base currency from ticker (e.g., "ETHUSD" -> "ETH", "SOLUSD" -> "SOL")
baseCurrency = str.replace(syminfo.ticker, "USD", "")
baseCurrency := str.replace(baseCurrency, "USDT", "")
baseCurrency := str.replace(baseCurrency, "PERP", "")
// Indicator version for tracking in database
indicatorVer = "v9"
// Build enhanced alert messages with context (timeframe.period is dynamic)
longAlertMsg = baseCurrency + " buy " + timeframe.period + " | ATR:" + str.tostring(atrPercent, "#.##") + " | ADX:" + str.tostring(adxVal, "#.#") + " | RSI:" + str.tostring(rsi14, "#.#") + " | VOL:" + str.tostring(volumeRatio, "#.##") + " | POS:" + str.tostring(pricePosition, "#.#") + " | MAGAP:" + str.tostring(maGap, "#.##") + " | IND:" + indicatorVer
shortAlertMsg = baseCurrency + " sell " + timeframe.period + " | ATR:" + str.tostring(atrPercent, "#.##") + " | ADX:" + str.tostring(adxVal, "#.#") + " | RSI:" + str.tostring(rsi14, "#.#") + " | VOL:" + str.tostring(volumeRatio, "#.##") + " | POS:" + str.tostring(pricePosition, "#.#") + " | MAGAP:" + str.tostring(maGap, "#.##") + " | IND:" + indicatorVer
// Fire alerts with dynamic messages (use alert() not alertcondition() for dynamic content)
if finalLongSignal
alert(longAlertMsg, alert.freq_once_per_bar_close)
if finalShortSignal
alert(shortAlertMsg, alert.freq_once_per_bar_close)
// Fill area between price and Money Line
fill(plot(close, display=display.none), plot(upTrend, display=display.none), color=color.new(color.green, 90))
fill(plot(close, display=display.none), plot(downTrend, display=display.none), color=color.new(color.red, 90))

View File

@@ -0,0 +1,268 @@
//@version=6
indicator("Bullmania Money Line v9 TEST", shorttitle="ML v9T", overlay=true)
// Calculation source (Chart vs Heikin Ashi)
srcMode = input.string("Chart", "Calculation source", options=["Chart","Heikin Ashi"], tooltip="Use regular chart candles or Heikin Ashi for the line calculation.")
// Parameter Mode
paramMode = input.string("Profiles by timeframe", "Parameter Mode", options=["Single", "Profiles by timeframe"], tooltip="Choose whether to use one global set of parameters or timeframe-specific profiles.")
// Single (global) parameters
atrPeriodSingle = input.int(10, "ATR Period (Single mode)", minval=1, group="Single Mode")
multiplierSingle = input.float(3.0, "Multiplier (Single mode)", minval=0.1, step=0.1, group="Single Mode")
// Profile override when using profiles
profileOverride = input.string("Auto", "Profile Override", options=["Auto", "Minutes", "Hours", "Daily", "Weekly/Monthly"], tooltip="When in 'Profiles by timeframe' mode, choose a fixed profile or let it auto-detect from the chart timeframe.", group="Profiles")
// Timeframe profile parameters
// Minutes (<= 59m)
atr_m = input.int(12, "ATR Period (Minutes)", minval=1, group="Profiles — Minutes")
mult_m = input.float(3.8, "Multiplier (Minutes)", minval=0.1, step=0.1, group="Profiles — Minutes", tooltip="V8: Increased from 3.3 for stickier trend")
// Hours (>=1h and <1d)
atr_h = input.int(10, "ATR Period (Hours)", minval=1, group="Profiles — Hours")
mult_h = input.float(3.5, "Multiplier (Hours)", minval=0.1, step=0.1, group="Profiles — Hours", tooltip="V8: Increased from 3.0 for stickier trend")
// Daily (>=1d and <1w)
atr_d = input.int(10, "ATR Period (Daily)", minval=1, group="Profiles — Daily")
mult_d = input.float(3.2, "Multiplier (Daily)", minval=0.1, step=0.1, group="Profiles — Daily", tooltip="V8: Increased from 2.8 for stickier trend")
// Weekly/Monthly (>=1w)
atr_w = input.int(7, "ATR Period (Weekly/Monthly)", minval=1, group="Profiles — Weekly/Monthly")
mult_w = input.float(3.0, "Multiplier (Weekly/Monthly)", minval=0.1, step=0.1, group="Profiles — Weekly/Monthly", tooltip="V8: Increased from 2.5 for stickier trend")
// Optional MACD confirmation
useMacd = input.bool(false, "Use MACD confirmation", inline="macd")
macdSrc = input.source(close, "MACD Source", inline="macd")
macdFastLen = input.int(12, "Fast", minval=1, inline="macdLens")
macdSlowLen = input.int(26, "Slow", minval=1, inline="macdLens")
macdSigLen = input.int(9, "Signal", minval=1, inline="macdLens")
// Signal timing (ALWAYS applies to all signals)
groupTiming = "Signal Timing"
confirmBars = input.int(2, "Bars to confirm after flip", minval=0, maxval=3, group=groupTiming, tooltip="V8: Wait X bars after flip to confirm trend change. Filters rapid flip-flops.")
flipThreshold = input.float(0.8, "Flip threshold %", minval=0.0, maxval=2.0, step=0.1, group=groupTiming, tooltip="V8: Require price to move this % beyond line before flip. Increased to 0.8% to filter small bounces.")
// Entry filters (optional)
groupFilters = "Entry filters"
useEntryBuffer = input.bool(true, "Require entry buffer (ATR)", group=groupFilters, tooltip="V8: Enabled by default. Close must be beyond the Money Line by buffer amount to avoid wick flips.")
entryBufferATR = input.float(0.20, "Buffer size (in ATR)", minval=0.0, step=0.05, group=groupFilters, tooltip="V8: Increased to 0.20 ATR (from 0.15) to reduce flip-flops.")
useAdx = input.bool(true, "Use ADX trend-strength filter", group=groupFilters, tooltip="V8: Enabled by default to reduce choppy trades.")
adxLen = input.int(16, "ADX Length", minval=1, group=groupFilters)
adxMin = input.int(18, "ADX minimum", minval=0, maxval=100, group=groupFilters, tooltip="V8: Increased from 14 to 18 for stronger trend requirement.")
// NEW v6 FILTERS
groupV6Filters = "v6 Quality Filters"
usePricePosition = input.bool(true, "Use price position filter", group=groupV6Filters, tooltip="Prevent chasing extremes - don't buy at top of range or sell at bottom.")
longPosMax = input.float(85, "Long max position %", minval=0, maxval=100, group=groupV6Filters, tooltip="Don't buy if price is above this % of 100-bar range (prevents chasing highs).")
shortPosMin = input.float(15, "Short min position %", minval=0, maxval=100, group=groupV6Filters, tooltip="Don't sell if price is below this % of 100-bar range (prevents chasing lows).")
useVolumeFilter = input.bool(true, "Use volume filter", group=groupV6Filters, tooltip="Filter signals with extreme volume (too low = dead, too high = climax).")
volMin = input.float(0.7, "Volume min ratio", minval=0.1, step=0.1, group=groupV6Filters, tooltip="Minimum volume relative to 20-bar MA.")
volMax = input.float(3.5, "Volume max ratio", minval=0.5, step=0.5, group=groupV6Filters, tooltip="Maximum volume relative to 20-bar MA.")
useRsiFilter = input.bool(true, "Use RSI momentum filter", group=groupV6Filters, tooltip="Ensure momentum confirms direction.")
rsiLongMin = input.float(35, "RSI long minimum", minval=0, maxval=100, group=groupV6Filters)
rsiLongMax = input.float(70, "RSI long maximum", minval=0, maxval=100, group=groupV6Filters)
rsiShortMin = input.float(30, "RSI short minimum", minval=0, maxval=100, group=groupV6Filters)
rsiShortMax = input.float(70, "RSI short maximum", minval=0, maxval=100, group=groupV6Filters)
// Determine effective parameters based on selected mode/profile
var string activeProfile = ""
resSec = timeframe.in_seconds(timeframe.period)
isMinutes = resSec < 3600
isHours = resSec >= 3600 and resSec < 86400
isDaily = resSec >= 86400 and resSec < 604800
isWeeklyOrMore = resSec >= 604800
// Resolve profile bucket
string profileBucket = "Single"
if paramMode == "Single"
profileBucket := "Single"
else
if profileOverride == "Minutes"
profileBucket := "Minutes"
else if profileOverride == "Hours"
profileBucket := "Hours"
else if profileOverride == "Daily"
profileBucket := "Daily"
else if profileOverride == "Weekly/Monthly"
profileBucket := "Weekly/Monthly"
else
profileBucket := isMinutes ? "Minutes" : isHours ? "Hours" : isDaily ? "Daily" : "Weekly/Monthly"
atrPeriod = profileBucket == "Single" ? atrPeriodSingle : profileBucket == "Minutes" ? atr_m : profileBucket == "Hours" ? atr_h : profileBucket == "Daily" ? atr_d : atr_w
multiplier = profileBucket == "Single" ? multiplierSingle : profileBucket == "Minutes" ? mult_m : profileBucket == "Hours" ? mult_h : profileBucket == "Daily" ? mult_d : mult_w
activeProfile := profileBucket
// Core Money Line logic (with selectable source)
// Build selected source OHLC
// Optimized: Calculate Heikin Ashi directly instead of using request.security()
haC = srcMode == "Heikin Ashi" ? (open + high + low + close) / 4 : close
haO = srcMode == "Heikin Ashi" ? (nz(haC[1]) + nz(open[1])) / 2 : open
haH = srcMode == "Heikin Ashi" ? math.max(high, math.max(haO, haC)) : high
haL = srcMode == "Heikin Ashi" ? math.min(low, math.min(haO, haC)) : low
calcH = haH
calcL = haL
calcC = haC
// ATR on selected source
tr = math.max(calcH - calcL, math.max(math.abs(calcH - calcC[1]), math.abs(calcL - calcC[1])))
atr = ta.rma(tr, atrPeriod)
src = (calcH + calcL) / 2
up = src - (multiplier * atr)
dn = src + (multiplier * atr)
var float up1 = na
var float dn1 = na
up1 := nz(up1[1], up)
dn1 := nz(dn1[1], dn)
up1 := calcC[1] > up1 ? math.max(up, up1) : up
dn1 := calcC[1] < dn1 ? math.min(dn, dn1) : dn
var int trend = 1
var float tsl = na
tsl := nz(tsl[1], up1)
// V8: Apply flip threshold - require price to move X% beyond line before flip
thresholdAmount = tsl * (flipThreshold / 100)
// Track consecutive bars in potential new direction (anti-whipsaw)
var int bullMomentumBars = 0
var int bearMomentumBars = 0
if trend == 1
tsl := math.max(up1, tsl)
// Count consecutive bearish bars
if calcC < (tsl - thresholdAmount)
bearMomentumBars := bearMomentumBars + 1
bullMomentumBars := 0
else
bearMomentumBars := 0
// Flip only after X consecutive bars below threshold
trend := bearMomentumBars >= (confirmBars + 1) ? -1 : 1
else
tsl := math.min(dn1, tsl)
// Count consecutive bullish bars
if calcC > (tsl + thresholdAmount)
bullMomentumBars := bullMomentumBars + 1
bearMomentumBars := 0
else
bullMomentumBars := 0
// Flip only after X consecutive bars above threshold
trend := bullMomentumBars >= (confirmBars + 1) ? 1 : -1
supertrend = tsl
// Plot the Money Line
upTrend = trend == 1 ? supertrend : na
downTrend = trend == -1 ? supertrend : na
plot(upTrend, "Up Trend", color=color.new(color.green, 0), style=plot.style_linebr, linewidth=2)
plot(downTrend, "Down Trend", color=color.new(color.red, 0), style=plot.style_linebr, linewidth=2)
// Show active profile on chart as a label (optimized - only on confirmed bar)
showProfileLabel = input.bool(true, "Show active profile label", group="Profiles")
var label profLbl = na
if barstate.islast and barstate.isconfirmed and showProfileLabel
label.delete(profLbl)
profLbl := label.new(bar_index, close, text="Profile: " + activeProfile + " | ATR=" + str.tostring(atrPeriod) + " Mult=" + str.tostring(multiplier), yloc=yloc.price, style=label.style_label_upper_left, textcolor=color.white, color=color.new(color.blue, 20))
// MACD confirmation logic
[macdLine, macdSignal, macdHist] = ta.macd(macdSrc, macdFastLen, macdSlowLen, macdSigLen)
longOk = not useMacd or (macdLine > macdSignal)
shortOk = not useMacd or (macdLine < macdSignal)
// Plot buy/sell signals (gated by optional MACD)
buyFlip = trend == 1 and trend[1] == -1
sellFlip = trend == -1 and trend[1] == 1
// ADX computation (always calculate for context, but only filter if enabled)
upMove = calcH - calcH[1]
downMove = calcL[1] - calcL
plusDM = (upMove > downMove and upMove > 0) ? upMove : 0.0
minusDM = (downMove > upMove and downMove > 0) ? downMove : 0.0
trADX = math.max(calcH - calcL, math.max(math.abs(calcH - calcC[1]), math.abs(calcL - calcC[1])))
atrADX = ta.rma(trADX, adxLen)
plusDMSmooth = ta.rma(plusDM, adxLen)
minusDMSmooth = ta.rma(minusDM, adxLen)
plusDI = atrADX == 0.0 ? 0.0 : 100.0 * plusDMSmooth / atrADX
minusDI = atrADX == 0.0 ? 0.0 : 100.0 * minusDMSmooth / atrADX
dx = (plusDI + minusDI == 0.0) ? 0.0 : 100.0 * math.abs(plusDI - minusDI) / (plusDI + minusDI)
adxVal = ta.rma(dx, adxLen)
adxOk = not useAdx or (adxVal > adxMin)
// Entry buffer gates relative to current Money Line
longBufferOk = not useEntryBuffer or (calcC > supertrend + entryBufferATR * atr)
shortBufferOk = not useEntryBuffer or (calcC < supertrend - entryBufferATR * atr)
// Confirmation bars after flip
buyReady = ta.barssince(buyFlip) == confirmBars
sellReady = ta.barssince(sellFlip) == confirmBars
// === CONTEXT METRICS FOR SIGNAL QUALITY ===
// Calculate ATR as percentage of price
atrPercent = (atr / calcC) * 100
// Calculate RSI
rsi14 = ta.rsi(calcC, 14)
// Volume ratio (current volume vs 20-bar MA)
volMA20 = ta.sma(volume, 20)
volumeRatio = volume / volMA20
// v6 IMPROVEMENT: Price position in 100-bar range (was 20-bar in v5)
highest100 = ta.highest(calcH, 100) // Changed from 20 to 100
lowest100 = ta.lowest(calcL, 100) // Changed from 20 to 100
priceRange = highest100 - lowest100
pricePosition = priceRange == 0 ? 50.0 : ((calcC - lowest100) / priceRange) * 100
// v6 NEW FILTERS
// Price position filter - prevent chasing extremes
longPositionOk = not usePricePosition or (pricePosition < longPosMax)
shortPositionOk = not usePricePosition or (pricePosition > shortPosMin)
// Volume filter - avoid dead or overheated moves
volumeOk = not useVolumeFilter or (volumeRatio >= volMin and volumeRatio <= volMax)
// RSI momentum filter
rsiLongOk = not useRsiFilter or (rsi14 >= rsiLongMin and rsi14 <= rsiLongMax)
rsiShortOk = not useRsiFilter or (rsi14 >= rsiShortMin and rsi14 <= rsiShortMax)
// V8: STICKY TREND SIGNALS - High accuracy with flip-flop protection
// Signal fires on line color changes ONLY when price breaches threshold
// Protection: 0.6% flip threshold + 0.20 ATR buffer + ADX 18+ + stickier multipliers
// Result: Clean trend signals without noise
finalLongSignal = buyReady and longOk and adxOk and longBufferOk and longPositionOk and volumeOk and rsiLongOk
finalShortSignal = sellReady and shortOk and adxOk and shortBufferOk and shortPositionOk and volumeOk and rsiShortOk
plotshape(finalLongSignal, title="Buy Signal", location=location.belowbar, color=color.green, style=shape.circle, size=size.small)
plotshape(finalShortSignal, title="Sell Signal", location=location.abovebar, color=color.red, style=shape.circle, size=size.small)
// Extract base currency from ticker (e.g., "ETHUSD" -> "ETH", "SOLUSD" -> "SOL")
baseCurrency = str.replace(syminfo.ticker, "USD", "")
baseCurrency := str.replace(baseCurrency, "USDT", "")
baseCurrency := str.replace(baseCurrency, "PERP", "")
// Indicator version for tracking in database
indicatorVer = "v8"
// Build enhanced alert messages with context (timeframe.period is dynamic)
longAlertMsg = baseCurrency + " buy " + timeframe.period + " | ATR:" + str.tostring(atrPercent, "#.##") + " | ADX:" + str.tostring(adxVal, "#.#") + " | RSI:" + str.tostring(rsi14, "#.#") + " | VOL:" + str.tostring(volumeRatio, "#.##") + " | POS:" + str.tostring(pricePosition, "#.#") + " | IND:" + indicatorVer
shortAlertMsg = baseCurrency + " sell " + timeframe.period + " | ATR:" + str.tostring(atrPercent, "#.##") + " | ADX:" + str.tostring(adxVal, "#.#") + " | RSI:" + str.tostring(rsi14, "#.#") + " | VOL:" + str.tostring(volumeRatio, "#.##") + " | POS:" + str.tostring(pricePosition, "#.#") + " | IND:" + indicatorVer
// Fire alerts with dynamic messages (use alert() not alertcondition() for dynamic content)
if finalLongSignal
alert(longAlertMsg, alert.freq_once_per_bar_close)
if finalShortSignal
alert(shortAlertMsg, alert.freq_once_per_bar_close)
// Fill area between price and Money Line
fill(plot(close, display=display.none), plot(upTrend, display=display.none), color=color.new(color.green, 90))
fill(plot(close, display=display.none), plot(downTrend, display=display.none), color=color.new(color.red, 90))

View File

@@ -3,7 +3,7 @@
"nodes": [ "nodes": [
{ {
"parameters": { "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// 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};" "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 | MAGAP:-1.23 | IND:v9\"\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// V9: Parse MA gap (optional, backward compatible with v8)\nconst maGapMatch = body.match(/MAGAP:([-\\d.]+)/);\nconst maGap = maGapMatch ? parseFloat(maGapMatch[1]) : undefined;\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 maGap, // V9 NEW\n // Version tracking (defaults to v5 for backward compatibility)\n indicatorVersion\n};"
}, },
"id": "parse-signal-enhanced", "id": "parse-signal-enhanced",
"name": "Parse Signal Enhanced", "name": "Parse Signal Enhanced",