Commit Graph

2 Commits

Author SHA1 Message Date
mindesbunister
2993bc8895 feat: Update v9 with optimal parameters from exhaustive sweep + consolidate files
Parameter updates (from 4,096 config sweep analysis):
- flipThreshold: 0.6 → 0.5 (optimal for reversal confirmation)
- adxMin: 18 → 21 (stronger trend filter)
- longPosMax: 85 → 75 (prevent chasing tops)
- shortPosMin: 15 → 20 (catch momentum shorts)
- volMin: 0.7 → 1.0 (stronger conviction requirement)

File consolidation:
- Archived moneyline_v9_ma_gap_clean.pinescript (suboptimal defaults)
- Archived moneyline_v9_test.pinescript (suboptimal defaults, missing MA gap)
- Kept moneyline_v9_ma_gap.pinescript as canonical v9 (optimal + MA gap analysis)

Result: Single v9 file with optimal defaults producing 19.44% returns
over 4 months (194.4% annualized) from sweep validation.
2025-12-01 16:04:42 +01:00
mindesbunister
ff92e7b78c 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
2025-11-26 10:50:25 +01:00