Root Cause: check-risk endpoint passes blockReason='SMART_VALIDATION_QUEUED'
but addSignal() only accepted 'QUALITY_SCORE_TOO_LOW' → signals blocked but never queued
Impact: Quality 85 LONG signal at 08:40:03 saved to database but never monitored
User missed validation opportunity when price moved favorably
Fix: Accept both blockReason variants in addSignal() validation check
Evidence:
- Database record cmj41pdqu0101pf07mith5s4c has blockReason='SMART_VALIDATION_QUEUED'
- No logs showing addSignal() execution (would log '⏰ Smart validation queued')
- check-risk code line 451 passes 'SMART_VALIDATION_QUEUED'
- addSignal() line 76 rejected signals != 'QUALITY_SCORE_TOO_LOW'
Result: Quality 50-89 signals will now be properly queued for validation
- Removed v10 TradingView indicator (moneyline_v10_momentum_dots.pinescript)
- Removed v10 penalty system from signal-quality.ts (-30/-25 point penalties)
- Removed backtest result files (sweep_*.csv)
- Updated copilot-instructions.md to remove v10 references
- Simplified direction-specific quality thresholds (LONG 90+, SHORT 80+)
Rationale:
- 1,944 parameter combinations tested in backtest
- All top results IDENTICAL (568 trades, $498 P&L, 61.09% WR)
- Momentum parameters had ZERO impact on trade selection
- Profit factor 1.027 too low (barely profitable after fees)
- Max drawdown -$1,270 vs +$498 profit = terrible risk-reward
- v10 penalties were blocking good trades (bug: applied to wrong positions)
Keeping v9 as production system - simpler, proven, effective.
- Created /api/trading/place-exit-orders endpoint
- Created restore-orders.mjs script
- Issue: Next.js creates separate Drift instances per route
- Workaround: Use /api/trading/cancel-orders to remove orphaned orders
Current situation:
- 32 orphaned orders existed and were cancelled
- Position Manager should auto-place new orders
- Manual order placement endpoint needs refactoring
- Renamed all stacks to English with emojis (Backlog, Planning, In Progress, Complete)
- Updated sync script to use new stack names
- Created all 3 initiative cards (IDs 189-191)
- Enhanced error handling with detailed debug output
- Updated documentation with API limitations and troubleshooting
- Fixed stack fallback from 'eingang' to '📥 Backlog'
Changes:
- scripts/sync-roadmap-to-deck.py: Updated STATUS_TO_STACK mapping, added verbose logging
- docs/NEXTCLOUD_DECK_SYNC.md: Updated stack table, added Known Limitations section, enhanced troubleshooting
Note: 6 duplicate/test cards (184-188, 192) must be deleted manually from Nextcloud UI
due to API limitations (DELETE returns 405)
- New /api/trading/sync-positions endpoint (no auth)
- Fetches actual Drift positions and compares with Position Manager
- Removes stale tracking, adds missing positions with calculated TP/SL
- Settings UI: Orange 'Sync Positions' button added
- CLI script: scripts/sync-positions.sh for terminal access
- Full documentation in docs/guides/POSITION_SYNC_GUIDE.md
- Quick reference: POSITION_SYNC_QUICK_REF.md
- Updated AI instructions with pitfall #23
Problem solved: Manual Telegram trades with partial fills can cause
Position Manager to lose tracking, leaving positions without software-
based stop loss protection. This feature restores dual-layer protection.
Note: Docker build not picking up route yet (cache issue), needs investigation
- Fix external closure P&L using tp1Hit flag instead of currentSize
- Add direction change detection to prevent false TP1 on signal flips
- Signal flips now recorded with accurate P&L as 'manual' exits
- Add retry logic with exponential backoff for Solana RPC rate limits
- Create /api/trading/cancel-orders endpoint for manual cleanup
- Improves data integrity for win/loss statistics
Corrects all historical SHORT trades affected by the P&L calculation bug.
Results:
- 44 SHORT trades corrected
- Total P&L improved from -$388.82 to -$72.98 (+$315.84 recovered)
- SHORT win rate revealed to be 60.5% (not 39% as incorrectly shown)
Script creates backup table before making changes and includes rollback instructions.
- Add SymbolSettings interface with enabled/positionSize/leverage fields
- Implement per-symbol ENV variables (SOLANA_*, ETHEREUM_*)
- Add SOL and ETH sections to settings UI with enable/disable toggles
- Add symbol-specific test buttons (SOL LONG/SHORT, ETH LONG/SHORT)
- Update execute and test endpoints to check symbol enabled status
- Add real-time risk/reward calculator per symbol
- Rename 'Position Sizing' to 'Global Fallback' for clarity
- Fix position manager P&L calculation for externally closed positions
- Fix zero P&L bug affecting 12 historical trades
- Add SQL scripts for recalculating historical P&L data
- Move archive TypeScript files to .archive to fix build
Defaults:
- SOL: 10 base × 10x leverage = 100 notional (profit trading)
- ETH: base × 1x leverage = notional (data collection)
- Global: 10 × 10x for BTC and other symbols
Configuration priority: Per-symbol ENV > Market config > Global ENV > Defaults
- Created /api/analytics/tp-sl-optimization endpoint
- Analyzes historical trades using MAE/MFE data
- Calculates optimal TP1/TP2/SL levels based on percentiles
- Provides win rate, profit factor, and hit rate analysis
- Shows money left on table (MFE - realized P&L)
- Projects impact of optimal levels on future performance
Analytics calculated:
- MAE analysis: avg, median, percentiles, worst
- MFE analysis: avg, median, percentiles, best
- Current level performance: TP1/TP2/SL hit rates
- Optimal recommendations: TP1=50% of avg MFE, TP2=80%, SL=70% of avg MAE
- Projected improvements: win rate change, profit factor, total P&L
Requires 10+ closed trades with MAE/MFE data to generate recommendations
Test script: scripts/test-analytics.sh
Next: Phase 4 (visual dashboard) or wait for trades with MAE/MFE data
