Commit Graph

3 Commits

Author SHA1 Message Date
mindesbunister
9dfc6da449 feat: Optimize v6 indicator settings for better signal quality
- Moved confirmBars to separate 'Signal Timing' section (no longer under optional filters)
- Made timing setting always-active status clear in UI with improved tooltip
- Updated default settings based on backtesting analysis:
  * confirmBars: 0 → 1 (wait one bar for confirmation, reduces false signals)
  * ADX filter: Enabled by default (was disabled)
  * ADX Length: 14 → 16 (better trend detection)
  * ADX minimum: 20 → 14 (catches trends earlier)
  * Volume filter: Enabled by default (was disabled)
  * Volume max: 3.0x → 3.5x (allows bigger breakout moves)
  * RSI filter: Enabled by default (was disabled)
  * RSI long minimum: 45 → 35 (catches momentum earlier)
  * RSI short maximum: 55 → 70 (CRITICAL: allows shorts during breakdowns)

Why these changes matter:
- Old RSI short max of 55-61 blocked profitable breakdown entries (RSI 62-70 range)
- ADX 21 minimum missed early trend starts, lowering to 14 catches them
- Volume max 3.5x allows high-volume breakouts (was blocking with 3.0x)
- confirmBars=1 reduces wick flips while still catching good moves

Expected impact: Should fix v6 underperformance (-$47.70 over 25 trades)
Target: Positive P&L and 50%+ win rate over next 20-30 trades

Files modified:
- workflows/trading/moneyline_v6_improved.pinescript
2025-11-17 09:57:44 +01:00
mindesbunister
0700daf8ff feat: add indicator version tracking system
Database changes:
- Added indicatorVersion field to Trade table
- Added indicatorVersion field to BlockedSignal table
- Tracks which Pine Script version (v5, v6, etc.) generated each signal

Pine Script changes:
- v6 now includes '| IND:v6' in alert messages
- Enables differentiation between v5 and v6 signals in database

Documentation:
- Created INDICATOR_VERSION_TRACKING.md with full implementation guide
- Includes n8n workflow update instructions
- Includes SQL analysis queries for v5 vs v6 comparison
- Includes rollback plan if needed

Next steps (manual):
1. Update n8n workflow Parse Signal Enhanced node to extract IND field
2. Update n8n HTTP requests to pass indicatorVersion
3. Update API endpoints to accept and save indicatorVersion
4. Rebuild Docker container

Benefits:
- Compare v5 vs v6 Pine Script effectiveness
- Track which version generated winning/losing trades
- Validate that v6 price position filter reduces blocked signals
- Data-driven decisions on Pine Script improvements
2025-11-11 12:53:33 +01:00
mindesbunister
871d82a64a feat: add Pine Script v6 with improved signal quality filters
New v6 improvements:
- Fixed price position calculation: 100-bar range (was 20-bar)
- Added price position filter: prevents chasing extremes (85% max for longs, 15% min for shorts)
- Added volume filter: optional range check (0.7-3.0x average)
- Added RSI momentum filter: optional directional confirmation
- All new filters toggleable with sensible defaults

Key changes:
- Price position filter ENABLED by default (prevents flip-flop losses)
- Volume and RSI filters DISABLED by default (test incrementally)
- Aligns TradingView filtering with bot's 5-metric scoring system
- Reduces signals sent to bot that would be blocked anyway

Rationale:
Database analysis showed range extreme entries (9-94%) caused flip-flop losses.
V6 filters these at source instead of blocking in bot after webhook call.

Testing approach:
1. Phase 1: Price position filter only (test 5-10 signals)
2. Phase 2: Add volume filter if needed
3. Phase 3: Add RSI filter as last resort
2025-11-11 12:32:26 +01:00