Commit Graph

4 Commits

Author SHA1 Message Date
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
mindesbunister
f65af9530f feat: Enhanced timeframe extraction for multi-timeframe data collection
Updated n8n Parse Signal Enhanced to support multiple timeframe formats:
- 5m, 15m timeframes (buy 5, buy 15)
- Hourly: buy 60, buy 1h → 60
- 4-hour: buy 240, buy 4h → 240
- Daily: buy D, buy 1d → D
- Weekly/Monthly: buy W, buy M

Fixes:
- Default timeframe changed from '15' to '5' (5min is production)
- Added indicator version extraction (IND:v8)
- Proper conversion of hour/day notation to minutes
- Case-insensitive matching for D/W/M

Related: Multi-timeframe data collection system (execute endpoint saves
non-5min signals to BlockedSignal for cross-timeframe analysis). Now
15min signals from TradingView will be properly parsed and saved.

Files:
- workflows/trading/parse_signal_enhanced.json (updated regex + conversion)
- .github/copilot-instructions.md (documented supported formats)
2025-11-19 10:33:12 +01:00
mindesbunister
7788327a4e Update Parse Signal Enhanced for new alert format
- Changed regex from /\.P\s+(\d+)/ to /\b(buy|sell)\s+(\d+|D|W|M)\b/i
- Matches new format: 'ETH buy 15' instead of 'SOL buy .P 15'
- Supports all timeframes: 5, 15, 60, D (daily), W (weekly), M (monthly)
- Updated comment to reflect new format example
2025-11-01 11:12:38 +01:00
mindesbunister
830468d524 Implement signal quality scoring system
- Updated execute endpoint to store context metrics in database
- Updated CreateTradeParams interface with 5 context metrics
- Updated Prisma schema with rsiAtEntry and pricePositionAtEntry
- Ran migration: add_rsi_and_price_position_metrics
- Complete flow: TradingView → n8n → check-risk (scores) → execute (stores)
2025-10-30 19:31:32 +01:00