Commit Graph

2 Commits

Author SHA1 Message Date
mindesbunister
f318b5161c docs: Add critical MA cross ADX pattern discovery (Nov 27, 2025)
JACKPOT FINDING: v8 signals arrive 35 minutes BEFORE actual crossover!

Timeline Evidence (Nov 27 Death Cross):
- 10:30 Berlin: Signal fires with ADX 22.5 (weak, blocked)
- ADX progression: 22.5 → 28.9 → 29.2 → 29.5 → 29.8 (35-minute climb)

Pattern Discovered:
- Early signals have weak ADX (below threshold)
- ADX strengthens DURING the crossover event
- 1-minute data captures this progression perfectly
- Smart Entry Timer + Phase 7.2 validation can catch strengthening

Validation Plan:
- Collect 5-10 more MA cross examples
- Verify pattern consistency (weak → strong ADX during cross)
- If consistent: Adjust quality scoring or timing logic

Impact:
- Proves v8 indicator timing is CORRECT (early detection)
- Explains why quality filter blocks these signals
- 1-minute monitoring validates the approach works

Files Updated:
- INDICATOR_V9_MA_GAP_ROADMAP.md (added Critical Finding section)
2025-11-27 16:18:40 +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