mindesbunister
f6424c4d04
config: Change fixed SL from 2.8% to 2.6%
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- config/trading.ts: stopLossPercent -2.8 → -2.6 (fallback SL)
- config/trading.ts: minSlPercent 2.8 → 2.6 (floor)
- config/trading.ts: maxSlPercent 2.8 → 2.6 (cap)
- moneyline_v11_2_strategy.pinescript: slPct default 2.8 → 2.6
Based on TradingView backtest data:
- SL 2.6%: 87.80% WR, +$766.21 P&L, PF 4.437
- Tighter SL preserves capital on losing trades
Did NOT implement dynamic breakeven (analysis showed -$50 P&L impact
when normalized to current $1,400 @ 7x leverage position size)
2026-01-12 13:09:47 +01:00
mindesbunister
96d1667ae6
feat: Complete pyramiding/position stacking implementation (ALL 7 phases)
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Phase 1: Configuration
- Added pyramiding config to trading.ts interface and defaults
- Added 6 ENV variables: ENABLE_PYRAMIDING, BASE_LEVERAGE, STACK_LEVERAGE,
MAX_LEVERAGE_TOTAL, MAX_PYRAMID_LEVELS, STACKING_WINDOW_MINUTES
Phase 2: Database Schema
- Added 5 Trade fields: pyramidLevel, parentTradeId, stackedAt,
totalLeverageAtEntry, isStackedPosition
- Added index on parentTradeId for pyramid group queries
Phase 3: Execute Endpoint
- Added findExistingPyramidBase() - finds active base trade within window
- Added canAddPyramidLevel() - validates pyramid conditions
- Stores pyramid metadata on new trades
Phase 4: Position Manager Core
- Added pyramidGroups Map for trade ID grouping
- Added addToPyramidGroup() - groups stacked trades by parent
- Added closeAllPyramidLevels() - unified exit for all levels
- Added getTotalPyramidLeverage() - calculates combined leverage
- All exit triggers now close entire pyramid group
Phase 5: Telegram Notifications
- Added sendPyramidStackNotification() - notifies on stack entry
- Added sendPyramidCloseNotification() - notifies on unified exit
Phase 6: Testing (25 tests, ALL PASSING)
- Pyramid Detection: 5 tests
- Pyramid Group Tracking: 4 tests
- Unified Exit: 4 tests
- Leverage Calculation: 4 tests
- Notification Context: 2 tests
- Edge Cases: 6 tests
Phase 7: Documentation
- Updated .github/copilot-instructions.md with full implementation details
- Updated docs/PYRAMIDING_IMPLEMENTATION_PLAN.md status to COMPLETE
Parameters: 4h window, 7x base/stack leverage, 14x max total, 2 max levels
Data-driven: 100% win rate for signals ≤72 bars apart in backtesting
2026-01-09 13:53:05 +01:00
mindesbunister
fa6f0a80bc
fix: Make strategy backtest LONG and SHORT independently (not reversals)
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CRITICAL BUG FIXED (Jan 2, 2026):
- Old backtest treated SHORT signal as 'exit LONG only' (reversal system)
- Live trading opens actual SHORT position = different outcome
- Backtest showed profit but live trading lost money due to mismatch
Changes:
- Added close_entries_rule='ANY' to strategy declaration
- Opposite signal now CLOSES current position first, then opens NEW
- Added 'Direction Mode' dropdown: Both / Long Only / Short Only
- Comments document the fix for future reference
This allows honest evaluation:
1. Run 'Both' mode to see true combined performance
2. Run 'Long Only' to see LONG-only results
3. Run 'Short Only' to see SHORT-only results (likely the problem area)
2026-01-02 19:18:55 +01:00
mindesbunister
ba1fe4433e
feat: Indicator score bypass - v11.2 sends SCORE:100 to bypass bot quality scoring
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Changes:
- moneyline_v11_2_indicator.pinescript: Alert format now includes SCORE:100
- parse_signal_enhanced.json: Added indicatorScore parsing (SCORE:X regex)
- execute/route.ts: Added hasIndicatorScore bypass (score >= 90 bypasses quality check)
- Money_Machine.json: Both Execute Trade nodes now pass indicatorScore to API
Rationale: v11.2 indicator filters already optimized (2.544 PF, +51.80% return).
Bot-side quality scoring was blocking proven profitable signals (e.g., quality 75).
Now indicator passes SCORE:100, bot respects it and executes immediately.
This completes the signal chain:
Indicator (SCORE:100) → n8n parser (indicatorScore) → workflow → bot endpoint (bypass)
2025-12-26 11:40:12 +01:00
