/** * Signal Quality Scoring * * Unified quality scoring logic used by both check-risk and execute endpoints. * Ensures consistent scoring across the trading pipeline. */ export interface SignalQualityResult { score: number passed: boolean reasons: string[] } /** * Calculate signal quality score based on technical indicators * * Scoring breakdown: * - Base: 50 points * - ATR (volatility): -20 to +10 points * - ADX (trend strength): -15 to +15 points * - RSI (momentum): -10 to +10 points * - Volume: -10 to +15 points * - Price position: -15 to +5 points * - Volume breakout bonus: +10 points * * Total range: ~15-115 points (realistically 30-100) * Threshold: 60 points minimum for execution * * TIMEFRAME-AWARE SCORING: * - 5min charts have lower ADX/ATR thresholds (trends develop slower) * - Higher timeframes require stronger confirmation */ export function scoreSignalQuality(params: { atr: number adx: number rsi: number volumeRatio: number pricePosition: number direction: 'long' | 'short' timeframe?: string // "5" = 5min, "15" = 15min, "60" = 1H, "D" = daily minScore?: number // Configurable minimum score threshold }): SignalQualityResult { let score = 50 // Base score const reasons: string[] = [] // Determine if this is a short timeframe (5min, 15min) const is5minChart = params.timeframe === '5' const is15minChart = params.timeframe === '15' const isShortTimeframe = is5minChart || is15minChart // ATR check (volatility gate: 0.15% - 2.5%) if (params.atr > 0) { if (params.atr < 0.15) { score -= 15 reasons.push(`ATR too low (${params.atr.toFixed(2)}% - dead market)`) } else if (params.atr > 2.5) { score -= 20 reasons.push(`ATR too high (${params.atr.toFixed(2)}% - too volatile)`) } else if (params.atr >= 0.15 && params.atr < 0.4) { score += 5 reasons.push(`ATR moderate (${params.atr.toFixed(2)}%)`) } else { score += 10 reasons.push(`ATR healthy (${params.atr.toFixed(2)}%)`) } } // ADX check - TIMEFRAME AWARE (trend strength) // 5min/15min: 12-22 is healthy (trends develop slower) // 1H+: 18+ is healthy (stronger trends expected) if (params.adx > 0) { if (isShortTimeframe) { // 5min/15min thresholds if (params.adx > 22) { score += 15 reasons.push(`Strong trend for ${params.timeframe}min (ADX ${params.adx.toFixed(1)})`) } else if (params.adx < 12) { score -= 15 reasons.push(`Weak trend for ${params.timeframe}min (ADX ${params.adx.toFixed(1)})`) } else { score += 5 reasons.push(`Moderate trend for ${params.timeframe}min (ADX ${params.adx.toFixed(1)})`) } } else { // Higher timeframe thresholds (1H, 4H, D) if (params.adx > 25) { score += 15 reasons.push(`Strong trend (ADX ${params.adx.toFixed(1)})`) } else if (params.adx < 18) { score -= 15 reasons.push(`Weak trend (ADX ${params.adx.toFixed(1)})`) } else { score += 5 reasons.push(`Moderate trend (ADX ${params.adx.toFixed(1)})`) } } } // RSI check (momentum confirmation) if (params.rsi > 0) { if (params.direction === 'long') { if (params.rsi > 50 && params.rsi < 70) { score += 10 reasons.push(`RSI supports long (${params.rsi.toFixed(1)})`) } else if (params.rsi > 70) { score -= 10 reasons.push(`RSI overbought (${params.rsi.toFixed(1)})`) } } else { // short if (params.rsi < 50 && params.rsi > 30) { score += 10 reasons.push(`RSI supports short (${params.rsi.toFixed(1)})`) } else if (params.rsi < 30) { score -= 10 reasons.push(`RSI oversold (${params.rsi.toFixed(1)})`) } } } // Volume check (want > 1.0 = above average) if (params.volumeRatio > 0) { if (params.volumeRatio > 1.5) { score += 15 reasons.push(`Very strong volume (${params.volumeRatio.toFixed(2)}x avg)`) } else if (params.volumeRatio > 1.2) { score += 10 reasons.push(`Strong volume (${params.volumeRatio.toFixed(2)}x avg)`) } else if (params.volumeRatio < 0.8) { score -= 10 reasons.push(`Weak volume (${params.volumeRatio.toFixed(2)}x avg)`) } } // Price position check (avoid chasing vs breakout detection) if (params.pricePosition > 0) { if (params.direction === 'long' && params.pricePosition > 95) { // High volume breakout at range top can be good if (params.volumeRatio > 1.4) { score += 5 reasons.push(`Volume breakout at range top (${params.pricePosition.toFixed(0)}%, vol ${params.volumeRatio.toFixed(2)}x)`) } else { score -= 15 reasons.push(`Price near top of range (${params.pricePosition.toFixed(0)}%) - risky long`) } } else if (params.direction === 'short' && params.pricePosition < 5) { // High volume breakdown at range bottom can be good if (params.volumeRatio > 1.4) { score += 5 reasons.push(`Volume breakdown at range bottom (${params.pricePosition.toFixed(0)}%, vol ${params.volumeRatio.toFixed(2)}x)`) } else { score -= 15 reasons.push(`Price near bottom of range (${params.pricePosition.toFixed(0)}%) - risky short`) } } else { score += 5 reasons.push(`Price position OK (${params.pricePosition.toFixed(0)}%)`) } } // Volume breakout bonus (high volume can override other weaknesses) if (params.volumeRatio > 1.8 && params.atr < 0.6) { score += 10 reasons.push(`Volume breakout compensates for low ATR`) } const minScore = params.minScore || 60 const passed = score >= minScore return { score, passed, reasons, } }