# V11 Test Parameter Sweep

Fast validation sweep for v11 "Money Line All Filters" indicator before full 65,536-combination optimization.

## Overview

**Purpose:** Verify v11 indicator produces valid backtest data with varied P&L before committing to 30-35 hour full sweep.

**Test Size:** 256 combinations (2^8 parameters)  
**Expected Runtime:** 6-25 minutes  
**Workers:** 2 × 27 cores (85% CPU limit)  
**Output:** CSV files + SQLite database

## Critical v11 Fix

**v9 Bug:** Filters were calculated but NOT applied to signals (broken logic)  
**v11 Fix:** ALL filters must pass for signal generation (lines 271-272 from pinescript)

```python
# v11: Filters actually applied
if adx_ok and volume_ok and rsi_ok and pos_ok and entry_buffer_ok:
    signals.append(...)  # Signal only fires when ALL conditions met
```

## Test Parameter Grid

8 parameters × 2 values each = 256 combinations:

| Parameter | Values | Purpose |
|-----------|--------|---------|
| `flip_threshold` | 0.5, 0.6 | % price must move to flip trend |
| `adx_min` | 18, 21 | Minimum ADX for trend strength |
| `long_pos_max` | 75, 80 | Max price position for longs (%) |
| `short_pos_min` | 20, 25 | Min price position for shorts (%) |
| `vol_min` | 0.8, 1.0 | Minimum volume ratio |
| `entry_buffer_atr` | 0.15, 0.20 | ATR buffer beyond Money Line |
| `rsi_long_min` | 35, 40 | RSI minimum for longs |
| `rsi_short_max` | 65, 70 | RSI maximum for shorts |

## Worker Configuration

### Worker 1 (pve-nu-monitor01)
- **Host:** root@10.10.254.106
- **Cores:** 27 (85% of 32 threads)
- **Availability:** 24/7 no restrictions
- **Workspace:** /home/comprehensive_sweep

### Worker 2 (pve-srvmon01)
- **Host:** root@10.20.254.100 (via Worker 1 SSH hop)
- **Cores:** 27 (85% of 32 threads)
- **Availability:** 
  - **Weekdays (Mon-Fri):** 6 PM - 8 AM only (nights)
  - **Weekends (Sat-Sun):** 24/7 at 85%
  - **Office hours (Mon-Fri 8am-6pm):** DISABLED
- **Workspace:** /home/backtest_dual/backtest

### Expected Performance

**Test sweep (256 combos):**
- Worker 1 only (weekday daytime): ~25 minutes
- Both workers (nights/weekends): ~12-15 minutes

**Full sweep (65,536 combos) - after test passes:**
- Optimal start: Friday 6 PM
- Completion: ~30-35 hours (by Tuesday morning)

## Usage

### Step 1: Deploy to Cluster

```bash
# On local machine
cd /home/icke/traderv4
rsync -avz --exclude 'node_modules' --exclude '.next' cluster/ root@10.10.254.106:/home/comprehensive_sweep/
rsync -avz backtester/ root@10.10.254.106:/home/comprehensive_sweep/backtester/
```

### Step 2: Launch Test Sweep

```bash
# SSH to Worker 1
ssh root@10.10.254.106

# Navigate to workspace
cd /home/comprehensive_sweep

# Launch coordinator
bash run_v11_test_sweep.sh
```

### Step 3: Monitor Progress

```bash
# Watch coordinator logs
tail -f coordinator_v11_test.log

# Check database status
sqlite3 exploration.db "SELECT id, status, assigned_worker FROM v11_test_chunks"

# Check completion
sqlite3 exploration.db "SELECT COUNT(*) FROM v11_test_strategies"
# Expected: 256

# View top results
sqlite3 exploration.db "SELECT params, pnl, total_trades FROM v11_test_strategies ORDER BY pnl DESC LIMIT 10"
```

## Output Files

### CSV Results

Location: `cluster/v11_test_results/`

Files:
- `v11_test_chunk_0000_results.csv` (128 combinations)
- `v11_test_chunk_0001_results.csv` (128 combinations)

Format:
```csv
flip_threshold,adx_min,long_pos_max,short_pos_min,vol_min,entry_buffer_atr,rsi_long_min,rsi_short_max,pnl,win_rate,profit_factor,max_drawdown,total_trades
0.5,18,75,20,0.8,0.15,35,65,245.32,58.3,1.245,125.40,48
...
```

### Database Tables

**v11_test_chunks:**
```sql
CREATE TABLE v11_test_chunks (
    id TEXT PRIMARY KEY,
    start_combo INTEGER,
    end_combo INTEGER,
    total_combos INTEGER,
    status TEXT,
    assigned_worker TEXT,
    started_at INTEGER,
    completed_at INTEGER
);
```

**v11_test_strategies:**
```sql
CREATE TABLE v11_test_strategies (
    id INTEGER PRIMARY KEY AUTOINCREMENT,
    chunk_id TEXT,
    params TEXT,
    pnl REAL,
    win_rate REAL,
    profit_factor REAL,
    max_drawdown REAL,
    total_trades INTEGER,
    FOREIGN KEY (chunk_id) REFERENCES v11_test_chunks(id)
);
```

## Verification Steps

After sweep completes (~6-25 minutes):

```bash
# 1. Check output files exist
ls -lh cluster/v11_test_results/
# Expected: 2 CSV files

# 2. Verify database has all strategies
sqlite3 cluster/exploration.db "SELECT COUNT(*) FROM v11_test_strategies"
# Expected: 256

# 3. Check for varied PnL (NOT all zeros like v9 bug)
head -10 cluster/v11_test_results/v11_test_chunk_0000_results.csv
# Should show different PnL values

# 4. View top 5 results
sqlite3 cluster/exploration.db "SELECT params, pnl, total_trades FROM v11_test_strategies ORDER BY pnl DESC LIMIT 5"
# Should show PnL > $0 and trades > 0

# 5. Check coordinator logs
tail -100 cluster/coordinator_v11_test.log
# Should show "V11 TEST SWEEP COMPLETE!"
```

## Success Criteria

✅ Completes in <30 minutes  
✅ CSV files have 256 rows total  
✅ PnL values are varied (not all zeros)  
✅ Database has 256 strategies  
✅ Top result shows PnL > $0 and trades > 0  
✅ Worker 2 respected office hours (if applicable)

## Telegram Notifications

Bot sends 3 notifications:

1. **Start:** When coordinator launches
   - Shows available workers
   - Worker 2 status (active or office hours)

2. **Completion:** When all chunks finish
   - Duration in minutes
   - Total strategies tested
   - Links to results

3. **Failure:** If coordinator crashes
   - Premature stop notification

## Troubleshooting

### Worker 2 Not Starting (Weekday Daytime)
**Expected:** Worker 2 is disabled Mon-Fri 8am-6pm for office hours  
**Action:** Wait until 6 PM or start on weekend for full 2-worker speed

### No Signals Generated (All Zero PnL)
**Symptom:** All PnL values are 0.0  
**Cause:** Filters too strict (blocks all signals)  
**Action:** This is the validation - if v11 produces zeros like v9, don't run full sweep

### SSH Timeout on Worker 2
**Symptom:** Worker 2 fails to deploy  
**Cause:** SSH hop connection issue  
**Action:** 
```bash
# Test connection manually
ssh -o ProxyJump=root@10.10.254.106 root@10.20.254.100 'hostname'
```

### Database Locked
**Symptom:** SQLite error "database is locked"  
**Cause:** Coordinator still running  
**Action:**
```bash
# Find coordinator PID
ps aux | grep v11_test_coordinator
# Kill gracefully
kill <PID>
```

## Next Steps After Test Passes

1. **User verifies data quality:**
   - PnL values varied (not all zeros)
   - Top results show positive P&L
   - Trade counts > 0

2. **If test PASSES:**
   - Create full 65,536-combo sweep coordinator
   - 4096 values per parameter (comprehensive grid)
   - Start Friday 6 PM for optimal weekend utilization
   - Complete by Tuesday morning (~30-35 hours)

3. **If test FAILS (all zeros):**
   - v11 filters may still be broken
   - Debug indicator logic
   - Compare with pinescript lines 271-272
   - Don't run full sweep until fixed

## Architecture

```
run_v11_test_sweep.sh
    ├── Initializes database (2 chunks)
    └── Launches v11_test_coordinator.py
            ├── Worker 1 (always available)
            │   └── v11_test_worker.py (27 cores)
            │       └── backtester/v11_moneyline_all_filters.py
            └── Worker 2 (office hours aware)
                └── v11_test_worker.py (27 cores)
                    └── backtester/v11_moneyline_all_filters.py
```

## Files

| File | Purpose | Lines |
|------|---------|-------|
| `run_v11_test_sweep.sh` | Launch script | 52 |
| `v11_test_coordinator.py` | Orchestrates sweep | 384 |
| `v11_test_worker.py` | Processes chunks | 296 |
| `backtester/v11_moneyline_all_filters.py` | Indicator logic | 335 |

## References

- **Pinescript:** `workflows/trading/moneyline_v11_all_filters.pinescript`
- **v9 Bug:** Filters calculated but not applied (lines 271-272 broken)
- **v9 Coordinator:** `cluster/v9_advanced_coordinator.py` (reference pattern)
- **Math Utils:** `backtester/math_utils.py` (ATR, ADX, RSI)
- **Simulator:** `backtester/simulator.py` (backtest engine)