# Strategic Planning & Roadmaps

**Long-term strategic planning for Trading Bot v4 system enhancements.**

This directory contains all *ROADMAP*.md files documenting planned improvements across multiple optimization dimensions.

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## 🗺️ Active Roadmaps

### **Master Roadmap**
- `OPTIMIZATION_MASTER_ROADMAP.md` - **Consolidated strategic view**
  - 3 major initiatives: Signal Quality, Position Scaling, ATR-based TP
  - Combined impact: 35-40% P&L improvement when complete
  - Data collection phases with 50-100 trade validation requirements
  - **Status:** Phase 1 (data collection) across all three initiatives

### **Signal Quality**
- `SIGNAL_QUALITY_OPTIMIZATION_ROADMAP.md` - **Data-driven quality threshold optimization**
  - Phase 1: Collect 10-20 blocked signals (🔄 IN PROGRESS)
  - Phase 2: Analyze patterns, adjust thresholds (🔜 NEXT)
  - Phase 3: Dual-threshold system or quality-specific sizing
  - Phase 4: Automated price analysis for blocked signals
  - Phase 5: ML-based scoring weight optimization
  - **Goal:** Recover profitable setups currently blocked, filter true losers

### **Position Scaling**
- `POSITION_SCALING_ROADMAP.md` - **TP/SL and runner optimization**
  - Phase 1: ✅ COMPLETE - Data collection with quality scores
  - Phase 2: ATR-based dynamic targets (adapt to volatility)
  - Phase 3: Signal quality-based scaling (high quality = larger runners)
  - Phase 4: Direction-based optimization (shorts vs longs)
  - Phase 5: ✅ COMPLETE - TP2-as-runner system (40% runner with ATR trailing)
  - Phase 6: ML-based exit prediction
  - **Goal:** Capture more of winning moves, reduce stop-outs

### **ATR-Based Risk Management**
- `ATR_BASED_TP_ROADMAP.md` - **Volatility-adaptive TP/SL system**
  - Phase 1: ATR data collection from TradingView
  - Phase 2: ✅ COMPLETE - ATR-based TP/SL calculation (Nov 17, 2025)
  - Phase 3: Validation with 50+ trades
  - Phase 4: Per-symbol ATR calibration
  - **Goal:** Regime-agnostic targets (bull/bear markets adapt automatically)

### **1-Minute Data Enhancements**
- `1MIN_DATA_ENHANCEMENTS_ROADMAP.md` - **High-frequency data utilization**
  - Phase 7.1: Smart Entry Timing (pullback detection)
  - Phase 7.2: Revenge Trading System (90s confirmation, ADX-based)
  - Phase 7.3: ✅ DEPLOYED - Adaptive Trailing Stop with real-time ADX (Nov 27, 2025)
  - Phase 7.4: Multi-timeframe signal validation
  - **Goal:** Use 1-minute data for entry timing, trailing stop optimization

### **Indicator Evolution**
- `INDICATOR_V9_MA_GAP_ROADMAP.md` - **TradingView strategy development**
  - v9 Money Line: MA Gap analysis + Momentum SHORT Filter
  - Parameter optimization: 65,536 exhaustive sweep on EPYC cluster
  - Quality threshold tuning: LONG ≥90, SHORT ≥95
  - **Goal:** Maximum profitability while maintaining quality standards

### **High Availability**
- `HA_SETUP_ROADMAP.md` - **99.9%+ uptime infrastructure**
  - Phase 1-8: ✅ ALL COMPLETE (Nov 25, 2025)
  - Primary: srvdocker02 (95.216.52.28:3001)
  - Secondary: Hostinger (72.62.39.24:3001)
  - Database replication, DNS failover, auto-recovery
  - **Status:** Zero-downtime failover validated in production

---

## 📊 Roadmap Methodology

### **Phase Structure**
All roadmaps follow consistent phase naming:
- **Phase 1:** Data collection (50-100 trades typical)
- **Phase 2:** Analysis and pattern identification
- **Phase 3:** Implementation and testing
- **Phase 4:** Validation and optimization
- **Phase 5:** Production deployment
- **Phase 6+:** Advanced features (ML, automation)

### **Status Indicators**
- ✅ **COMPLETE:** Implemented, deployed, validated with production data
- 🔄 **IN PROGRESS:** Active development or data collection
- 🔜 **NEXT:** Planned for immediate future (within 1-2 weeks)
- 🎯 **FUTURE:** Planned but not yet started
- 🤖 **DISTANT:** Long-term goal (ML, advanced features)

### **Gating Criteria**
**Before moving to next phase:**
1. **Data requirement met:** Minimum sample size achieved (50-100 trades)
2. **SQL analysis complete:** Patterns identified, validated statistically
3. **User approval:** For parameter changes affecting risk/profitability
4. **Deployment verified:** Code deployed, container restarted, logs confirmed
5. **Documentation updated:** Roadmap status, copilot-instructions.md, deployment docs

---

## 🎯 Current Focus (Dec 2025)

### **Active Data Collection**
1. **Blocked Signals:** 0/20 target (need 10-20 for threshold analysis)
2. **v9 Indicator:** 10/100 trades (parameter optimization ongoing)
3. **Adaptive Leverage:** 5/50 trades (10x vs 5x tier validation)
4. **Smart Entry Queue:** 0/30 validations (pullback confirmation system)

### **Recently Completed**
- ✅ TP2-as-runner system (40% runner, ATR trailing)
- ✅ ATR-based TP/SL (regime-agnostic targets)
- ✅ Adaptive leverage (10x high quality, 5x borderline)
- ✅ Phase 7.3 adaptive trailing (real-time ADX monitoring)
- ✅ HA setup (zero-downtime failover)

### **Next Up**
1. **Quality threshold optimization** (LONG 90→?, SHORT 95→?)
2. **v9 parameter tuning** (65,536 combo EPYC sweep results)
3. **Multi-timeframe comparison** (5min vs 15min vs 1H)
4. **Smart Entry effectiveness** (±0.3% thresholds validation)

---

## 📝 Adding New Roadmaps

**When to create roadmap:**
- Multi-phase feature (>3 phases, >1 month duration)
- Strategic initiative affecting core system behavior
- Data collection requirement (need validation before production)
- User financial goals alignment needed

**Template Structure:**
```markdown
# [Feature Name] Roadmap

**Objective:** [One-line goal]
**Expected Impact:** [Dollar amount or % improvement]
**Duration:** [Estimated timeline]
**Status:** [Current phase]

---

## Phase 1: [Name] (Status Emoji)
**Objective:** [What to achieve]
**Duration:** [Time estimate]
**Data Required:** [Sample size]

### Tasks
- [ ] Task 1
- [ ] Task 2

### Success Criteria
- [Measurable outcome]

### Gating Decision
[What determines if we proceed to Phase 2]

---

## Phase 2-N: [Continue pattern]

---

## Progress Tracking
| Phase | Status | Start Date | End Date | Key Milestone |
|-------|--------|-----------|----------|---------------|
| Phase 1 | 🔄 IN PROGRESS | YYYY-MM-DD | - | 50 trades collected |

---

## Dependencies
- [Other roadmaps or features]

## Risks
- [Technical challenges]
- [Financial risks]

## Decision Points
- [Key decisions requiring user approval]
```

---

## 🔍 Finding Roadmap Info

**By Status:**
- Active → `OPTIMIZATION_MASTER_ROADMAP.md` (consolidated view)
- Complete → Check ✅ markers in individual roadmaps
- Next up → Look for 🔜 NEXT indicators
- Long-term → 🤖 DISTANT phases

**By Feature:**
- Quality → `SIGNAL_QUALITY_OPTIMIZATION_ROADMAP.md`
- Position sizing → `POSITION_SCALING_ROADMAP.md`
- ATR system → `ATR_BASED_TP_ROADMAP.md`
- 1-min data → `1MIN_DATA_ENHANCEMENTS_ROADMAP.md`
- Indicator → `INDICATOR_V9_MA_GAP_ROADMAP.md`
- Infrastructure → `HA_SETUP_ROADMAP.md`

**By Priority:**
1. **Critical path:** OPTIMIZATION_MASTER_ROADMAP.md
2. **Active development:** Any with 🔄 IN PROGRESS
3. **User-requested:** Check git commits for recent roadmap updates

---

## 📈 Progress Tracking

**Weekly Review:**
1. Update trade counts in data collection phases
2. Check SQL for analysis readiness (sample size thresholds)
3. Move phases from 🔄 to ✅ when complete
4. Update OPTIMIZATION_MASTER_ROADMAP.md combined impact estimates

**Monthly Review:**
1. Validate expected vs actual impact (did optimization deliver promised %)
2. Adjust future phase estimates based on actual results
3. Reprioritize roadmaps based on performance data
4. Archive completed roadmaps to docs/archived/

**Milestone Commits:**
```bash
git commit -m "roadmap: Phase X complete - [Feature Name]

- Data collection: X/Y trades
- Analysis results: [Key findings]
- Deployment: [Date]
- Impact: [Actual vs expected]

Next: Phase X+1 starting [Date]
"
```

---

## ⚠️ Important Notes

**Data-Driven Only:**
- Never implement Phase 3 without Phase 2 analysis complete
- Minimum 50 trades for statistical validity
- SQL queries required to prove assumptions

**User Approval Required:**
- Quality threshold changes
- Leverage adjustments
- Risk parameter modifications
- Position sizing changes

**Real Money System:**
- Every phase affects financial outcomes
- Conservative estimates (under-promise, over-deliver)
- Document both upside and downside scenarios
- Rollback procedures for every deployment

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See `../README.md` for overall documentation structure.