trading_bot_v4/docs/architecture/INDICATOR_VERSION_TRACKING.md

# Indicator Version Tracking System

**Date:** November 11, 2025  
**Purpose:** Track which Pine Script version generated each signal for comparative analysis

## Changes Made

### 1. Database Schema (`prisma/schema.prisma`)
Added `indicatorVersion` field to both tables:

```prisma
model Trade {
  // ... existing fields ...
  indicatorVersion  String? // Pine Script version (v5, v6, etc.)
}

model BlockedSignal {
  // ... existing fields ...
  indicatorVersion  String? // Pine Script version (v5, v6, etc.)
}
```

### 2. Pine Script v6 (`moneyline_v6_improved.pinescript`)
Added version identifier to alert messages:

```pinescript
// Line 245-247
indicatorVer = "v6"

// Alert messages now include: | IND:v6
longAlertMsg = "SOL buy 5 | ATR:0.45 | ADX:28.3 | RSI:62.5 | VOL:1.45 | POS:75.3 | IND:v6"
shortAlertMsg = "SOL sell 5 | ATR:0.45 | ADX:28.3 | RSI:62.5 | VOL:1.45 | POS:75.3 | IND:v6"
```

### 3. n8n Workflow Update (REQUIRED)

**File:** `workflows/trading/Money_Machine.json`  
**Node:** `Parse Signal Enhanced` (JavaScript code)

**Add this code after the pricePosition extraction:**

```javascript
// Extract indicator version (v5, v6, etc.)
const indicatorMatch = body.match(/IND:([a-z0-9]+)/i);
const indicatorVersion = indicatorMatch ? indicatorMatch[1] : 'v5'; // Default to v5 for old signals

return {
  rawMessage: body,
  symbol,
  direction,
  timeframe,
  // Context fields
  atr,
  adx,
  rsi,
  volumeRatio,
  pricePosition,
  // NEW: Indicator version
  indicatorVersion
};
```

**Then update the HTTP request nodes to include it:**

**Check Risk Request:**
```json
{
  "symbol": "{{ $('Parse Signal Enhanced').item.json.symbol }}",
  "direction": "{{ $('Parse Signal Enhanced').item.json.direction }}",
  "timeframe": "{{ $('Parse Signal Enhanced').item.json.timeframe }}",
  "atr": {{ $('Parse Signal Enhanced').item.json.atr }},
  "adx": {{ $('Parse Signal Enhanced').item.json.adx }},
  "rsi": {{ $('Parse Signal Enhanced').item.json.rsi }},
  "volumeRatio": {{ $('Parse Signal Enhanced').item.json.volumeRatio }},
  "pricePosition": {{ $('Parse Signal Enhanced').item.json.pricePosition }},
  "indicatorVersion": "{{ $('Parse Signal Enhanced').item.json.indicatorVersion }}"
}
```

**Execute Trade Request:** (same addition)

### 4. API Endpoints Update (REQUIRED)

**Files to update:**
- `app/api/trading/check-risk/route.ts`
- `app/api/trading/execute/route.ts`

**Add to request body interface:**
```typescript
interface RequestBody {
  symbol: string
  direction: 'long' | 'short'
  timeframe?: string
  atr?: number
  adx?: number
  rsi?: number
  volumeRatio?: number
  pricePosition?: number
  indicatorVersion?: string  // NEW
}
```

**Pass to database functions:**
```typescript
await createTrade({
  // ... existing params ...
  indicatorVersion: body.indicatorVersion || 'v5'
})

await createBlockedSignal({
  // ... existing params ...
  indicatorVersion: body.indicatorVersion || 'v5'
})
```

## Database Migration

Run this to apply schema changes:

```bash
# Generate Prisma client with new fields
npx prisma generate

# Push schema to database
npx prisma db push

# Rebuild Docker container
docker compose build trading-bot
docker compose up -d trading-bot
```

## Analysis Queries

### Compare v5 vs v6 Performance

```sql
-- Executed trades by indicator version
SELECT 
  indicatorVersion,
  COUNT(*) as trades,
  ROUND(AVG(realizedPnL)::numeric, 2) as avg_pnl,
  ROUND(SUM(realizedPnL)::numeric, 2) as total_pnl,
  ROUND(100.0 * SUM(CASE WHEN realizedPnL > 0 THEN 1 ELSE 0 END) / COUNT(*)::numeric, 1) as win_rate
FROM "Trade"
WHERE exitReason IS NOT NULL
  AND indicatorVersion IS NOT NULL
GROUP BY indicatorVersion
ORDER BY indicatorVersion;
```

### Blocked signals by version

```sql
-- Blocked signals by indicator version
SELECT 
  indicatorVersion,
  COUNT(*) as blocked_count,
  ROUND(AVG(signalQualityScore)::numeric, 1) as avg_score,
  blockReason,
  COUNT(*) as count_per_reason
FROM "BlockedSignal"
WHERE indicatorVersion IS NOT NULL
GROUP BY indicatorVersion, blockReason
ORDER BY indicatorVersion, count_per_reason DESC;
```

### v6 effectiveness check

```sql
-- Did v6 reduce blocked signals at range extremes?
SELECT 
  indicatorVersion,
  CASE 
    WHEN pricePosition < 15 OR pricePosition > 85 THEN 'Range Extreme'
    ELSE 'Normal Range'
  END as position_type,
  COUNT(*) as count
FROM "BlockedSignal"
WHERE indicatorVersion IN ('v5', 'v6')
  AND pricePosition IS NOT NULL
GROUP BY indicatorVersion, position_type
ORDER BY indicatorVersion, position_type;
```

## Expected Results

**v5 signals:**
- Should show more blocked signals at range extremes (< 15% or > 85%)
- Higher percentage of signals blocked for QUALITY_SCORE_TOO_LOW

**v6 signals:**
- Should show fewer/zero blocked signals at range extremes (filtered in Pine Script)
- Higher average quality scores
- Most signals should score 70+

## Rollback Plan

If v6 performs worse:

1. **Revert Pine Script:** Change `indicatorVer = "v5"` in v6 script
2. **Or use v5 script:** Just switch back to `moneyline_v5_final.pinescript`
3. **Database keeps working:** Old signals tagged as v5, new as v6
4. **Analysis remains valid:** Can compare both versions historically

## Testing Checklist

- [ ] Database schema updated (`npx prisma db push`)
- [ ] Prisma client regenerated (`npx prisma generate`)
- [ ] Docker container rebuilt
- [ ] n8n workflow updated (Parse Signal Enhanced node)
- [ ] n8n HTTP requests updated (Check Risk + Execute Trade)
- [ ] v6 Pine Script deployed to TradingView
- [ ] Test signal fires and `indicatorVersion` appears in database
- [ ] SQL queries return v6 data correctly

## Notes

- **Backward compatible:** Old signals without version default to 'v5'
- **No data loss:** Existing trades remain unchanged
- **Immediate effect:** Once n8n updated, all new signals tagged with version
- **Analysis ready:** Can compare v5 vs v6 after 10+ signals each

---

**Status:** Database and Pine Script updated. n8n workflow update REQUIRED before v6 tracking works.