trading_bot_v4/docs/archived

Archived Documentation

Historical documentation for deprecated features and old system versions.

This directory contains documentation for features that have been removed, deprecated, or replaced by newer systems. Kept for historical reference and learning from past decisions.

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📦 What's Archived Here

Archived files are kept for:

1. Historical reference - Understanding past design decisions
2. Learning from failures - Why certain approaches didn't work
3. Baseline comparisons - Comparing new systems to old
4. Recovery information - If rollback ever needed (rare)

Archived files are NOT:

• ❌ Active in production
• ❌ Maintained or updated
• ❌ Recommended for new implementations
• ❌ Complete or fully accurate anymore

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🗄️ Currently Archived (Examples)

Indicator Versions (Replaced by v9)

v5: Buy/Sell Signal Strategy

• Period: Pre-Nov 12, 2024
• Performance: 36.4% WR, +$25.47 total
• Why replaced: Poor win rate, basic signal detection
• Successor: v6 HalfTrend + BarColor

v6: HalfTrend + BarColor

• Period: Nov 12-18, 2024
• Performance: 48% WR, -$47.70 total
• Why replaced: Marginal improvement, still underperforming
• Successor: v8 Money Line Sticky Trend

v7: v6 with Toggles

• Period: Nov 2024 (minimal data)
• Performance: Deprecated before significant data collected
• Why replaced: No fundamental improvements over v6
• Successor: v8 Money Line Sticky Trend

v8: Money Line Sticky Trend

• Period: Nov 18-26, 2024
• Performance: 57.1% WR, +$262.70 (8 trades)
• Why replaced: SHORT failures (5 oversold disasters), weak chop entry
• Key issues:
  • RSI filter for SHORTs caught oversold (25-35 RSI) = wrong entries
  • Quality 80 signal at ADX 20.7 (weak chop) = stopped out
• Successor: v9 Money Line with Momentum-Based SHORT Filter
• Lesson learned: Oversold doesn't mean reversal, need momentum at tops

v10: Adaptive Position Scoring (REMOVED)

• Period: Nov 28, 2024 (1 day)
• Performance: Parameter insensitivity (72 configs = identical $498.12 P&L)
• Why removed: Bug in penalty logic, no edge over v9, added complexity
• Key issues:
  • Price position penalty applied to 18.9% (should only apply to 40-60% chop)
  • No performance improvement despite added complexity
  • Violated "simpler is better" principle
• Lesson learned: Parameter insensitivity indicates no real edge, just noise
• Status: ✅ FULLY REMOVED (Nov 28, 2025)

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🎯 Current Production System

v9: Money Line with MA Gap + Momentum SHORT Filter

• Period: Nov 26, 2025+
• Status: ✅ PRODUCTION
• Key Features:
  • MA Gap analysis (+5 to +15 quality points)
  • Momentum-Based SHORT filter (ADX ≥23, Position ≥60% OR ≤40% + Vol ≥2.0x)
  • Removed RSI filter for SHORTs (data showed RSI 50+ has 68.2% WR)
  • Quality thresholds: LONG ≥90, SHORT ≥80
• File: workflows/trading/moneyline_v9_ma_gap.pinescript
• Documentation: ../roadmaps/INDICATOR_V9_MA_GAP_ROADMAP.md

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📊 Performance Comparison

Win Rate Evolution

v5: 36.4% WR (baseline - poor)
v6: 48.0% WR (+11.6% improvement)
v8: 57.1% WR (+9.1% improvement)
v9: TBD (expected >60% with momentum filter)

Key Learnings from Archived Versions

From v5 → v6:

• Basic signal detection insufficient
• Need trend confirmation (HalfTrend)
• Color-based bar confirmation helps

From v6 → v8:

• 0.6% flip threshold prevents whipsaw
• Momentum confirmation critical (not just price cross)
• Anti-whipsaw logic needed (MA spacing)

From v8 → v9:

• CRITICAL: Don't short oversold (RSI 25-35)
• Short momentum at tops (Position ≥60%)
• ADX ≥23 filters weak chop (avoid ADX 20.7 disasters)
• RSI 50+ SHORTs = 68.2% WR (best performance!)
• Quality thresholds should differ by direction (LONG 90, SHORT 80)

From v10 attempt:

• Parameter insensitivity = no edge
• Simpler systems often better than complex
• Bug-free simple logic > buggy complex logic
• Don't add complexity without proven edge

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🔍 Finding Archived Information

By Feature:

• Old indicators → Check indicator version numbers (v5, v6, v7, v8, v10)
• Deprecated systems → Look for "REMOVED" or "DEPRECATED" in filenames
• Historical baselines → Compare performance metrics in docs

By Date:

• Pre-Nov 12, 2024 → v5 era
• Nov 12-18, 2024 → v6 era
• Nov 18-26, 2024 → v8 era
• Nov 26, 2024+ → v9 era (current)

By Performance:

• Worst: v5 (36.4% WR)
• Moderate: v6 (48% WR)
• Good: v8 (57.1% WR)
• Best: v9 (expected 60%+ WR)

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⚠️ Using Archived Documentation

DO:

• ✅ Reference for historical context
• ✅ Learn from past mistakes
• ✅ Compare old vs new performance
• ✅ Understand why changes were made

DON'T:

• ❌ Implement archived features in production
• ❌ Assume archived docs are accurate for current system
• ❌ Use archived parameters without validation
• ❌ Copy code from archived implementations

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📝 Archiving Process

When to Archive:

1. Feature completely replaced by newer system
2. Performance proven inferior to current
3. No longer maintained or updated
4. Kept only for historical reference

How to Archive:

1. Move file to docs/archived/ directory
2. Add deprecation notice at top of file
3. Update references in active docs
4. Remove from main navigation
5. Keep in git history (never delete)

Deprecation Notice Template:

# ⚠️ ARCHIVED - [Feature Name]

**Status:** DEPRECATED (Replaced by [Successor])
**Date Archived:** [Date]
**Reason:** [Why replaced/removed]

**For current system, see:** [Link to replacement docs]

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[Original content below...]

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🗑️ What Gets Deleted vs Archived

Archived (Kept):

• ✅ Historical indicator versions
• ✅ Deprecated but once-production features
• ✅ Performance baselines and comparisons
• ✅ Design decisions that didn't work out
• ✅ Learning experiences worth documenting

Deleted (Removed):

• ❌ Temporary test files
• ❌ Duplicate documentation
• ❌ Incomplete drafts never used
• ❌ Outdated troubleshooting for removed systems
• ❌ Dead code with no historical value

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📚 Historical Analysis Resources

Performance Tracking:

• Database: Trade table with indicatorVersion field
• SQL queries: WHERE indicatorVersion IN ('v5', 'v6', 'v8')
• Analytics UI: Compare tab shows version performance
• CSV exports: Historical backtest results

Commit History:

# Find when feature was archived
git log --all --full-history -- "docs/archived/filename.md"

# See original implementation
git show [commit_hash]:path/to/original/file.ts

# Compare versions
git diff [old_commit] [new_commit] -- path/to/file

Documentation Trail:

• Copilot instructions: Common Pitfalls section documents issues
• Deployment docs: Show when features were removed
• Roadmaps: Track feature evolution over time

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🎓 Learning from History

Successful Patterns

• Iterative improvement: v5 → v6 → v8 → v9 steady progress
• Data-driven decisions: Each change validated with trade data
• Simple foundations: v9 builds on v8 core, removes complexity
• Direction-specific logic: LONG and SHORT need different filters

Failed Patterns

• Premature complexity: v10 added complexity without proven edge
• Parameter insensitivity: Identical results across configs = no edge
• Rigid filters: RSI <35 for SHORT caught wrong phase (oversold)
• Ignoring direction differences: Same thresholds for LONG/SHORT suboptimal

Key Lessons

1. Simple > Complex: v9 removed RSI filter, improved performance
2. Test at scale: 72 v10 configs with identical P&L = clear signal
3. Direction matters: LONGs and SHORTs need different strategies
4. Data beats theory: RSI 50+ SHORTs = 68.2% WR (counterintuitive)
5. Fix bugs quickly: v10 removed after 1 day when bug discovered

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