dc674ec6d5
- Create moneyline_1min_price_feed.pinescript (70% smaller payload) - Remove ATR/ADX/RSI/VOL/POS from 1-minute alerts (not used for decisions) - Keep only price + symbol + timeframe for market data cache - Document rationale in docs/1MIN_SIMPLIFIED_FEED.md - Fix: 5-minute trading signals being dropped due to 1-minute flood (60/hour) - Impact: Preserve priority for actual trading signals
255 lines
8.4 KiB
Markdown
255 lines
8.4 KiB
Markdown
# Strategic Planning & Roadmaps
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**Long-term strategic planning for Trading Bot v4 system enhancements.**
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This directory contains all *ROADMAP*.md files documenting planned improvements across multiple optimization dimensions.
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---
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## 🗺️ Active Roadmaps
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### **Master Roadmap**
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- `OPTIMIZATION_MASTER_ROADMAP.md` - **Consolidated strategic view**
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- 3 major initiatives: Signal Quality, Position Scaling, ATR-based TP
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- Combined impact: 35-40% P&L improvement when complete
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- Data collection phases with 50-100 trade validation requirements
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- **Status:** Phase 1 (data collection) across all three initiatives
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### **Signal Quality**
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- `SIGNAL_QUALITY_OPTIMIZATION_ROADMAP.md` - **Data-driven quality threshold optimization**
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- Phase 1: Collect 10-20 blocked signals (🔄 IN PROGRESS)
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- Phase 2: Analyze patterns, adjust thresholds (🔜 NEXT)
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- Phase 3: Dual-threshold system or quality-specific sizing
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- Phase 4: Automated price analysis for blocked signals
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- Phase 5: ML-based scoring weight optimization
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- **Goal:** Recover profitable setups currently blocked, filter true losers
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### **Position Scaling**
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- `POSITION_SCALING_ROADMAP.md` - **TP/SL and runner optimization**
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- Phase 1: ✅ COMPLETE - Data collection with quality scores
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- Phase 2: ATR-based dynamic targets (adapt to volatility)
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- Phase 3: Signal quality-based scaling (high quality = larger runners)
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- Phase 4: Direction-based optimization (shorts vs longs)
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- Phase 5: ✅ COMPLETE - TP2-as-runner system (40% runner with ATR trailing)
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- Phase 6: ML-based exit prediction
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- **Goal:** Capture more of winning moves, reduce stop-outs
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### **ATR-Based Risk Management**
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- `ATR_BASED_TP_ROADMAP.md` - **Volatility-adaptive TP/SL system**
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- Phase 1: ATR data collection from TradingView
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- Phase 2: ✅ COMPLETE - ATR-based TP/SL calculation (Nov 17, 2025)
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- Phase 3: Validation with 50+ trades
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- Phase 4: Per-symbol ATR calibration
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- **Goal:** Regime-agnostic targets (bull/bear markets adapt automatically)
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### **1-Minute Data Enhancements**
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- `1MIN_DATA_ENHANCEMENTS_ROADMAP.md` - **High-frequency data utilization**
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- Phase 7.1: Smart Entry Timing (pullback detection)
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- Phase 7.2: Revenge Trading System (90s confirmation, ADX-based)
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- Phase 7.3: ✅ DEPLOYED - Adaptive Trailing Stop with real-time ADX (Nov 27, 2025)
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- Phase 7.4: Multi-timeframe signal validation
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- **Goal:** Use 1-minute data for entry timing, trailing stop optimization
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### **Indicator Evolution**
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- `INDICATOR_V9_MA_GAP_ROADMAP.md` - **TradingView strategy development**
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- v9 Money Line: MA Gap analysis + Momentum SHORT Filter
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- Parameter optimization: 65,536 exhaustive sweep on EPYC cluster
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- Quality threshold tuning: LONG ≥90, SHORT ≥95
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- **Goal:** Maximum profitability while maintaining quality standards
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### **High Availability**
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- `HA_SETUP_ROADMAP.md` - **99.9%+ uptime infrastructure**
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- Phase 1-8: ✅ ALL COMPLETE (Nov 25, 2025)
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- Primary: srvdocker02 (95.216.52.28:3001)
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- Secondary: Hostinger (72.62.39.24:3001)
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- Database replication, DNS failover, auto-recovery
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- **Status:** Zero-downtime failover validated in production
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---
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## 📊 Roadmap Methodology
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### **Phase Structure**
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All roadmaps follow consistent phase naming:
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- **Phase 1:** Data collection (50-100 trades typical)
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- **Phase 2:** Analysis and pattern identification
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- **Phase 3:** Implementation and testing
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- **Phase 4:** Validation and optimization
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- **Phase 5:** Production deployment
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- **Phase 6+:** Advanced features (ML, automation)
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### **Status Indicators**
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- ✅ **COMPLETE:** Implemented, deployed, validated with production data
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- 🔄 **IN PROGRESS:** Active development or data collection
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- 🔜 **NEXT:** Planned for immediate future (within 1-2 weeks)
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- 🎯 **FUTURE:** Planned but not yet started
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- 🤖 **DISTANT:** Long-term goal (ML, advanced features)
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### **Gating Criteria**
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**Before moving to next phase:**
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1. **Data requirement met:** Minimum sample size achieved (50-100 trades)
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2. **SQL analysis complete:** Patterns identified, validated statistically
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3. **User approval:** For parameter changes affecting risk/profitability
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4. **Deployment verified:** Code deployed, container restarted, logs confirmed
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5. **Documentation updated:** Roadmap status, copilot-instructions.md, deployment docs
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---
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## 🎯 Current Focus (Dec 2025)
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### **Active Data Collection**
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1. **Blocked Signals:** 0/20 target (need 10-20 for threshold analysis)
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2. **v9 Indicator:** 10/100 trades (parameter optimization ongoing)
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3. **Adaptive Leverage:** 5/50 trades (10x vs 5x tier validation)
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4. **Smart Entry Queue:** 0/30 validations (pullback confirmation system)
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### **Recently Completed**
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- ✅ TP2-as-runner system (40% runner, ATR trailing)
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- ✅ ATR-based TP/SL (regime-agnostic targets)
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- ✅ Adaptive leverage (10x high quality, 5x borderline)
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- ✅ Phase 7.3 adaptive trailing (real-time ADX monitoring)
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- ✅ HA setup (zero-downtime failover)
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### **Next Up**
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1. **Quality threshold optimization** (LONG 90→?, SHORT 95→?)
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2. **v9 parameter tuning** (65,536 combo EPYC sweep results)
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3. **Multi-timeframe comparison** (5min vs 15min vs 1H)
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4. **Smart Entry effectiveness** (±0.3% thresholds validation)
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---
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## 📝 Adding New Roadmaps
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**When to create roadmap:**
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- Multi-phase feature (>3 phases, >1 month duration)
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- Strategic initiative affecting core system behavior
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- Data collection requirement (need validation before production)
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- User financial goals alignment needed
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**Template Structure:**
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```markdown
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# [Feature Name] Roadmap
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**Objective:** [One-line goal]
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**Expected Impact:** [Dollar amount or % improvement]
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**Duration:** [Estimated timeline]
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**Status:** [Current phase]
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---
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## Phase 1: [Name] (Status Emoji)
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**Objective:** [What to achieve]
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**Duration:** [Time estimate]
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**Data Required:** [Sample size]
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### Tasks
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- [ ] Task 1
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- [ ] Task 2
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### Success Criteria
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- [Measurable outcome]
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### Gating Decision
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[What determines if we proceed to Phase 2]
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---
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## Phase 2-N: [Continue pattern]
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---
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## Progress Tracking
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| Phase | Status | Start Date | End Date | Key Milestone |
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|-------|--------|-----------|----------|---------------|
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| Phase 1 | 🔄 IN PROGRESS | YYYY-MM-DD | - | 50 trades collected |
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---
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## Dependencies
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- [Other roadmaps or features]
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## Risks
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- [Technical challenges]
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- [Financial risks]
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## Decision Points
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- [Key decisions requiring user approval]
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```
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---
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## 🔍 Finding Roadmap Info
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**By Status:**
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- Active → `OPTIMIZATION_MASTER_ROADMAP.md` (consolidated view)
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- Complete → Check ✅ markers in individual roadmaps
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- Next up → Look for 🔜 NEXT indicators
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- Long-term → 🤖 DISTANT phases
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**By Feature:**
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- Quality → `SIGNAL_QUALITY_OPTIMIZATION_ROADMAP.md`
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- Position sizing → `POSITION_SCALING_ROADMAP.md`
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- ATR system → `ATR_BASED_TP_ROADMAP.md`
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- 1-min data → `1MIN_DATA_ENHANCEMENTS_ROADMAP.md`
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- Indicator → `INDICATOR_V9_MA_GAP_ROADMAP.md`
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- Infrastructure → `HA_SETUP_ROADMAP.md`
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**By Priority:**
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1. **Critical path:** OPTIMIZATION_MASTER_ROADMAP.md
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2. **Active development:** Any with 🔄 IN PROGRESS
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3. **User-requested:** Check git commits for recent roadmap updates
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---
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## 📈 Progress Tracking
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**Weekly Review:**
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1. Update trade counts in data collection phases
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2. Check SQL for analysis readiness (sample size thresholds)
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3. Move phases from 🔄 to ✅ when complete
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4. Update OPTIMIZATION_MASTER_ROADMAP.md combined impact estimates
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**Monthly Review:**
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1. Validate expected vs actual impact (did optimization deliver promised %)
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2. Adjust future phase estimates based on actual results
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3. Reprioritize roadmaps based on performance data
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4. Archive completed roadmaps to docs/archived/
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**Milestone Commits:**
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```bash
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git commit -m "roadmap: Phase X complete - [Feature Name]
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- Data collection: X/Y trades
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- Analysis results: [Key findings]
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- Deployment: [Date]
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- Impact: [Actual vs expected]
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Next: Phase X+1 starting [Date]
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"
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```
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---
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## ⚠️ Important Notes
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**Data-Driven Only:**
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- Never implement Phase 3 without Phase 2 analysis complete
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- Minimum 50 trades for statistical validity
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- SQL queries required to prove assumptions
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**User Approval Required:**
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- Quality threshold changes
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- Leverage adjustments
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- Risk parameter modifications
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- Position sizing changes
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**Real Money System:**
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- Every phase affects financial outcomes
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- Conservative estimates (under-promise, over-deliver)
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- Document both upside and downside scenarios
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- Rollback procedures for every deployment
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---
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See `../README.md` for overall documentation structure.
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