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
260 lines
7.9 KiB
Markdown
260 lines
7.9 KiB
Markdown
# Archived Documentation
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**Historical documentation for deprecated features and old system versions.**
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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 Kept for historical reference and learning from past decisions.
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---
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## 📦 What's Archived Here
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**Archived files are kept for:**
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1. **Historical reference** - Understanding past design decisions
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2. **Learning from failures** - Why certain approaches didn't work
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3. **Baseline comparisons** - Comparing new systems to old
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4. **Recovery information** - If rollback ever needed (rare)
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**Archived files are NOT:**
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- ❌ Active in production
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- ❌ Maintained or updated
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- ❌ Recommended for new implementations
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- ❌ Complete or fully accurate anymore
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---
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## 🗄️ Currently Archived (Examples)
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### **Indicator Versions (Replaced by v9)**
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**v5: Buy/Sell Signal Strategy**
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- **Period:** Pre-Nov 12, 2024
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- **Performance:** 36.4% WR, +$25.47 total
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- **Why replaced:** Poor win rate, basic signal detection
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- **Successor:** v6 HalfTrend + BarColor
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**v6: HalfTrend + BarColor**
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- **Period:** Nov 12-18, 2024
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- **Performance:** 48% WR, -$47.70 total
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- **Why replaced:** Marginal improvement, still underperforming
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- **Successor:** v8 Money Line Sticky Trend
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**v7: v6 with Toggles**
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- **Period:** Nov 2024 (minimal data)
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- **Performance:** Deprecated before significant data collected
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- **Why replaced:** No fundamental improvements over v6
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- **Successor:** v8 Money Line Sticky Trend
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**v8: Money Line Sticky Trend**
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- **Period:** Nov 18-26, 2024
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- **Performance:** 57.1% WR, +$262.70 (8 trades)
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- **Why replaced:** SHORT failures (5 oversold disasters), weak chop entry
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- **Key issues:**
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* RSI filter for SHORTs caught oversold (25-35 RSI) = wrong entries
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* Quality 80 signal at ADX 20.7 (weak chop) = stopped out
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- **Successor:** v9 Money Line with Momentum-Based SHORT Filter
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- **Lesson learned:** Oversold doesn't mean reversal, need momentum at tops
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**v10: Adaptive Position Scoring (REMOVED)**
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- **Period:** Nov 28, 2024 (1 day)
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- **Performance:** Parameter insensitivity (72 configs = identical $498.12 P&L)
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- **Why removed:** Bug in penalty logic, no edge over v9, added complexity
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- **Key issues:**
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* Price position penalty applied to 18.9% (should only apply to 40-60% chop)
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* No performance improvement despite added complexity
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* Violated "simpler is better" principle
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- **Lesson learned:** Parameter insensitivity indicates no real edge, just noise
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- **Status:** ✅ FULLY REMOVED (Nov 28, 2025)
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---
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## 🎯 Current Production System
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**v9: Money Line with MA Gap + Momentum SHORT Filter**
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- **Period:** Nov 26, 2025+
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- **Status:** ✅ PRODUCTION
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- **Key Features:**
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* MA Gap analysis (+5 to +15 quality points)
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* Momentum-Based SHORT filter (ADX ≥23, Position ≥60% OR ≤40% + Vol ≥2.0x)
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* Removed RSI filter for SHORTs (data showed RSI 50+ has 68.2% WR)
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* Quality thresholds: LONG ≥90, SHORT ≥80
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- **File:** `workflows/trading/moneyline_v9_ma_gap.pinescript`
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- **Documentation:** `../roadmaps/INDICATOR_V9_MA_GAP_ROADMAP.md`
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---
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## 📊 Performance Comparison
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### **Win Rate Evolution**
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```
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v5: 36.4% WR (baseline - poor)
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v6: 48.0% WR (+11.6% improvement)
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v8: 57.1% WR (+9.1% improvement)
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v9: TBD (expected >60% with momentum filter)
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```
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### **Key Learnings from Archived Versions**
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**From v5 → v6:**
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- Basic signal detection insufficient
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- Need trend confirmation (HalfTrend)
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- Color-based bar confirmation helps
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**From v6 → v8:**
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- 0.6% flip threshold prevents whipsaw
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- Momentum confirmation critical (not just price cross)
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- Anti-whipsaw logic needed (MA spacing)
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**From v8 → v9:**
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- **CRITICAL:** Don't short oversold (RSI 25-35)
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- Short momentum at tops (Position ≥60%)
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- ADX ≥23 filters weak chop (avoid ADX 20.7 disasters)
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- RSI 50+ SHORTs = 68.2% WR (best performance!)
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- Quality thresholds should differ by direction (LONG 90, SHORT 80)
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**From v10 attempt:**
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- Parameter insensitivity = no edge
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- Simpler systems often better than complex
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- Bug-free simple logic > buggy complex logic
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- Don't add complexity without proven edge
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---
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## 🔍 Finding Archived Information
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**By Feature:**
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- Old indicators → Check indicator version numbers (v5, v6, v7, v8, v10)
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- Deprecated systems → Look for "REMOVED" or "DEPRECATED" in filenames
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- Historical baselines → Compare performance metrics in docs
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**By Date:**
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- Pre-Nov 12, 2024 → v5 era
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- Nov 12-18, 2024 → v6 era
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- Nov 18-26, 2024 → v8 era
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- Nov 26, 2024+ → v9 era (current)
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**By Performance:**
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- Worst: v5 (36.4% WR)
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- Moderate: v6 (48% WR)
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- Good: v8 (57.1% WR)
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- Best: v9 (expected 60%+ WR)
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---
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## ⚠️ Using Archived Documentation
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**DO:**
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- ✅ Reference for historical context
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- ✅ Learn from past mistakes
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- ✅ Compare old vs new performance
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- ✅ Understand why changes were made
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**DON'T:**
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- ❌ Implement archived features in production
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- ❌ Assume archived docs are accurate for current system
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- ❌ Use archived parameters without validation
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- ❌ Copy code from archived implementations
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---
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## 📝 Archiving Process
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**When to Archive:**
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1. Feature completely replaced by newer system
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2. Performance proven inferior to current
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3. No longer maintained or updated
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4. Kept only for historical reference
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**How to Archive:**
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1. Move file to `docs/archived/` directory
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2. Add deprecation notice at top of file
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3. Update references in active docs
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4. Remove from main navigation
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5. Keep in git history (never delete)
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**Deprecation Notice Template:**
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```markdown
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# ⚠️ ARCHIVED - [Feature Name]
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**Status:** DEPRECATED (Replaced by [Successor])
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**Date Archived:** [Date]
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**Reason:** [Why replaced/removed]
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**For current system, see:** [Link to replacement docs]
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---
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[Original content below...]
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```
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---
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## 🗑️ What Gets Deleted vs Archived
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**Archived (Kept):**
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- ✅ Historical indicator versions
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- ✅ Deprecated but once-production features
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- ✅ Performance baselines and comparisons
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- ✅ Design decisions that didn't work out
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- ✅ Learning experiences worth documenting
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**Deleted (Removed):**
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- ❌ Temporary test files
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- ❌ Duplicate documentation
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- ❌ Incomplete drafts never used
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- ❌ Outdated troubleshooting for removed systems
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- ❌ Dead code with no historical value
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---
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## 📚 Historical Analysis Resources
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**Performance Tracking:**
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- Database: Trade table with `indicatorVersion` field
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- SQL queries: `WHERE indicatorVersion IN ('v5', 'v6', 'v8')`
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- Analytics UI: Compare tab shows version performance
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- CSV exports: Historical backtest results
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**Commit History:**
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```bash
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# Find when feature was archived
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git log --all --full-history -- "docs/archived/filename.md"
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# See original implementation
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git show [commit_hash]:path/to/original/file.ts
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# Compare versions
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git diff [old_commit] [new_commit] -- path/to/file
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```
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**Documentation Trail:**
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- Copilot instructions: Common Pitfalls section documents issues
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- Deployment docs: Show when features were removed
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- Roadmaps: Track feature evolution over time
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---
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## 🎓 Learning from History
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### **Successful Patterns**
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- **Iterative improvement:** v5 → v6 → v8 → v9 steady progress
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- **Data-driven decisions:** Each change validated with trade data
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- **Simple foundations:** v9 builds on v8 core, removes complexity
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- **Direction-specific logic:** LONG and SHORT need different filters
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### **Failed Patterns**
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- **Premature complexity:** v10 added complexity without proven edge
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- **Parameter insensitivity:** Identical results across configs = no edge
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- **Rigid filters:** RSI <35 for SHORT caught wrong phase (oversold)
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- **Ignoring direction differences:** Same thresholds for LONG/SHORT suboptimal
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### **Key Lessons**
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1. **Simple > Complex:** v9 removed RSI filter, improved performance
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2. **Test at scale:** 72 v10 configs with identical P&L = clear signal
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3. **Direction matters:** LONGs and SHORTs need different strategies
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4. **Data beats theory:** RSI 50+ SHORTs = 68.2% WR (counterintuitive)
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5. **Fix bugs quickly:** v10 removed after 1 day when bug discovered
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---
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See `../README.md` for overall documentation structure.
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