d2fbd125a0
CRITICAL BUG FIX: - Settings page saved MIN_SIGNAL_QUALITY_SCORE to .env but check-risk had hardcoded value - Now reads from config.minSignalQualityScore (defaults to 65, editable via /settings) - Prevents settings changes from being ignored after restart ANTI-CHOP FILTER FIXES: - Fixed volume breakout bonus conflicting with anti-chop filter - Volume breakout now requires ADX > 18 (trending market) - Prevents high volume + low ADX from getting rewarded instead of penalized - Anti-chop filter now properly blocks whipsaw traps at score 60 TESTING INFRASTRUCTURE: - Added backtest script showing +17.1% P&L improvement (saved $242 in losses) - Added test-signals.sh for comprehensive signal quality validation - Added test-recent-signals.sh for analyzing actual trading session signals - All tests passing: timeframe awareness, anti-chop, score thresholds CHANGES: - config/trading.ts: Added minSignalQualityScore to interface and defaults - app/api/trading/check-risk/route.ts: Use config value instead of hardcoded 65 - lib/trading/signal-quality.ts: Fixed volume breakout bonus logic - .env: Added MIN_SIGNAL_QUALITY_SCORE=65 - scripts/: Added comprehensive testing tools BACKTEST RESULTS (Last 30 trades): - Old system (score ≥60): $1,412.79 P&L - New system (score ≥65 + anti-chop): $1,654.79 P&L - Improvement: +$242.00 (+17.1%) - Blocked 5 losing trades, missed 0 winners
99 lines
3.2 KiB
Bash
Executable File
99 lines
3.2 KiB
Bash
Executable File
#!/bin/bash
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# Test the 4 most recent signals from the chart
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API_URL="http://localhost:3001/api/trading/check-risk"
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API_KEY="2a344f0149442c857fb56c038c0c7d1b113883b830bec792c76f1e0efa15d6bb"
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echo "=========================================="
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echo "TESTING LAST 4 SIGNALS FROM CHART"
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echo "=========================================="
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echo ""
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# Signal 1: 10:10:01 - LONG
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echo "1. 10:10:01 LONG - ADX:16.1, VOL:1.45"
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echo " SOL buy .P 5 | ATR:0.27 | ADX:16.1 | RSI:47.7 | VOL:1.45 | POS:42"
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curl -s -X POST "$API_URL" \
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-H "Authorization: Bearer $API_KEY" \
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-H "Content-Type: application/json" \
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-d '{
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"symbol": "SOL-PERP",
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"direction": "long",
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"timeframe": "5",
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"atr": 0.27,
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"adx": 16.1,
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"rsi": 47.7,
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"volumeRatio": 1.45,
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"pricePosition": 42
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}' | jq -r 'if .allowed then " ✅ PASS - Score: \(.qualityScore)/100" else " ❌ BLOCK - Score: \(.qualityScore)/100" end'
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echo " Market went UP - LONG would have WON ✓"
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echo ""
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# Signal 2: 10:05:00 - SHORT (you canceled this)
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echo "2. 10:05:00 SHORT - ADX:16.9, VOL:1.37"
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echo " SOL sell .P 5 | ATR:0.26 | ADX:16.9 | RSI:41.6 | VOL:1.37 | POS:24.3"
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curl -s -X POST "$API_URL" \
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-H "Authorization: Bearer $API_KEY" \
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-H "Content-Type: application/json" \
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-d '{
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"symbol": "SOL-PERP",
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"direction": "short",
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"timeframe": "5",
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"atr": 0.26,
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"adx": 16.9,
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"rsi": 41.6,
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"volumeRatio": 1.37,
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"pricePosition": 24.3
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}' | jq -r 'if .allowed then " ✅ PASS - Score: \(.qualityScore)/100" else " ❌ BLOCK - Score: \(.qualityScore)/100" end'
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echo " Market went UP - SHORT would have LOST ✗"
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echo ""
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# Signal 3: 09:35:01 - SHORT
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echo "3. 09:35:01 SHORT - ADX:12.8, VOL:1.52"
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echo " SOL sell .P 5 | ATR:0.27 | ADX:12.8 | RSI:39.4 | VOL:1.52 | POS:9.8"
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curl -s -X POST "$API_URL" \
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-H "Authorization: Bearer $API_KEY" \
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-H "Content-Type: application/json" \
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-d '{
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"symbol": "SOL-PERP",
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"direction": "short",
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"timeframe": "5",
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"atr": 0.27,
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"adx": 12.8,
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"rsi": 39.4,
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"volumeRatio": 1.52,
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"pricePosition": 9.8
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}' | jq -r 'if .allowed then " ✅ PASS - Score: \(.qualityScore)/100" else " ❌ BLOCK - Score: \(.qualityScore)/100" end'
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echo " Market went UP - SHORT would have LOST ✗"
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echo ""
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# Signal 4: 09:25:00 - LONG
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echo "4. 09:25:00 LONG - ADX:16.3, VOL:0.95"
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echo " SOL buy .P 5 | ATR:0.26 | ADX:16.3 | RSI:44.1 | VOL:0.95 | POS:28.6"
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curl -s -X POST "$API_URL" \
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-H "Authorization: Bearer $API_KEY" \
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-H "Content-Type: application/json" \
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-d '{
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"symbol": "SOL-PERP",
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"direction": "long",
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"timeframe": "5",
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"atr": 0.26,
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"adx": 16.3,
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"rsi": 44.1,
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"volumeRatio": 0.95,
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"pricePosition": 28.6
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}' | jq -r 'if .allowed then " ✅ PASS - Score: \(.qualityScore)/100" else " ❌ BLOCK - Score: \(.qualityScore)/100" end'
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echo " Market went UP - LONG would have WON ✓"
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echo ""
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echo "=========================================="
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echo "SUMMARY"
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echo "=========================================="
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echo ""
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echo "Market Direction: UP (166.85 → 168.22)"
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echo ""
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echo "Ideal Results:"
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echo " • LONG signals should PASS (correct direction)"
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echo " • SHORT signals should BLOCK (wrong direction)"
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echo ""
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