Enhanced Multi-Timeframe Price Tracking System documentation:
- Clarified that quality-blocked signals get tracked (not just timeframes)
- Added QUALITY_SCORE_TOO_LOW to blockReason types (Nov 21: threshold 91+)
- Included SQL query example for analyzing missed winners
- Decision Making section now covers threshold optimization
Context: User asked about 80-quality bounce play that shot up
- System correctly blocked it (ADX 16.6, quality 80 < 91 threshold)
- BlockedSignalTracker captures all price movement for 30 minutes
- Enables data-driven analysis: are we filtering too many winners?
- Stick with trend-following for now, let data accumulate for future optimization
Current tracker status: 8 tracked, 6 complete (75%), 50% TP1 hit rate