fix: Restore v11 to optimal parameters + create v11.2 IMPROVED
V11 RESTORATION (moneyline_v11_all_filters.pinescript):
- ADX minimum: 18 → 5 (exhaustive sweep optimal from 26,244 configs)
- RSI LONG: 58-68 → 55-70 (data-driven range captures momentum)
- Flip threshold: 0.15% (unchanged - user validated)
- Version: v11.2 → v11 (correct indicator version)
- Rationale: v11.2 emergency fix was too restrictive, created scattered signals
V11.2 IMPROVED CREATION (moneyline_v11_2_improved.pinescript):
- Flip threshold: 0.15 → 0.20% (tighter trend confirmation)
- ADX minimum: 5 → 12 (moderate between v11 permissive and emergency 18)
- RSI LONG: 55-70 → 56-69 (balanced quality improvement)
- RSI SHORT: 30-70 (unchanged - working well)
- Version: v11.2
- Goal: Quality signals without being overly restrictive
CONTEXT:
- User reported v11.2 emergency fix creating scattered low-quality signals
- Both files were identical (v11.2 parameters), lost v11 optimal values
- Exhaustive sweep: $4,158 PnL (72.5% WR, 1.755 PF) with ADX=5
- Real money system: $540 USDC capital, parameter changes affect profitability
FILES:
- v11_all_filters: Production indicator (restored to proven parameters)
- v11_2_improved: Experimental version (balanced improvements)
- v11_2_emergency_fix: Backup (preserved for reference)
Dec 17, 2025
178348d269