trading_bot_v4/docs/roadmaps

Strategic Planning & Roadmaps

Long-term strategic planning for Trading Bot v4 system enhancements.

This directory contains all ROADMAP.md files documenting planned improvements across multiple optimization dimensions.

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🗺️ Active Roadmaps

Master Roadmap

• OPTIMIZATION_MASTER_ROADMAP.md - Consolidated strategic view
  • 3 major initiatives: Signal Quality, Position Scaling, ATR-based TP
  • Combined impact: 35-40% P&L improvement when complete
  • Data collection phases with 50-100 trade validation requirements
  • Status: Phase 1 (data collection) across all three initiatives

Signal Quality

• SIGNAL_QUALITY_OPTIMIZATION_ROADMAP.md - Data-driven quality threshold optimization
  • Phase 1: Collect 10-20 blocked signals (🔄 IN PROGRESS)
  • Phase 2: Analyze patterns, adjust thresholds (🔜 NEXT)
  • Phase 3: Dual-threshold system or quality-specific sizing
  • Phase 4: Automated price analysis for blocked signals
  • Phase 5: ML-based scoring weight optimization
  • Goal: Recover profitable setups currently blocked, filter true losers

Position Scaling

• POSITION_SCALING_ROADMAP.md - TP/SL and runner optimization
  • Phase 1: ✅ COMPLETE - Data collection with quality scores
  • Phase 2: ATR-based dynamic targets (adapt to volatility)
  • Phase 3: Signal quality-based scaling (high quality = larger runners)
  • Phase 4: Direction-based optimization (shorts vs longs)
  • Phase 5: ✅ COMPLETE - TP2-as-runner system (40% runner with ATR trailing)
  • Phase 6: ML-based exit prediction
  • Goal: Capture more of winning moves, reduce stop-outs

ATR-Based Risk Management

• ATR_BASED_TP_ROADMAP.md - Volatility-adaptive TP/SL system
  • Phase 1: ATR data collection from TradingView
  • Phase 2: ✅ COMPLETE - ATR-based TP/SL calculation (Nov 17, 2025)
  • Phase 3: Validation with 50+ trades
  • Phase 4: Per-symbol ATR calibration
  • Goal: Regime-agnostic targets (bull/bear markets adapt automatically)

1-Minute Data Enhancements

• 1MIN_DATA_ENHANCEMENTS_ROADMAP.md - High-frequency data utilization
  • Phase 7.1: Smart Entry Timing (pullback detection)
  • Phase 7.2: Revenge Trading System (90s confirmation, ADX-based)
  • Phase 7.3: ✅ DEPLOYED - Adaptive Trailing Stop with real-time ADX (Nov 27, 2025)
  • Phase 7.4: Multi-timeframe signal validation
  • Goal: Use 1-minute data for entry timing, trailing stop optimization

Indicator Evolution

• INDICATOR_V9_MA_GAP_ROADMAP.md - TradingView strategy development
  • v9 Money Line: MA Gap analysis + Momentum SHORT Filter
  • Parameter optimization: 65,536 exhaustive sweep on EPYC cluster
  • Quality threshold tuning: LONG ≥90, SHORT ≥95
  • Goal: Maximum profitability while maintaining quality standards

High Availability

• HA_SETUP_ROADMAP.md - 99.9%+ uptime infrastructure
  • Phase 1-8: ✅ ALL COMPLETE (Nov 25, 2025)
  • Primary: srvdocker02 (95.216.52.28:3001)
  • Secondary: Hostinger (72.62.39.24:3001)
  • Database replication, DNS failover, auto-recovery
  • Status: Zero-downtime failover validated in production

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📊 Roadmap Methodology

Phase Structure

All roadmaps follow consistent phase naming:

• Phase 1: Data collection (50-100 trades typical)
• Phase 2: Analysis and pattern identification
• Phase 3: Implementation and testing
• Phase 4: Validation and optimization
• Phase 5: Production deployment
• Phase 6+: Advanced features (ML, automation)

Status Indicators

• ✅ COMPLETE: Implemented, deployed, validated with production data
• 🔄 IN PROGRESS: Active development or data collection
• 🔜 NEXT: Planned for immediate future (within 1-2 weeks)
• 🎯 FUTURE: Planned but not yet started
• 🤖 DISTANT: Long-term goal (ML, advanced features)

Gating Criteria

Before moving to next phase:

1. Data requirement met: Minimum sample size achieved (50-100 trades)
2. SQL analysis complete: Patterns identified, validated statistically
3. User approval: For parameter changes affecting risk/profitability
4. Deployment verified: Code deployed, container restarted, logs confirmed
5. Documentation updated: Roadmap status, copilot-instructions.md, deployment docs

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🎯 Current Focus (Dec 2025)

Active Data Collection

1. Blocked Signals: 0/20 target (need 10-20 for threshold analysis)
2. v9 Indicator: 10/100 trades (parameter optimization ongoing)
3. Adaptive Leverage: 5/50 trades (10x vs 5x tier validation)
4. Smart Entry Queue: 0/30 validations (pullback confirmation system)

Recently Completed

• ✅ TP2-as-runner system (40% runner, ATR trailing)
• ✅ ATR-based TP/SL (regime-agnostic targets)
• ✅ Adaptive leverage (10x high quality, 5x borderline)
• ✅ Phase 7.3 adaptive trailing (real-time ADX monitoring)
• ✅ HA setup (zero-downtime failover)

Next Up

1. Quality threshold optimization (LONG 90→?, SHORT 95→?)
2. v9 parameter tuning (65,536 combo EPYC sweep results)
3. Multi-timeframe comparison (5min vs 15min vs 1H)
4. Smart Entry effectiveness (±0.3% thresholds validation)

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📝 Adding New Roadmaps

When to create roadmap:

• Multi-phase feature (>3 phases, >1 month duration)
• Strategic initiative affecting core system behavior
• Data collection requirement (need validation before production)
• User financial goals alignment needed

Template Structure:

# [Feature Name] Roadmap

**Objective:** [One-line goal]
**Expected Impact:** [Dollar amount or % improvement]
**Duration:** [Estimated timeline]
**Status:** [Current phase]

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## Phase 1: [Name] (Status Emoji)
**Objective:** [What to achieve]
**Duration:** [Time estimate]
**Data Required:** [Sample size]

### Tasks
- [ ] Task 1
- [ ] Task 2

### Success Criteria
- [Measurable outcome]

### Gating Decision
[What determines if we proceed to Phase 2]

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## Phase 2-N: [Continue pattern]

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## Progress Tracking
| Phase | Status | Start Date | End Date | Key Milestone |
|-------|--------|-----------|----------|---------------|
| Phase 1 | 🔄 IN PROGRESS | YYYY-MM-DD | - | 50 trades collected |

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## Dependencies
- [Other roadmaps or features]

## Risks
- [Technical challenges]
- [Financial risks]

## Decision Points
- [Key decisions requiring user approval]

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🔍 Finding Roadmap Info

By Status:

• Active → OPTIMIZATION_MASTER_ROADMAP.md (consolidated view)
• Complete → Check ✅ markers in individual roadmaps
• Next up → Look for 🔜 NEXT indicators
• Long-term → 🤖 DISTANT phases

By Feature:

• Quality → SIGNAL_QUALITY_OPTIMIZATION_ROADMAP.md
• Position sizing → POSITION_SCALING_ROADMAP.md
• ATR system → ATR_BASED_TP_ROADMAP.md
• 1-min data → 1MIN_DATA_ENHANCEMENTS_ROADMAP.md
• Indicator → INDICATOR_V9_MA_GAP_ROADMAP.md
• Infrastructure → HA_SETUP_ROADMAP.md

By Priority:

1. Critical path: OPTIMIZATION_MASTER_ROADMAP.md
2. Active development: Any with 🔄 IN PROGRESS
3. User-requested: Check git commits for recent roadmap updates

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📈 Progress Tracking

Weekly Review:

1. Update trade counts in data collection phases
2. Check SQL for analysis readiness (sample size thresholds)
3. Move phases from 🔄 to ✅ when complete
4. Update OPTIMIZATION_MASTER_ROADMAP.md combined impact estimates

Monthly Review:

1. Validate expected vs actual impact (did optimization deliver promised %)
2. Adjust future phase estimates based on actual results
3. Reprioritize roadmaps based on performance data
4. Archive completed roadmaps to docs/archived/

Milestone Commits:

git commit -m "roadmap: Phase X complete - [Feature Name]

- Data collection: X/Y trades
- Analysis results: [Key findings]
- Deployment: [Date]
- Impact: [Actual vs expected]

Next: Phase X+1 starting [Date]
"

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⚠️ Important Notes

Data-Driven Only:

• Never implement Phase 3 without Phase 2 analysis complete
• Minimum 50 trades for statistical validity
• SQL queries required to prove assumptions

User Approval Required:

• Quality threshold changes
• Leverage adjustments
• Risk parameter modifications
• Position sizing changes

Real Money System:

• Every phase affects financial outcomes
• Conservative estimates (under-promise, over-deliver)
• Document both upside and downside scenarios
• Rollback procedures for every deployment

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See ../README.md for overall documentation structure.