Pun backfill sa novim BB generatorima

2026-05-15 nalaz

Istorija za 18 od 26 generatora. Tri quality-best varijante vode po after-fee povraćaju, ali BB pullback je jedini sa pozitivnom medijanom.

↑ Svi izveštaji ← Indicator edge scan nad 97 simbola Meta-score v2 — regime i cohort features →

Cilj: enable nova dva generatora (bollinger_band_pullback_long, bb_adx_combo_long) + backfill svih generatora koji nisu imali signala u prod backup-u (crypto_scanner_prod_20260509_safe.db). Rezultat: signal istorija dostupna za 18 od 26 generatora.

Setup

Source DB: database/crypto_scanner_prod_20260509_safe.db (294 MB, 9775 trade-ova iz prod)
Destination DB: database/crypto_scanner_full_20260515.db (kreirana iz src-a)
Tool: tools/analysis/backfill_all_generators.py
Period backfill-a: ~2025-11-27 do 2026-05-05 (per generator log range)
Klines source: database/klines_cache.db (97 simbola × 4h)

Backfill batch

Batch 1 (2 generatora, ~5 min):

bollinger_band_pullback_long — NEW, Faza 3
bb_adx_combo_long — NEW, Faza 3

Batch 2 (12 generatora, ~25 min) — svi enabled u prod ali 0 signal events:

adx_di_trend, bollinger_volume_expansion, donchian_volume_breakout
ema_trend_pullback
growth_threshold_quality_* varijante (best_symbols/best_symbols_v2/best_symbols_v3/blacklist/cycle/largecap)
rsi_macd_trend
multi_timeframe_bias

Sve batch-ove finished bez grešaka.

Ranglista po after-fee return-u (svi sa zatvorenim trade-ovima)

#	Generator	Events	Closed	Win %	After-fee %	Median %	Hold h
1	growth_threshold_quality_best_symbols_cycle_v2	266	131	42.8	+1.204	-0.193	21.4
2	growth_threshold_quality_best_symbols_cycle	293	144	41.0	+1.089	-0.270	23.9
3	growth_threshold_quality_blacklist_cycle	471	232	39.7	+0.798	-0.356	23.0
4	bollinger_band_pullback_long (NEW)	434	217	57.1	+0.416	+0.561	37.7
5	bb_adx_combo_long (NEW)	222	111	50.5	+0.358	+0.026	42.2
6	growth_threshold_quality_cycle	589	290	36.2	+0.230	+0.000	21.9
7	multi_timeframe_bias	2561	1275	41.1	+0.104	-0.425	14.1
8	donchian_volume_breakout	985	491	34.0	-0.113	-0.618	9.0
9	growth_threshold_regime_cycle	108	54	31.5	-0.147	-1.168	24.9
10	growth_threshold_quality_cycle_v2	276	138	37.7	-0.249	-0.826	21.6
11	bollinger_volume_expansion	1330	661	32.7	-0.383	-0.874	12.5
12	growth_threshold_quality_largecap_cycle	185	90	32.2	-0.478	-0.733	19.8
13	rsi_macd_trend	263	131	33.6	-0.524	-0.523	9.0
14	growth_threshold_cycle (workhorse)	15887	7924	23.6	-0.667	-0.738	26.4
15	adx_di_trend	392	196	22.4	-0.686	-0.674	9.3
16	dual_growth_liquidity	3268	1523	29.2	-0.912	-2.297	34.1
17	growth_threshold_quality_regime_combo	4	2	50.0	-0.956	-0.756	22.0
18	dual_growth_liquidity_cancel_test	10116	30	23.3	-11.657	-11.377	856.4

Generators sa 0 events (entry gate-ovi previse restriktivni ili upstream-zavisni):

ema_trend_pullback (68 simbola, 0 fires — entry conditions ne poklapaju se u ovom prozoru)
growth_threshold_quality_best_symbols_cycle_v3 (13 simbola, 0 fires — najuzhi scope)
external_trend_confirmed_cycle, high_conviction_combo — combinator-i, čekaju upstream signals
combinator_template, template_python, green2_red1_test, dual_growth_trailing_stop — template-i ili eksperimenti

Ključni nalazi

1. Tri quality-best varijante su tihi pobednici

growth_threshold_quality_best_symbols_cycle (v1/v2/blacklist) — sve sa +0.8% do +1.2% after-fee uz 131-232 trade-ova. Imali su 0 events u prod backup-u, što znaci da nikad nisu bili pokrenuti uživo. Win rate 40-43% sa pozitivnim avg-om znaci few-big-winners distribuciju (median ostaje negativan).

2. BB-bazirani generatori su jedini sa POZITIVNIM median return-om u top 10

bollinger_band_pullback_long: median +0.56% i win rate 57.1% (najvise u celom kohortu). To znaci većina trade-ova izlazi profitabilno — kvalitetnije za live trading nego strategije koje žive od retkih jackpot-a.

bb_adx_combo_long: filter smanjuje broj signala 49% (434→222) ali median pada (+0.56→+0.03), ipak after-fee ostaje pozitivan.

3. Workhorse `growth_threshold_cycle` ostaje strukturno gubitnicki

15887 events, 23.6% win rate, -0.67% after-fee. Memory-confirmed slot-saturation problem (project_crypto_scanner_kline_counterfactual). Nije popravljiv exit-fix-om; struktura entry pravila producira previse loših kandidata.

4. `dual_growth_liquidity_cancel_test` outlier

856h prosečan hold, -11.7% after-fee. Cancel-path edge case — verovatno trade-ovi koji nikad nisu zatvoreni propisno (zombie positions). Iskljuciti iz live razmatranja.

Sledeci koraci

Combinator re-backfill: sad kad postoje upstream signali za quality_v1/v2/blacklist, ponoviti backfill za external_trend_confirmed_cycle i high_conviction_combo — moguci edge-multiplier.
Slot-portfolio simulator (slot_portfolio_compare.py) nad top-5 generatorima da vidimo kako bi se 4-slot kapital alocirao:
growth_threshold_quality_best_symbols_cycle_v2 (+1.20%)
growth_threshold_quality_best_symbols_cycle (+1.09%)
growth_threshold_quality_blacklist_cycle (+0.80%)
bollinger_band_pullback_long (+0.42%, najvisi win rate)
bb_adx_combo_long (+0.36%)
Meta-score v3 (Faza 4) za top-3 da vidimo da li model moze da izabira top-tier trades iz svakog generatora.

Database za chart viewing

Web app (web_app.py) čita iz default DB putanje konfigurisane u src/config.py / env var. Da bi se u chartu videli signali iz ovog backfill-a:

Opcija A — Swap working DB (jednostavnije):

# Backup local working DB
mv crypto_scanner.db crypto_scanner.db.bak_20260515
# Use backfill DB as working DB
cp database/crypto_scanner_full_20260515.db crypto_scanner.db

Opcija B — env var override:

$env:DATABASE_URL = "sqlite:///E:/Work/AI/opencodeTest/crypto_scanner/database/crypto_scanner_full_20260515.db"
python app.py

Posle restart-a web app-a, chart pickuje sve generator markere (overlay-i konfigurisani u Visual Builder per-user preset-ima).

Izvor: crypto_scanner/reports/analysis/2026-05-15_full_backfill_with_bb_generators.md