- Removed 0.7*ATR multiplier from signal_engine and paper_monitor
- risk_distance now stored per-trade in paper_trades table
- paper_monitor/signal_engine read risk_distance from DB (no hardcoded values)
- V5.1 TP/SL: 2.0/1.5/3.0 -> 1.4/1.05/2.1 (same actual distance)
- V5.2 TP/SL: 3.0/2.0/4.5 -> 2.1/1.4/3.15 (same actual distance)
- Fixed V5.2 pnl_r: all historical values corrected by *2/3
- API unrealized_pnl_r also reads from DB risk_distance
- signal_indicators table: added strategy column
- Each strategy gets its own row per cycle
- API /api/signals/latest?strategy=v51_baseline|v52_8signals
- API /api/signals/signal-history?strategy=...
- V5.1 page reads v51_baseline data, V5.2 reads v52_8signals
- Now V5.1 and V5.2 show truly independent scores
Removed USD threshold gates. Now any liquidation data triggers scoring:
- ratio ≥ 2.0 → +5 (extreme imbalance)
- ratio ≥ 1.5 → +3
- ratio ≥ 1.2 → +1
- ratio 0.8~1.2 → 0 (balanced)
- Inverse for SHORT direction
- Each strategy has its own position count (max 4 each)
- paper_config.enabled_strategies: per-strategy toggle
- is_strategy_enabled() checks both master switch and strategy list
- API: /api/paper/config now supports enabled_strategies array
- Config auto-loads on API startup
Usage: POST /api/paper/config {enabled_strategies: ['v52_8signals']}
- TP/SL now exit at order price (limit order), not market price
- SL exits at sl_price, TP1 at tp1_price, TP2 at tp2_price
- Only timeout and signal_flip use market price (current price)
- Updated fix_historical_pnl.py to also correct exit_price
- This eliminates fake slippage in paper trading stats
P0-1: Reverse signal now bypasses cooldown - evaluate_signal always
outputs direction, main loop checks direction+score>=60 for
closing positions against trend (not blocked by COOLDOWN_MS)
P0-2: pnl_r unified to (exit-entry)/risk_distance across all exit
scenarios (tp, sl, sl_be, timeout) in both paper_monitor.py
and signal_engine.py. Old hardcoded values (1.5R/2.25R) were
~2x too high vs actual risk_distance basis.
P1-1: ensure_partitions month calculation fixed from timedelta(30d)
to proper month arithmetic. Also fixed UTC timezone for
partition boundaries.
docs: V52-TODO.md with full audit backlog for V5.2
