jarvis-at-skic
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Build and Deploy Documentation / build (push) Failing after 1m24s
- Set up Docusaurus with pnpm and TypeScript - Structured docs for multi-application portfolio - Added Stock Market Professional documentation: - Architecture & system design - Data monitoring module - Technical analysis engine - Signal generation with constraints (max 3/day, 30min hold) - Added platform architecture overview - Added getting started guide - Added Gitea Actions CI/CD pipeline (build + artifact)
131 lines
3.1 KiB
Markdown
131 lines
3.1 KiB
Markdown
---
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sidebar_position: 4
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---
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# Signal Generation
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## Overview
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The signal generation module produces actionable trading plans delivered to consumers daily. Signals are constrained by strict risk management rules.
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## Constraints
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| Rule | Value | Rationale |
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|---|---|---|
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| Max signals per day | **3** | Quality over quantity |
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| Max hold time | **30 minutes** | Scalping/day-trade focus |
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| Execution | **Manual** | Human confirms and executes |
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| Min confluence score | **0.65** | High-probability setups only |
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## Signal Structure
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Each signal contains:
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```typescript
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interface TradingSignal {
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// Identification
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id: string;
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timestamp: string;
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pair: string;
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// Direction
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direction: 'BUY' | 'SELL';
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// Levels
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entry_price: number;
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stop_loss: number;
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take_profit: number;
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// Meta
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confidence: number; // 0.0 - 1.0
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reasoning: string[]; // List of confirming factors
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time_window: string; // Optimal entry window
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max_hold_minutes: number; // Always ≤ 30
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// Risk
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risk_reward_ratio: number; // Minimum 1:1.5
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position_size_pct: number; // % of capital suggested
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}
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```
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## Daily Plan Format
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Delivered each trading day before market open:
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```markdown
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## 📊 Daily Trading Plan — 2026-07-16
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### Market Bias
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- EUR/USD: Bullish (1H EMA trend up)
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- GBP/USD: Neutral (ranging)
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### Signals (Max 3)
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#### Signal 1: EUR/USD BUY
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- **Entry**: 1.0892 (on pullback to VWAP)
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- **Stop Loss**: 1.0875 (-17 pips)
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- **Take Profit**: 1.0920 (+28 pips)
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- **R:R**: 1:1.65
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- **Window**: 09:00-09:30 UTC
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- **Confidence**: 82%
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- **Reasoning**:
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- Bullish engulfing on 5m
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- RSI bouncing from 35
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- VWAP support holding
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- London session momentum
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#### Signal 2: ...
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### Key Levels to Watch
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- EUR/USD: Support 1.0870, Resistance 1.0935
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- GBP/USD: Support 1.2640, Resistance 1.2710
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### Risk Notes
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- ⚠️ NFP data release at 13:30 UTC — avoid new positions 30min before
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- Volume expected to increase London/NY overlap (13:00-16:00 UTC)
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```
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## Delivery Channels
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| Channel | Method | Timing |
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|---|---|---|
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| Discord | Webhook/Bot message | Pre-market (06:00 UTC) |
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| API | REST endpoint | On-demand |
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| Email | SMTP notification | Optional digest |
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## Signal Validation Rules
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Before a signal is emitted, it must pass:
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1. **Confluence check** — Score ≥ 0.65
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2. **Risk/Reward check** — R:R ≥ 1:1.5
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3. **Time filter** — Within active session hours
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4. **Correlation filter** — No conflicting signals on correlated pairs
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5. **News filter** — No high-impact events within hold window
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6. **Daily limit** — Max 3 signals not exceeded
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7. **Spread check** — Current spread within acceptable range
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## Performance Tracking
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Track all signals for continuous improvement:
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```sql
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CREATE TABLE signal_performance (
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signal_id TEXT PRIMARY KEY,
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pair TEXT,
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direction TEXT,
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entry_price REAL,
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exit_price REAL,
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pnl_pips REAL,
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hold_time_minutes INTEGER,
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outcome TEXT, -- 'TP_HIT', 'SL_HIT', 'TIME_EXIT', 'MANUAL_EXIT'
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created_at DATETIME
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);
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```
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**Target Metrics:**
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- Win rate: > 55%
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- Average R:R achieved: > 1.3
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- Max consecutive losses: < 5
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- Monthly Sharpe: > 1.5
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