/**
* Indicator Quality Weights
* Quality-weighted justification system instead of simple counting
*/
/**
* Indicator groups to detect redundancy
* Indicators in same group measure similar things
*/
export const INDICATOR_GROUPS = [
{
name: 'Price Position',
weight: 0.5, // Reduce weight karena redundant
indicators: ['EMA8', 'EMA20', 'VWAP', 'BB_MIDDLE'],
description: 'Price above/below moving averages'
},
{
name: 'Trend Momentum',
weight: 1.0, // Full weight
indicators: ['MACD', 'ADX', 'PLUS_DI', 'EMA_ALIGNMENT'],
description: 'Trend strength and momentum'
},
{
name: 'Overbought/Oversold',
weight: 1.5, // Higher weight - very reliable
indicators: ['RSI', 'STOCHASTIC', 'WILLIAMS_R', 'CCI'],
description: 'Momentum extremes'
},
{
name: 'Volume Confirmation',
weight: 1.0,
indicators: ['OBV', 'VOLUME_TREND', 'VOLUME_PRICE_DIVERGENCE'],
description: 'Volume-based confirmation'
},
{
name: 'Support/Resistance',
weight: 1.2,
indicators: ['SUPPORT_RESISTANCE', 'FIBONACCI', 'PARABOLIC_SAR'],
description: 'Key price levels'
},
{
name: 'Structure & Regime',
weight: 1.3,
indicators: ['MARKET_STRUCTURE', 'MARKET_REGIME', 'AROON'],
description: 'Market structure and regime'
},
{
name: 'Divergence',
weight: 2.0, // Highest weight - most reliable reversal signal
indicators: ['MACD_DIVERGENCE', 'RSI_DIVERGENCE'],
description: 'Price vs momentum divergence'
},
{
name: 'Pattern Recognition',
weight: 0.8,
indicators: ['CANDLESTICK_PATTERNS', 'TREND_DETECTION'],
description: 'Chart patterns'
}
];
/**
* Individual indicator weights based on reliability
*/
export const INDICATOR_WEIGHTS = {
// HIGH IMPACT (Weight 2.0-3.0)
MACD_DIVERGENCE: {
name: 'MACD Divergence',
weight: 3.0,
impact: 'high',
reliability: 85,
category: 'Divergence'
},
RSI_DIVERGENCE: {
name: 'RSI Divergence',
weight: 2.8,
impact: 'high',
reliability: 80,
category: 'Divergence'
},
TRIPLE_OVERBOUGHT: {
name: 'Triple Overbought (RSI + Stoch + Williams)',
weight: 2.5,
impact: 'high',
reliability: 80,
category: 'Overbought/Oversold'
},
VOLUME_DIVERGENCE: {
name: 'Volume Divergence',
weight: 2.2,
impact: 'high',
reliability: 75,
category: 'Volume Confirmation'
},
OBV_DIVERGENCE: {
name: 'OBV Divergence',
weight: 1.8,
impact: 'high',
reliability: 70,
category: 'Volume Confirmation'
},
SUPPORT_RESISTANCE_PROXIMITY: {
name: 'Support/Resistance Proximity',
weight: 1.6,
impact: 'medium',
reliability: 65,
category: 'Support/Resistance'
},
FUNDING_RATE_EXTREME: {
name: 'Funding Rate Extreme',
weight: 1.5,
impact: 'medium',
reliability: 60,
category: 'External'
},
// MEDIUM-HIGH IMPACT (Weight 1.5-2.0)
DUAL_OVERBOUGHT: {
name: 'Dual Overbought (Stoch + Williams)',
weight: 2.0,
impact: 'high',
reliability: 75,
category: 'Overbought/Oversold'
},
DUAL_OVERSOLD: {
name: 'Dual Oversold (Stoch + Williams)',
weight: 2.0,
impact: 'high',
reliability: 75,
category: 'Overbought/Oversold'
},
TRIPLE_OVERSOLD: {
name: 'Triple Oversold (RSI + Stoch + Williams)',
weight: 2.5,
impact: 'high',
reliability: 80,
category: 'Overbought/Oversold'
},
AROON_CONTRADICTION: {
name: 'Aroon Contradiction',
weight: 1.8,
impact: 'high',
reliability: 70,
category: 'Structure & Regime'
},
ADX_STRONG: {
name: 'ADX Strong Trend',
weight: 1.8,
impact: 'high',
reliability: 75,
category: 'Trend Momentum'
},
EMA_ALIGNMENT: {
name: 'EMA Alignment',
weight: 1.5,
impact: 'high',
reliability: 70,
category: 'Trend Momentum'
},
// MEDIUM IMPACT (Weight 1.0-1.5)
MACD_CROSSOVER: {
name: 'MACD Crossover',
weight: 1.2,
impact: 'medium',
reliability: 65,
category: 'Trend Momentum'
},
PLUS_DI_DOMINANCE: {
name: '+DI > -DI',
weight: 1.2,
impact: 'medium',
reliability: 60,
category: 'Trend Momentum'
},
SUPPORT_RESISTANCE: {
name: 'Support/Resistance Level',
weight: 1.3,
impact: 'medium',
reliability: 65,
category: 'Support/Resistance'
},
FIBONACCI_LEVEL: {
name: 'Fibonacci Level',
weight: 1.2,
impact: 'medium',
reliability: 60,
category: 'Support/Resistance'
},
MARKET_REGIME: {
name: 'Market Regime',
weight: 1.2,
impact: 'medium',
reliability: 65,
category: 'Structure & Regime'
},
// LOWER IMPACT - REDUNDANT (Weight 0.3-0.8)
PRICE_ABOVE_EMA8: {
name: 'Price > EMA8',
weight: 0.4,
impact: 'low',
reliability: 50,
category: 'Price Position'
},
PRICE_ABOVE_EMA20: {
name: 'Price > EMA20',
weight: 0.5,
impact: 'low',
reliability: 55,
category: 'Price Position'
},
PRICE_ABOVE_VWAP: {
name: 'Price > VWAP',
weight: 0.4,
impact: 'low',
reliability: 50,
category: 'Price Position'
},
PRICE_ABOVE_BB_MIDDLE: {
name: 'Price > BB Middle',
weight: 0.4,
impact: 'low',
reliability: 50,
category: 'Price Position'
},
MACD_HISTOGRAM: {
name: 'MACD Histogram',
weight: 0.6,
impact: 'low',
reliability: 45,
category: 'Trend Momentum'
},
// NEUTRAL/MINOR (Weight 0.5-1.0)
RSI_NEUTRAL: {
name: 'RSI Neutral',
weight: 0.3,
impact: 'low',
reliability: 40,
category: 'Overbought/Oversold'
},
CCI_NEUTRAL: {
name: 'CCI Neutral',
weight: 0.3,
impact: 'low',
reliability: 40,
category: 'Overbought/Oversold'
},
CANDLESTICK_PATTERN: {
name: 'Candlestick Pattern',
weight: 0.7,
impact: 'medium',
reliability: 55,
category: 'Pattern Recognition'
},
OBV_POSITIVE: {
name: 'OBV Positive',
weight: 0.8,
impact: 'medium',
reliability: 60,
category: 'Volume Confirmation'
},
PARABOLIC_SAR: {
name: 'Parabolic SAR',
weight: 0.7,
impact: 'medium',
reliability: 55,
category: 'Support/Resistance'
},
PRICE_CHANGE_24H: {
name: '24h Price Change',
weight: 0.6,
impact: 'low',
reliability: 50,
category: 'Price Position'
},
VOLUME_TREND_STABLE: {
name: 'Volume Trend Stable',
weight: 0.2,
impact: 'low',
reliability: 30,
category: 'Volume Confirmation'
},
FUNDING_RATE_POSITIVE: {
name: 'Funding Rate Positive',
weight: 0.5,
impact: 'low',
reliability: 45,
category: 'External'
}
};
/**
* Get weight for an indicator
*/
export function getIndicatorWeight(indicatorKey) {
return INDICATOR_WEIGHTS[indicatorKey]?.weight || 1.0;
}
/**
* Check if indicators are in same group (redundant)
*/
export function areIndicatorsRedundant(indicator1, indicator2) {
for (const group of INDICATOR_GROUPS) {
if (group.indicators.includes(indicator1) && group.indicators.includes(indicator2)) {
return true;
}
}
return false;
}
/**
* Conflict Severity Levels
*/
export var ConflictSeverity;
(function (ConflictSeverity) {
ConflictSeverity[ConflictSeverity["CRITICAL"] = 3] = "CRITICAL";
ConflictSeverity[ConflictSeverity["HIGH"] = 2] = "HIGH";
ConflictSeverity[ConflictSeverity["MEDIUM"] = 1.5] = "MEDIUM";
ConflictSeverity[ConflictSeverity["LOW"] = 1] = "LOW"; // Minor inconsistencies
})(ConflictSeverity || (ConflictSeverity = {}));
export function detectContradictions(indicators, signal) {
const contradictions = [];
if (!indicators)
return contradictions;
const isBuySignal = signal === 'buy_to_enter' || signal === 'add';
// 1. Aroon contradiction with EMA trend
if (indicators.aroon && indicators.ema20 && indicators.ema50 && indicators.price) {
const price = indicators.price;
const ema20 = indicators.ema20;
const ema50 = indicators.ema50;
const aroonDown = indicators.aroon.down;
const aroonUp = indicators.aroon.up;
const emaUptrend = price > ema20 && ema20 > ema50;
const aroonDowntrend = aroonDown > aroonUp && aroonDown > 70;
if (isBuySignal && emaUptrend && aroonDowntrend) {
contradictions.push({
type: 'aroon_ema_contradiction',
severity: 'critical',
severityScore: ConflictSeverity.CRITICAL,
description: 'EMA shows uptrend but Aroon shows strong downtrend (Down: ' +
aroonDown.toFixed(2) + '% > Up: ' + aroonUp.toFixed(2) + '%)',
indicators: ['AROON', 'EMA20', 'EMA50']
});
}
if (!isBuySignal && !emaUptrend && aroonUp > aroonDown && aroonUp > 70) {
contradictions.push({
type: 'aroon_ema_contradiction',
severity: 'critical',
severityScore: ConflictSeverity.CRITICAL,
description: 'EMA shows downtrend but Aroon shows strong uptrend (Up: ' +
aroonUp.toFixed(2) + '% > Down: ' + aroonDown.toFixed(2) + '%)',
indicators: ['AROON', 'EMA20', 'EMA50']
});
}
}
// 2. Dual/Triple overbought/oversold
if (indicators.stochastic?.k !== undefined && indicators.williamsR !== undefined && indicators.williamsR !== null) {
const stochK = indicators.stochastic.k;
const williamsR = indicators.williamsR;
const rsi14 = indicators.rsi14;
if (isBuySignal) {
// BUY signals: Check for overbought conditions
const stochOverbought = stochK > 80;
const williamsOverbought = williamsR > -20;
const rsiOverbought = rsi14 !== null && rsi14 !== undefined && rsi14 > 70;
if (stochOverbought && williamsOverbought && rsiOverbought && rsi14 !== null && rsi14 !== undefined) {
contradictions.push({
type: 'triple_overbought',
severity: 'critical',
severityScore: ConflictSeverity.CRITICAL,
description: 'TRIPLE overbought: RSI ' + rsi14.toFixed(2) +
' + Stochastic ' + stochK.toFixed(2) +
' + Williams %R ' + williamsR.toFixed(2) + ' (extremely high reversal risk)',
indicators: ['RSI', 'STOCHASTIC', 'WILLIAMS_R']
});
}
else if (stochOverbought && williamsOverbought) {
contradictions.push({
type: 'dual_overbought',
severity: 'high',
severityScore: ConflictSeverity.HIGH,
description: 'Dual overbought: Stochastic K ' + stochK.toFixed(2) +
' + Williams %R ' + williamsR.toFixed(2) + ' (high reversal risk)',
indicators: ['STOCHASTIC', 'WILLIAMS_R']
});
}
}
else {
// SELL signals: Check for oversold conditions
const stochOversold = stochK < 20;
const williamsOversold = williamsR < -80;
const rsiOversold = rsi14 !== null && rsi14 !== undefined && rsi14 < 30;
if (stochOversold && williamsOversold && rsiOversold && rsi14 !== null && rsi14 !== undefined) {
contradictions.push({
type: 'triple_oversold',
severity: 'critical',
severityScore: ConflictSeverity.CRITICAL,
description: 'TRIPLE oversold: RSI ' + rsi14.toFixed(2) +
' + Stochastic ' + stochK.toFixed(2) +
' + Williams %R ' + williamsR.toFixed(2) + ' (extremely high reversal risk)',
indicators: ['RSI', 'STOCHASTIC', 'WILLIAMS_R']
});
}
else if (stochOversold && williamsOversold) {
contradictions.push({
type: 'dual_oversold',
severity: 'high',
severityScore: ConflictSeverity.HIGH,
description: 'Dual oversold: Stochastic K ' + stochK.toFixed(2) +
' + Williams %R ' + williamsR.toFixed(2) + ' (high reversal risk)',
indicators: ['STOCHASTIC', 'WILLIAMS_R']
});
}
}
}
// 3. MACD divergence contradiction
if (indicators.macdDivergence && typeof indicators.macdDivergence === 'object') {
const divergence = indicators.macdDivergence;
if (isBuySignal && divergence.divergence === 'bearish') {
contradictions.push({
type: 'macd_divergence',
severity: 'critical',
severityScore: ConflictSeverity.CRITICAL,
description: 'MACD Bearish Divergence: Price rising but momentum declining (strong reversal warning)',
indicators: ['MACD_DIVERGENCE']
});
}
if (!isBuySignal && divergence.divergence === 'bullish') {
contradictions.push({
type: 'macd_divergence',
severity: 'critical',
severityScore: ConflictSeverity.CRITICAL,
description: 'MACD Bullish Divergence: Price falling but momentum rising (strong reversal warning)',
indicators: ['MACD_DIVERGENCE']
});
}
}
return contradictions;
}
/**
* Calculate conflict severity based on contradictions
*/
export function calculateConflictSeverity(contradictions) {
if (contradictions.length === 0) {
return ConflictSeverity.LOW;
}
// Count critical contradictions
const criticalCount = contradictions.filter(c => c.severity === 'critical').length;
const highCount = contradictions.filter(c => c.severity === 'high').length;
// CRITICAL: 3+ major bearish signals OR 2+ critical contradictions
if (criticalCount >= 2 || (criticalCount >= 1 && highCount >= 2)) {
return ConflictSeverity.CRITICAL;
}
// HIGH: 2 major bearish signals (1 critical + 1 high, or 2 high)
if ((criticalCount === 1 && highCount >= 1) || highCount >= 2) {
return ConflictSeverity.HIGH;
}
// MEDIUM: 1 major contradiction
if (criticalCount === 1 || highCount === 1) {
return ConflictSeverity.MEDIUM;
}
// LOW: Minor inconsistencies
return ConflictSeverity.LOW;
}
