layer_3.json

{
  "name": "Layer 3 - Final MACD Confirmation",
  "nodes": [
    {
      "parameters": {},
      "id": "execute-workflow-trigger-layer3",
      "name": "When called by Layer 2",
      "type": "n8n-nodes-base.executeWorkflowTrigger",
      "typeVersion": 1,
      "position": [250, 300]
    },
    {
      "parameters": {
        "assignments": {
          "assignments": [
            {
              "id": "layer2-data",
              "name": "layer2_data",
              "value": "={{ $json }}",
              "type": "object"
            },
            {
              "id": "symbol",
              "name": "symbol",
              "value": "={{ $json.symbol }}",
              "type": "string"
            },
            {
              "id": "signal-direction",
              "name": "signal_direction",
              "value": "={{ $json.layer1_signal }}",
              "type": "string"
            },
            {
              "id": "layer1-data",
              "name": "layer1_data",
              "value": "={{ $json.layer1_data }}",
              "type": "object"
            }
          ]
        }
      },
      "id": "capture-layer2-data",
      "name": "Capture Layer 2 Data",
      "type": "n8n-nodes-base.set",
      "typeVersion": 3.4,
      "position": [470, 300]
    },
    {
      "parameters": {
        "method": "GET",
        "url": "https://api.binance.com/api/v3/klines",
        "authentication": "none",
        "sendQuery": true,
        "queryParameters": {
          "parameters": [
            {
              "name": "symbol",
              "value": "={{ $json.symbol }}"
            },
            {
              "name": "interval",
              "value": "5m"
            },
            {
              "name": "limit",
              "value": "50"
            }
          ]
        },
        "options": {}
      },
      "id": "binance-5m-klines",
      "name": "Binance 5m Klines",
      "type": "n8n-nodes-base.httpRequest",
      "typeVersion": 4.2,
      "position": [690, 300]
    },
    {
      "parameters": {
        "mode": "runOnceForAllItems",
        "language": "javaScript",
        "jsCode": "// Get Layer 2 data\nconst layer2Data = $('Capture Layer 2 Data').first().json;\nconst symbol = layer2Data.symbol;\nconst signalDirection = layer2Data.signal_direction;\nconst layer1Data = layer2Data.layer1_data;\n\n// Get 5m klines - collect all items\nconst allItems = $input.all();\nconst klines = allItems.map(item => item.json);\n\nconsole.log('Layer 3: Processing', klines.length, 'candles for', symbol);\nconsole.log('Signal direction:', signalDirection);\n\n// Parse candles\nconst candles = klines.map(k => ({\n  openTime: parseInt(k[0]),\n  open: parseFloat(k[1]),\n  high: parseFloat(k[2]),\n  low: parseFloat(k[3]),\n  close: parseFloat(k[4]),\n  volume: parseFloat(k[5]),\n  closeTime: parseInt(k[6])\n}));\n\nconsole.log('Candles parsed:', candles.length);\n\n// ===== EMA CALCULATION (reuse from Layer 2) =====\nfunction calculateEMA(prices, period) {\n  const k = 2 / (period + 1);\n  const ema = [];\n  \n  // Start with SMA\n  let sum = 0;\n  for (let i = 0; i < period; i++) {\n    sum += prices[i];\n  }\n  ema.push(sum / period);\n  \n  // Calculate EMA\n  for (let i = period; i < prices.length; i++) {\n    ema.push(prices[i] * k + ema[ema.length - 1] * (1 - k));\n  }\n  \n  return ema;\n}\n\n// ===== MACD CALCULATION (12, 26, 9) =====\nfunction calculateMACD(prices) {\n  const ema12 = calculateEMA(prices, 12);\n  const ema26 = calculateEMA(prices, 26);\n  \n  // MACD line = EMA12 - EMA26\n  const macdLine = [];\n  const offset = 26 - 12;\n  for (let i = 0; i < ema26.length; i++) {\n    macdLine.push(ema12[i + offset] - ema26[i]);\n  }\n  \n  // Signal line = 9-period EMA of MACD line\n  const signalLine = calculateEMA(macdLine, 9);\n  \n  // Histogram = MACD - Signal\n  const histogram = [];\n  const signalOffset = macdLine.length - signalLine.length;\n  for (let i = 0; i < signalLine.length; i++) {\n    histogram.push(macdLine[i + signalOffset] - signalLine[i]);\n  }\n  \n  return {\n    macdLine,\n    signalLine,\n    histogram,\n    startIndex: 26 + 9 - 1\n  };\n}\n\n// Extract close prices and volumes\nconst closePrices = candles.map(c => c.close);\nconst volumes = candles.map(c => c.volume);\n\n// Calculate MACD on 5m timeframe\nconst macdData = calculateMACD(closePrices);\n\nconsole.log('MACD values calculated:', macdData.histogram.length);\n\n// Validate we have enough data\nif (macdData.histogram.length < 3) {\n  return {\n    json: {\n      layer: 3,\n      symbol: symbol,\n      timeframe: '5m',\n      error: 'NOT_ENOUGH_DATA',\n      message: `Need more candles for MACD calculation. Got ${macdData.histogram.length} values`,\n      signal_direction: signalDirection,\n      final_confirmation: false\n    }\n  };\n}\n\n// Get current and previous MACD values\nconst currentMACD = {\n  macd: macdData.macdLine[macdData.macdLine.length - 1],\n  signal: macdData.signalLine[macdData.signalLine.length - 1],\n  histogram: macdData.histogram[macdData.histogram.length - 1]\n};\n\nconst previousMACD = {\n  macd: macdData.macdLine[macdData.macdLine.length - 2],\n  signal: macdData.signalLine[macdData.signalLine.length - 2],\n  histogram: macdData.histogram[macdData.histogram.length - 2]\n};\n\nconst twoPeriodsAgoMACD = {\n  histogram: macdData.histogram[macdData.histogram.length - 3]\n};\n\nconsole.log('Current MACD:', currentMACD.macd.toFixed(4));\nconsole.log('Current Signal:', currentMACD.signal.toFixed(4));\nconsole.log('Current Histogram:', currentMACD.histogram.toFixed(4));\nconsole.log('Previous Histogram:', previousMACD.histogram.toFixed(4));\n\n// Calculate volume surge (5m volume > average of last 20 periods)\nconst recentVolumes = volumes.slice(-20);\nconst avgVolume = recentVolumes.reduce((a, b) => a + b, 0) / 20;\nconst currentVolume = candles[candles.length - 1].volume;\nconst volumeSurge = currentVolume > avgVolume;\nconst volumeMultiplier = (currentVolume / avgVolume).toFixed(2);\n\nconsole.log('Volume surge:', volumeSurge);\nconsole.log('Current volume:', currentVolume);\nconsole.log('Avg volume:', avgVolume);\nconsole.log('Volume multiplier:', volumeMultiplier);\n\n// ===== HISTOGRAM SLOPE CALCULATION =====\n// Check if histogram is increasing or decreasing\nconst histogramSlope = currentMACD.histogram - previousMACD.histogram;\nconst histogramTrend = histogramSlope > 0 ? 'increasing' : 'decreasing';\nconst histogramAccelerating = Math.abs(currentMACD.histogram - previousMACD.histogram) > \n                              Math.abs(previousMACD.histogram - twoPeriodsAgoMACD.histogram);\n\nconsole.log('Histogram slope:', histogramSlope.toFixed(4));\nconsole.log('Histogram trend:', histogramTrend);\nconsole.log('Histogram accelerating:', histogramAccelerating);\n\n// ===== FINAL VALIDATION LOGIC =====\nlet finalConfirmed = false;\nlet confirmationReasons = [];\nlet rejectionReasons = [];\n\nif (signalDirection === 'LONG') {\n  // For LONG: MACD histogram increasing + MACD line above signal line + volume surge\n  const histogramIncreasing = currentMACD.histogram > previousMACD.histogram;\n  const macdAboveSignal = currentMACD.macd > currentMACD.signal;\n  const histogramPositive = currentMACD.histogram > 0;\n  \n  console.log('LONG checks:');\n  console.log('- Histogram increasing:', histogramIncreasing);\n  console.log('- MACD above signal:', macdAboveSignal);\n  console.log('- Histogram positive:', histogramPositive);\n  console.log('- Volume surge:', volumeSurge);\n  \n  // All conditions must be true\n  if (histogramIncreasing && volumeSurge) {\n    if (macdAboveSignal || histogramPositive) {\n      finalConfirmed = true;\n      confirmationReasons.push('MACD histogram increasing');\n      if (macdAboveSignal) confirmationReasons.push('MACD line above signal line');\n      if (histogramPositive) confirmationReasons.push('MACD histogram positive');\n      if (histogramAccelerating) confirmationReasons.push('Momentum accelerating');\n      confirmationReasons.push('Volume surge confirmed');\n    } else {\n      rejectionReasons.push('MACD line below signal line');\n    }\n  } else {\n    if (!histogramIncreasing) rejectionReasons.push('MACD histogram not increasing');\n    if (!volumeSurge) rejectionReasons.push('No volume surge');\n  }\n}\nelse if (signalDirection === 'SHORT') {\n  // For SHORT: MACD histogram decreasing + MACD line below signal line + volume surge\n  const histogramDecreasing = currentMACD.histogram < previousMACD.histogram;\n  const macdBelowSignal = currentMACD.macd < currentMACD.signal;\n  const histogramNegative = currentMACD.histogram < 0;\n  \n  console.log('SHORT checks:');\n  console.log('- Histogram decreasing:', histogramDecreasing);\n  console.log('- MACD below signal:', macdBelowSignal);\n  console.log('- Histogram negative:', histogramNegative);\n  console.log('- Volume surge:', volumeSurge);\n  \n  // All conditions must be true\n  if (histogramDecreasing && volumeSurge) {\n    if (macdBelowSignal || histogramNegative) {\n      finalConfirmed = true;\n      confirmationReasons.push('MACD histogram decreasing');\n      if (macdBelowSignal) confirmationReasons.push('MACD line below signal line');\n      if (histogramNegative) confirmationReasons.push('MACD histogram negative');\n      if (histogramAccelerating) confirmationReasons.push('Momentum accelerating');\n      confirmationReasons.push('Volume surge confirmed');\n    } else {\n      rejectionReasons.push('MACD line above signal line');\n    }\n  } else {\n    if (!histogramDecreasing) rejectionReasons.push('MACD histogram not decreasing');\n    if (!volumeSurge) rejectionReasons.push('No volume surge');\n  }\n}\n\nconsole.log('Final confirmation:', finalConfirmed);\nconsole.log('Confirmation reasons:', confirmationReasons);\nconsole.log('Rejection reasons:', rejectionReasons);\n\n// ===== CALCULATE ENTRY/EXIT LEVELS =====\nconst currentPrice = candles[candles.length - 1].close;\nconst atr = calculateATR(candles, 14);\n\n// Simple ATR calculation\nfunction calculateATR(candles, period) {\n  const trueRanges = [];\n  for (let i = 1; i < candles.length; i++) {\n    const high = candles[i].high;\n    const low = candles[i].low;\n    const prevClose = candles[i-1].close;\n    const tr = Math.max(\n      high - low,\n      Math.abs(high - prevClose),\n      Math.abs(low - prevClose)\n    );\n    trueRanges.push(tr);\n  }\n  const recentTR = trueRanges.slice(-period);\n  return recentTR.reduce((a, b) => a + b, 0) / period;\n}\n\nconst stopLossDistance = atr * 2;\nconst takeProfitDistance = atr * 3;\n\nlet entryPrice, stopLoss, takeProfit1, takeProfit2;\n\nif (signalDirection === 'LONG') {\n  entryPrice = currentPrice;\n  stopLoss = currentPrice - stopLossDistance;\n  takeProfit1 = currentPrice + takeProfitDistance;\n  takeProfit2 = currentPrice + (takeProfitDistance * 2);\n} else if (signalDirection === 'SHORT') {\n  entryPrice = currentPrice;\n  stopLoss = currentPrice + stopLossDistance;\n  takeProfit1 = currentPrice - takeProfitDistance;\n  takeProfit2 = currentPrice - (takeProfitDistance * 2);\n}\n\nconst riskRewardRatio = Math.abs(takeProfit1 - entryPrice) / Math.abs(entryPrice - stopLoss);\n\nconsole.log('Entry price:', entryPrice);\nconsole.log('Stop loss:', stopLoss);\nconsole.log('Take profit 1:', takeProfit1);\nconsole.log('Risk/Reward ratio:', riskRewardRatio.toFixed(2));\n\n// ===== RETURN COMPLETE SIGNAL =====\nreturn {\n  json: {\n    // Layer 3 info\n    layer: 3,\n    symbol: symbol,\n    timeframe: '5m',\n    timestamp: candles[candles.length - 1].closeTime,\n    \n    // Signal info\n    signal_direction: signalDirection,\n    final_confirmation: finalConfirmed,\n    confirmation_reasons: confirmationReasons,\n    rejection_reasons: rejectionReasons,\n    \n    // Layer 3 indicators\n    layer3_indicators: {\n      macd: {\n        macdLine: currentMACD.macd.toFixed(4),\n        signalLine: currentMACD.signal.toFixed(4),\n        histogram: currentMACD.histogram.toFixed(4),\n        previousHistogram: previousMACD.histogram.toFixed(4),\n        trend: histogramTrend,\n        accelerating: histogramAccelerating\n      },\n      volume: {\n        current: currentVolume,\n        average: avgVolume,\n        multiplier: volumeMultiplier,\n        surge: volumeSurge\n      }\n    },\n    \n    // Trading levels\n    trading_setup: {\n      entry_price: entryPrice,\n      stop_loss: stopLoss,\n      take_profit_1: takeProfit1,\n      take_profit_2: takeProfit2,\n      risk_reward_ratio: riskRewardRatio.toFixed(2),\n      atr: atr.toFixed(2)\n    },\n    \n    // All layer data\n    layer1_data: layer1Data,\n    layer2_data: layer2Data.layer2_data,\n    \n    // Summary\n    trade_quality: finalConfirmed ? 'HIGH' : 'REJECTED',\n    all_layers_confirmed: finalConfirmed,\n    confidence_score: finalConfirmed ? '3/3' : 'FAILED'\n  }\n};"
      },
      "id": "calculate-macd-volume-layer3",
      "name": "Calculate 5m MACD & Volume",
      "type": "n8n-nodes-base.code",
      "typeVersion": 2,
      "position": [910, 300]
    },
    {
      "parameters": {
        "conditions": {
          "options": {
            "caseSensitive": true,
            "leftValue": "",
            "typeValidation": "strict"
          },
          "conditions": [
            {
              "id": "final-confirmed",
              "leftValue": "={{ $json.final_confirmation }}",
              "rightValue": true,
              "operator": {
                "type": "boolean",
                "operation": "true"
              }
            }
          ],
          "combinator": "and"
        },
        "options": {}
      },
      "id": "check-final-confirmation",
      "name": "Check Final Confirmation",
      "type": "n8n-nodes-base.if",
      "typeVersion": 2.1,
      "position": [1130, 300]
    },
    {
      "parameters": {
        "assignments": {
          "assignments": [
            {
              "id": "status",
              "name": "status",
              "value": "TRADE_SIGNAL_CONFIRMED",
              "type": "string"
            },
            {
              "id": "action",
              "name": "action",
              "value": "=EXECUTE_{{ $json.signal_direction }}_TRADE",
              "type": "string"
            },
            {
              "id": "message",
              "name": "message",
              "value": "=🎯 TRADE SIGNAL CONFIRMED!\n\nDirection: {{ $json.signal_direction }}\nSymbol: {{ $json.symbol }}\nConfidence: {{ $json.confidence_score }}\n\n📊 Entry Setup:\nEntry: {{ $json.trading_setup.entry_price }}\nStop Loss: {{ $json.trading_setup.stop_loss }}\nTP1: {{ $json.trading_setup.take_profit_1 }}\nTP2: {{ $json.trading_setup.take_profit_2 }}\nR:R Ratio: {{ $json.trading_setup.risk_reward_ratio }}\n\n✅ Confirmations:\n{{ $json.confirmation_reasons.join('\\n') }}\n\n⏰ Time: {{ new Date().toISOString() }}",
              "type": "string"
            }
          ]
        }
      },
      "id": "trade-confirmed",
      "name": "🎯 TRADE SIGNAL CONFIRMED",
      "type": "n8n-nodes-base.set",
      "typeVersion": 3.4,
      "position": [1350, 200]
    },
    {
      "parameters": {
        "assignments": {
          "assignments": [
            {
              "id": "status",
              "name": "status",
              "value": "TRADE_REJECTED",
              "type": "string"
            },
            {
              "id": "message",
              "name": "message",
              "value": "=❌ Trade Rejected at Layer 3\n\nSymbol: {{ $json.symbol }}\nDirection: {{ $json.signal_direction }}\n\nReasons:\n{{ $json.rejection_reasons.join('\\n') }}\n\n⏰ Time: {{ new Date().toISOString() }}",
              "type": "string"
            }
          ]
        }
      },
      "id": "trade-rejected",
      "name": "❌ Trade Rejected",
      "type": "n8n-nodes-base.set",
      "typeVersion": 3.4,
      "position": [1350, 400]
    }
  ],
  "connections": {
    "When called by Layer 2": {
      "main": [
        [
          {
            "node": "Capture Layer 2 Data",
            "type": "main",
            "index": 0
          }
        ]
      ]
    },
    "Capture Layer 2 Data": {
      "main": [
        [
          {
            "node": "Binance 5m Klines",
            "type": "main",
            "index": 0
          }
        ]
      ]
    },
    "Binance 5m Klines": {
      "main": [
        [
          {
            "node": "Calculate 5m MACD & Volume",
            "type": "main",
            "index": 0
          }
        ]
      ]
    },
    "Calculate 5m MACD & Volume": {
      "main": [
        [
          {
            "node": "Check Final Confirmation",
            "type": "main",
            "index": 0
          }
        ]
      ]
    },
    "Check Final Confirmation": {
      "main": [
        [
          {
            "node": "🎯 TRADE SIGNAL CONFIRMED",
            "type": "main",
            "index": 0
          }
        ],
        [
          {
            "node": "❌ Trade Rejected",
            "type": "main",
            "index": 0
          }
        ]
      ]
    }
  },
  "pinData": {}
}