layer_2.json

{
  "name": "Layer 2 - RSI MACD Momentum",
  "nodes": [
    {
      "parameters": {},
      "id": "execute-workflow-trigger",
      "name": "When called by Layer 1",
      "type": "n8n-nodes-base.executeWorkflowTrigger",
      "typeVersion": 1,
      "position": [250, 300]
    },
    {
      "parameters": {
        "assignments": {
          "assignments": [
            {
              "id": "layer1-data",
              "name": "layer1_data",
              "value": "={{ $json }}",
              "type": "object"
            },
            {
              "id": "symbol",
              "name": "symbol",
              "value": "={{ $json.symbol }}",
              "type": "string"
            },
            {
              "id": "signal-from-layer1",
              "name": "signal_direction",
              "value": "={{ $json.signal }}",
              "type": "string"
            }
          ]
        }
      },
      "id": "capture-layer1-data",
      "name": "Capture Layer 1 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": "15m"
            },
            {
              "name": "limit",
              "value": "50"
            }
          ]
        },
        "options": {}
      },
      "id": "binance-15m-klines",
      "name": "Binance 15m Klines",
      "type": "n8n-nodes-base.httpRequest",
      "typeVersion": 4.2,
      "position": [690, 300]
    },
    {
      "parameters": {
        "mode": "runOnceForAllItems",
        "language": "javaScript",
        "jsCode": "// Get Layer 1 data\nconst layer1Data = $('Capture Layer 1 Data').first().json;\nconst symbol = layer1Data.symbol;\nconst signalDirection = layer1Data.signal_direction;\n\n// Get 15m klines - collect all items\nconst allItems = $input.all();\nconst klines = allItems.map(item => item.json);\n\nconsole.log('Layer 2: Processing', klines.length, 'candles for', symbol);\nconsole.log('Signal from Layer 1:', 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\n// ===== RSI CALCULATION (14-period) =====\nfunction calculateRSI(prices, period = 14) {\n  if (prices.length < period + 1) return [];\n  \n  const results = [];\n  let gains = [];\n  let losses = [];\n  \n  // Calculate initial average gain/loss\n  for (let i = 1; i <= period; i++) {\n    const change = prices[i] - prices[i - 1];\n    gains.push(change > 0 ? change : 0);\n    losses.push(change < 0 ? Math.abs(change) : 0);\n  }\n  \n  let avgGain = gains.reduce((a, b) => a + b, 0) / period;\n  let avgLoss = losses.reduce((a, b) => a + b, 0) / period;\n  \n  // Calculate first RSI\n  let rs = avgGain / avgLoss;\n  let rsi = 100 - (100 / (1 + rs));\n  results.push({ index: period, value: rsi, avgGain, avgLoss });\n  \n  // Calculate subsequent RSI values using smoothed averages\n  for (let i = period + 1; i < prices.length; i++) {\n    const change = prices[i] - prices[i - 1];\n    const gain = change > 0 ? change : 0;\n    const loss = change < 0 ? Math.abs(change) : 0;\n    \n    avgGain = (avgGain * (period - 1) + gain) / period;\n    avgLoss = (avgLoss * (period - 1) + loss) / period;\n    \n    rs = avgGain / avgLoss;\n    rsi = 100 - (100 / (1 + rs));\n    results.push({ index: i, value: rsi, avgGain, avgLoss });\n  }\n  \n  return results;\n}\n\n// ===== EMA CALCULATION =====\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 // First valid MACD with signal\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 indicators\nconst rsiValues = calculateRSI(closePrices, 14);\nconst macdData = calculateMACD(closePrices);\n\nconsole.log('RSI values calculated:', rsiValues.length);\nconsole.log('MACD values calculated:', macdData.histogram.length);\n\n// Validate we have enough data\nif (rsiValues.length < 2 || macdData.histogram.length < 2) {\n  return {\n    json: {\n      layer: 2,\n      symbol: symbol,\n      timeframe: '15m',\n      error: 'NOT_ENOUGH_DATA',\n      message: `Need more data. RSI: ${rsiValues.length}, MACD: ${macdData.histogram.length}`,\n      layer1_signal: signalDirection,\n      momentum_confirmed: false\n    }\n  };\n}\n\n// Get current values\nconst currentRSI = rsiValues[rsiValues.length - 1];\nconst previousRSI = rsiValues[rsiValues.length - 2];\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};\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\nconsole.log('Current RSI:', currentRSI.value);\nconsole.log('Current MACD histogram:', currentMACD.histogram);\n\n// Calculate volume confirmation (15m volume > avg of last 10 periods)\nconst recentVolumes = volumes.slice(-10);\nconst avgVolume = recentVolumes.reduce((a, b) => a + b, 0) / 10;\nconst volumeConfirmed = candles[candles.length - 1].volume > avgVolume;\n\nconsole.log('Volume confirmed:', volumeConfirmed);\n\n// ===== MOMENTUM CONFIRMATION LOGIC =====\nlet momentumConfirmed = false;\nlet confirmationReason = [];\n\nif (signalDirection === 'LONG') {\n  // For LONG: RSI oversold, MACD turning up\n  const rsiOversold = currentRSI.value < 40; // Relaxed from 30\n  const rsiRising = currentRSI.value > previousRSI.value;\n  const macdCrossUp = previousMACD.histogram < 0 && currentMACD.histogram > 0;\n  const macdRising = currentMACD.histogram > previousMACD.histogram;\n  const macdBullish = currentMACD.macd > currentMACD.signal || macdRising;\n  \n  if ((rsiOversold || rsiRising) && (macdBullish || macdCrossUp) && volumeConfirmed) {\n    momentumConfirmed = true;\n    confirmationReason.push('RSI favorable for LONG');\n    if (macdCrossUp) confirmationReason.push('MACD bullish crossover');\n    if (macdRising) confirmationReason.push('MACD histogram rising');\n  }\n  \n  console.log('LONG checks - RSI:', currentRSI.value, 'MACD rising:', macdRising, 'Volume:', volumeConfirmed);\n}\nelse if (signalDirection === 'SHORT') {\n  // For SHORT: RSI overbought, MACD turning down\n  const rsiOverbought = currentRSI.value > 60; // Relaxed from 70\n  const rsiFalling = currentRSI.value < previousRSI.value;\n  const macdCrossDown = previousMACD.histogram > 0 && currentMACD.histogram < 0;\n  const macdFalling = currentMACD.histogram < previousMACD.histogram;\n  const macdBearish = currentMACD.macd < currentMACD.signal || macdFalling;\n  \n  if ((rsiOverbought || rsiFalling) && (macdBearish || macdCrossDown) && volumeConfirmed) {\n    momentumConfirmed = true;\n    confirmationReason.push('RSI favorable for SHORT');\n    if (macdCrossDown) confirmationReason.push('MACD bearish crossover');\n    if (macdFalling) confirmationReason.push('MACD histogram falling');\n  }\n  \n  console.log('SHORT checks - RSI:', currentRSI.value, 'MACD falling:', macdFalling, 'Volume:', volumeConfirmed);\n}\n\n// ===== DIVERGENCE DETECTION =====\nfunction detectDivergence(prices, indicator, lookback = 5) {\n  if (prices.length < lookback || indicator.length < lookback) return null;\n  \n  const recentPrices = prices.slice(-lookback);\n  const recentIndicator = indicator.slice(-lookback);\n  \n  const priceHigh = Math.max(...recentPrices);\n  const priceLow = Math.min(...recentPrices);\n  const priceHighIdx = recentPrices.indexOf(priceHigh);\n  const priceLowIdx = recentPrices.indexOf(priceLow);\n  \n  const indHigh = Math.max(...recentIndicator);\n  const indLow = Math.min(...recentIndicator);\n  const indHighIdx = recentIndicator.indexOf(indHigh);\n  const indLowIdx = recentIndicator.indexOf(indLow);\n  \n  // Bullish divergence: price makes lower low, indicator makes higher low\n  if (priceLowIdx > indLowIdx && recentPrices[recentPrices.length - 1] > priceLow) {\n    return 'bullish';\n  }\n  \n  // Bearish divergence: price makes higher high, indicator makes lower high\n  if (priceHighIdx > indHighIdx && recentPrices[recentPrices.length - 1] < priceHigh) {\n    return 'bearish';\n  }\n  \n  return null;\n}\n\nconst rsiDivergence = detectDivergence(\n  closePrices.slice(-15),\n  rsiValues.slice(-15).map(r => r.value),\n  5\n);\n\nif (rsiDivergence) {\n  console.log('RSI Divergence detected:', rsiDivergence);\n  confirmationReason.push(`RSI ${rsiDivergence} divergence`);\n}\n\nconsole.log('Momentum confirmed:', momentumConfirmed);\nconsole.log('Reasons:', confirmationReason);\n\n// Return result\nreturn {\n  json: {\n    layer: 2,\n    symbol: symbol,\n    timeframe: '15m',\n    timestamp: candles[candles.length - 1].closeTime,\n    layer1_signal: signalDirection,\n    layer1_data: layer1Data.layer1_data,\n    momentum_confirmed: momentumConfirmed,\n    confirmation_reasons: confirmationReason,\n    indicators: {\n      rsi: {\n        current: currentRSI.value.toFixed(2),\n        previous: previousRSI.value.toFixed(2),\n        oversold: currentRSI.value < 30,\n        overbought: currentRSI.value > 70\n      },\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        crossover: (previousMACD.histogram < 0 && currentMACD.histogram > 0) ? 'bullish' :\n                   (previousMACD.histogram > 0 && currentMACD.histogram < 0) ? 'bearish' : 'none'\n      },\n      divergence: rsiDivergence\n    },\n    volume: {\n      current: candles[candles.length - 1].volume,\n      average: avgVolume,\n      confirmed: volumeConfirmed\n    },\n    price: {\n      current: candles[candles.length - 1].close\n    },\n    ready_for_layer3: momentumConfirmed && volumeConfirmed\n  }\n};"
      },
      "id": "calculate-rsi-macd",
      "name": "Calculate RSI MACD Volume",
      "type": "n8n-nodes-base.code",
      "typeVersion": 2,
      "position": [910, 300]
    },
    {
      "parameters": {
        "conditions": {
          "options": {
            "caseSensitive": true,
            "leftValue": "",
            "typeValidation": "strict"
          },
          "conditions": [
            {
              "id": "momentum-confirmed",
              "leftValue": "={{ $json.momentum_confirmed }}",
              "rightValue": true,
              "operator": {
                "type": "boolean",
                "operation": "true"
              }
            },
            {
              "id": "volume-confirmed",
              "leftValue": "={{ $json.volume.confirmed }}",
              "rightValue": true,
              "operator": {
                "type": "boolean",
                "operation": "true"
              }
            }
          ],
          "combinator": "and"
        },
        "options": {}
      },
      "id": "check-momentum",
      "name": "Check Momentum Confirmed",
      "type": "n8n-nodes-base.if",
      "typeVersion": 2.1,
      "position": [1130, 300]
    },
    {
      "parameters": {
        "assignments": {
          "assignments": [
            {
              "id": "status",
              "name": "layer2_status",
              "value": "MOMENTUM_CONFIRMED",
              "type": "string"
            },
            {
              "id": "proceed",
              "name": "proceed_to_layer3",
              "value": true,
              "type": "boolean"
            },
            {
              "id": "message",
              "name": "alert_message",
              "value": "=Layer 2: Momentum CONFIRMED for {{ $json.layer1_signal }} on {{ $json.symbol }}. RSI: {{ $json.indicators.rsi.current }}, MACD: {{ $json.indicators.macd.crossover }}",
              "type": "string"
            }
          ]
        }
      },
      "id": "momentum-confirmed",
      "name": "Momentum Confirmed ✅",
      "type": "n8n-nodes-base.set",
      "typeVersion": 3.4,
      "position": [1350, 200]
    },
    {
      "parameters": {
        "assignments": {
          "assignments": [
            {
              "id": "status",
              "name": "layer2_status",
              "value": "MOMENTUM_REJECTED",
              "type": "string"
            },
            {
              "id": "no-proceed",
              "name": "proceed_to_layer3",
              "value": false,
              "type": "boolean"
            },
            {
              "id": "message",
              "name": "alert_message",
              "value": "=Layer 2: Momentum REJECTED for {{ $json.layer1_signal }} on {{ $json.symbol }}. RSI: {{ $json.indicators.rsi.current }}",
              "type": "string"
            }
          ]
        }
      },
      "id": "momentum-rejected",
      "name": "Momentum Rejected ❌",
      "type": "n8n-nodes-base.set",
      "typeVersion": 3.4,
      "position": [1350, 400]
    }
  ],
  "connections": {
    "When called by Layer 1": {
      "main": [
        [
          {
            "node": "Capture Layer 1 Data",
            "type": "main",
            "index": 0
          }
        ]
      ]
    },
    "Capture Layer 1 Data": {
      "main": [
        [
          {
            "node": "Binance 15m Klines",
            "type": "main",
            "index": 0
          }
        ]
      ]
    },
    "Binance 15m Klines": {
      "main": [
        [
          {
            "node": "Calculate RSI MACD Volume",
            "type": "main",
            "index": 0
          }
        ]
      ]
    },
    "Calculate RSI MACD Volume": {
      "main": [
        [
          {
            "node": "Check Momentum Confirmed",
            "type": "main",
            "index": 0
          }
        ]
      ]
    },
    "Check Momentum Confirmed": {
      "main": [
        [
          {
            "node": "Momentum Confirmed ✅",
            "type": "main",
            "index": 0
          }
        ],
        [
          {
            "node": "Momentum Rejected ❌",
            "type": "main",
            "index": 0
          }
        ]
      ]
    }
  },
  "pinData": {}
}