feat: Phase 7.3 - 1-Minute Adaptive TP/SL (DEPLOYED Nov 27, 2025)
- Query fresh 1-minute ADX from market cache every monitoring loop - Dynamically adjust trailing stop based on trend strength changes - Acceleration bonus: ADX increased >5 points = 1.3× wider trail - Deceleration penalty: ADX decreased >3 points = 0.7× tighter trail - Combined with existing ADX strength tiers and profit acceleration - Expected impact: +,000-3,000 over 100 trades by capturing accelerating trends - Directly addresses MA crossover pattern (ADX 22.5→29.5 in 35 minutes) - Files: lib/trading/position-manager.ts (adaptive logic), 1MIN_DATA_ENHANCEMENTS_ROADMAP.md (Phase 7.3 complete)
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mindesbunister
@@ -11,6 +11,7 @@ import { getMergedConfig, TradingConfig, getMarketConfig } from '../../config/tr
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import { updateTradeExit, updateTradeState, getOpenTrades } from '../database/trades'
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import { sendPositionClosedNotification } from '../notifications/telegram'
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import { getStopHuntTracker } from './stop-hunt-tracker'
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import { getMarketDataCache } from './market-data-cache'
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export interface ActiveTrade {
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id: string
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@@ -1362,32 +1363,68 @@ export class PositionManager {
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// If trailing stop is active, adjust SL dynamically
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if (trade.trailingStopActive) {
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// Calculate ATR-based trailing distance with ADX trend strength multiplier
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// PHASE 7.3: 1-Minute Adaptive TP/SL (Nov 27, 2025)
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// Query fresh 1-minute ADX data and adjust trailing stop based on trend strength changes
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let currentADX = trade.adxAtEntry || 0
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let adxChange = 0
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let usingFreshData = false
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try {
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const marketCache = getMarketDataCache()
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const freshData = marketCache.get(trade.symbol)
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if (freshData && freshData.adx) {
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currentADX = freshData.adx
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adxChange = currentADX - (trade.adxAtEntry || 0)
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usingFreshData = true
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console.log(`📊 1-min ADX update: Entry ${(trade.adxAtEntry || 0).toFixed(1)} → Current ${currentADX.toFixed(1)} (${adxChange >= 0 ? '+' : ''}${adxChange.toFixed(1)} change)`)
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}
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} catch (error) {
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console.log(`⚠️ Could not fetch fresh ADX data, using entry ADX: ${error}`)
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}
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// Calculate ATR-based trailing distance with ADAPTIVE ADX multiplier
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let trailingDistancePercent: number
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if (trade.atrAtEntry && trade.atrAtEntry > 0) {
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// Start with base ATR multiplier
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let trailMultiplier = this.config.trailingStopAtrMultiplier
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// ADX-based trend strength adjustment (graduated)
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if (trade.adxAtEntry && trade.adxAtEntry > 0) {
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if (trade.adxAtEntry > 30) {
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// ADAPTIVE ADX-based trend strength adjustment (Nov 27, 2025)
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// Uses CURRENT 1-minute ADX if available, falls back to entry ADX
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if (currentADX > 0) {
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if (currentADX > 30) {
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// Very strong trend (ADX > 30): 50% wider trail
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trailMultiplier *= 1.5
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console.log(`📈 Very strong trend (ADX ${trade.adxAtEntry.toFixed(1)}): Trail multiplier ${this.config.trailingStopAtrMultiplier}x → ${trailMultiplier.toFixed(2)}x`)
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} else if (trade.adxAtEntry > 25) {
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console.log(`📈 ${usingFreshData ? '1-min' : 'Entry'} ADX very strong (${currentADX.toFixed(1)}): Trail multiplier ${this.config.trailingStopAtrMultiplier}x → ${trailMultiplier.toFixed(2)}x`)
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} else if (currentADX > 25) {
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// Strong trend (ADX 25-30): 25% wider trail
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trailMultiplier *= 1.25
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console.log(`📈 Strong trend (ADX ${trade.adxAtEntry.toFixed(1)}): Trail multiplier ${this.config.trailingStopAtrMultiplier}x → ${trailMultiplier.toFixed(2)}x`)
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console.log(`📈 ${usingFreshData ? '1-min' : 'Entry'} ADX strong (${currentADX.toFixed(1)}): Trail multiplier ${this.config.trailingStopAtrMultiplier}x → ${trailMultiplier.toFixed(2)}x`)
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}
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// Else: weak/moderate trend, use base multiplier
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// ACCELERATION BONUS: If ADX increased significantly, widen trail even more
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if (usingFreshData && adxChange > 5) {
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const oldMultiplier = trailMultiplier
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trailMultiplier *= 1.3
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console.log(`🚀 ADX acceleration (+${adxChange.toFixed(1)} points): Trail multiplier ${oldMultiplier.toFixed(2)}x → ${trailMultiplier.toFixed(2)}x`)
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}
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// DECELERATION PENALTY: If ADX decreased significantly, tighten trail
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if (usingFreshData && adxChange < -3) {
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const oldMultiplier = trailMultiplier
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trailMultiplier *= 0.7
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console.log(`⚠️ ADX deceleration (${adxChange.toFixed(1)} points): Trail multiplier ${oldMultiplier.toFixed(2)}x → ${trailMultiplier.toFixed(2)}x (tighter to protect)`)
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}
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}
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// Profit acceleration: bigger profit = wider trail
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if (profitPercent > 2.0) {
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const oldMultiplier = trailMultiplier
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trailMultiplier *= 1.3
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console.log(`🚀 Large profit (${profitPercent.toFixed(2)}%): Trail multiplier ${oldMultiplier.toFixed(2)}x → ${trailMultiplier.toFixed(2)}x`)
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console.log(`💰 Large profit (${profitPercent.toFixed(2)}%): Trail multiplier ${oldMultiplier.toFixed(2)}x → ${trailMultiplier.toFixed(2)}x`)
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}
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// ATR-based: Use ATR% * adjusted multiplier
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@@ -1400,7 +1437,7 @@ export class PositionManager {
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Math.min(this.config.trailingStopMaxPercent, rawDistance)
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)
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console.log(`📊 ATR-based trailing: ${trade.atrAtEntry.toFixed(4)} (${atrPercent.toFixed(2)}%) × ${trailMultiplier.toFixed(2)}x = ${trailingDistancePercent.toFixed(2)}%`)
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console.log(`📊 Adaptive trailing: ATR ${trade.atrAtEntry.toFixed(4)} (${atrPercent.toFixed(2)}%) × ${trailMultiplier.toFixed(2)}x = ${trailingDistancePercent.toFixed(2)}%`)
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} else {
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// Fallback to configured legacy percent with min/max clamping
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trailingDistancePercent = Math.max(
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