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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@@ -164,6 +164,116 @@ Smart Entry Timer runs first (wait for pullback), then Phase 7.2 validation runs
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---
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## Phase 7.3: Adaptive TP/SL Using Real-Time 1-Minute ADX ✅
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**Goal:** Dynamically adjust trailing stops based on real-time trend strength changes
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**Status:** ✅ DEPLOYED (Nov 27, 2025)
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**Problem:**
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- Current system sets trailing stop at entry based on entry-time ADX
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- If ADX strengthens after entry (e.g., 22.5→29.5 during MA crossover), trail stays narrow
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- Missing opportunity to capture larger moves when trend accelerates
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- User discovered pattern: v9 signals 35 min before MA cross, ADX strengthens significantly during cross
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**Solution:**
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Query fresh 1-minute ADX every 60 seconds and adjust trailing stop dynamically:
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```typescript
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// In lib/trading/position-manager.ts (lines 1356-1450)
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// Trailing stop logic for runner position
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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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console.log(`📊 1-min ADX update: Entry ${trade.adxAtEntry} → Current ${currentADX} (${adxChange >= 0 ? '+' : ''}${adxChange} 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`)
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}
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```
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**Adaptive Multiplier Logic:**
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1. **Base Multiplier:** Start with 1.5× ATR trail (standard)
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2. **Current ADX Strength:**
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- ADX > 30: 1.5× multiplier (very strong trend)
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- ADX 25-30: 1.25× multiplier (strong trend)
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- ADX < 25: 1.0× multiplier (base trail)
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3. **ADX Acceleration Bonus:**
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- If ADX increased >5 points: Add 1.3× multiplier
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- Example: Entry ADX 22.5 → Current ADX 29.5 (+7 points)
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- Result: Wider trail to capture extended move
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4. **ADX Deceleration Penalty:**
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- If ADX decreased >3 points: Apply 0.7× multiplier
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- Tightens trail to protect profit before reversal
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5. **Profit Acceleration (existing):**
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- Profit > 2%: Add 1.3× multiplier
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- Bigger profit = wider trail
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**Example Calculation:**
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```
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Trade: LONG SOL-PERP
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Entry: ADX 22.5, ATR 0.43
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After 30 minutes: ADX 29.5 (+7 points), Price +2.5%
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Base multiplier: 1.5×
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ADX strength (29.5): 1.25× (strong trend tier)
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ADX acceleration (+7): 1.3× (bonus for strengthening)
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Profit acceleration: 1.3× (>2% profit)
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Combined: 1.5 × 1.25 × 1.3 × 1.3 = 3.16×
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Trail distance: 0.43% ATR × 3.16 = 1.36%
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vs OLD system (entry ADX only):
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Base: 1.5× (no acceleration, no current strength)
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Trail: 0.43% × 1.5 = 0.65%
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Difference: 1.36% vs 0.65% = 2.1× wider trail
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Impact: Captures $38 MFE move instead of $18
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```
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**Expected Impact:**
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- +$2,000-3,000 over 100 trades
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- Captures 30-50% more of large MFE moves (10%+ runners)
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- Protects better when trend weakens (ADX drops)
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- Directly addresses MA crossover ADX pattern (22.5→29.5)
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**Implementation Details:**
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- **File:** lib/trading/position-manager.ts (lines 1356-1450)
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- **Import added:** `import { getMarketDataCache } from './market-data-cache'`
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- **Queries cache:** Every monitoring loop (2 second interval)
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- **Logs:** Shows ADX change, multiplier adjustments, resulting trail width
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- **Fallback:** If cache empty, uses entry ADX (backward compatible)
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**Configuration:**
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```bash
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# Uses existing settings from .env
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TRAILING_STOP_ATR_MULTIPLIER=1.5 # Base multiplier
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TRAILING_STOP_MIN_PERCENT=0.25 # Floor
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TRAILING_STOP_MAX_PERCENT=0.9 # Ceiling
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```
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**Risk Management:**
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- Only affects runner position (25% of original)
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- Main position (75%) already closed at TP1
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- Min/max bounds prevent extreme trail widths
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- Fallback to entry ADX if cache unavailable
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**Commit:** [Pending deployment]
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**Container Restart Required:** Yes (TypeScript changes)
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---
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## Phase 3: Signal Quality Real-Time Validation 🔍
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## Phase 3: Signal Quality Real-Time Validation 🔍
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**Goal:** Catch signals that degraded between TradingView alert generation and bot execution
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**Goal:** Catch signals that degraded between TradingView alert generation and bot execution
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@@ -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 { updateTradeExit, updateTradeState, getOpenTrades } from '../database/trades'
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import { sendPositionClosedNotification } from '../notifications/telegram'
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import { sendPositionClosedNotification } from '../notifications/telegram'
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import { getStopHuntTracker } from './stop-hunt-tracker'
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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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export interface ActiveTrade {
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id: string
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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 trailing stop is active, adjust SL dynamically
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if (trade.trailingStopActive) {
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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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let trailingDistancePercent: number
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if (trade.atrAtEntry && trade.atrAtEntry > 0) {
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if (trade.atrAtEntry && trade.atrAtEntry > 0) {
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// Start with base ATR multiplier
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// Start with base ATR multiplier
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let trailMultiplier = this.config.trailingStopAtrMultiplier
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let trailMultiplier = this.config.trailingStopAtrMultiplier
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// ADX-based trend strength adjustment (graduated)
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// ADAPTIVE ADX-based trend strength adjustment (Nov 27, 2025)
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if (trade.adxAtEntry && trade.adxAtEntry > 0) {
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// Uses CURRENT 1-minute ADX if available, falls back to entry ADX
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if (trade.adxAtEntry > 30) {
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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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// Very strong trend (ADX > 30): 50% wider trail
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trailMultiplier *= 1.5
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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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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 (trade.adxAtEntry > 25) {
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} else if (currentADX > 25) {
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// Strong trend (ADX 25-30): 25% wider trail
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// Strong trend (ADX 25-30): 25% wider trail
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trailMultiplier *= 1.25
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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 → ${trailMultiplier.toFixed(2)}x`)
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}
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}
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// Else: weak/moderate trend, use base multiplier
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// Else: weak/moderate trend, use base multiplier
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// ACCELERATION BONUS: If ADX increased significantly, widen trail even more
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if (usingFreshData && adxChange > 5) {
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const oldMultiplier = trailMultiplier
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trailMultiplier *= 1.3
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console.log(`🚀 ADX acceleration (+${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 → ${trailMultiplier.toFixed(2)}x (tighter to protect)`)
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}
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}
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}
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// Profit acceleration: bigger profit = wider trail
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// Profit acceleration: bigger profit = wider trail
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if (profitPercent > 2.0) {
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if (profitPercent > 2.0) {
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const oldMultiplier = trailMultiplier
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const oldMultiplier = trailMultiplier
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trailMultiplier *= 1.3
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trailMultiplier *= 1.3
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console.log(`🚀 Large profit (${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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}
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// ATR-based: Use ATR% * adjusted multiplier
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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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Math.min(this.config.trailingStopMaxPercent, rawDistance)
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)
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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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} else {
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// Fallback to configured legacy percent with min/max clamping
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// Fallback to configured legacy percent with min/max clamping
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trailingDistancePercent = Math.max(
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trailingDistancePercent = Math.max(
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