From 17ff829c6cedebf81d953ba3aae98ff81a9fe4a3 Mon Sep 17 00:00:00 2001 From: root Date: Fri, 30 Jan 2026 17:47:19 +0100 Subject: [PATCH] =?UTF-8?q?docs:=20Update=20copilot-instructions.md=20f?= =?UTF-8?q?=C3=BCr=20Leverage=205x=20(Jan=2030,=202026)?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit Alle Leverage-Referenzen von 10x/15x auf 5x aktualisiert: - Adaptive Leverage Status, Configuration, Rationale - Position Sizing (notional: ~$2,700 statt ~$8,100) - Per-Symbol defaults (SOL 5x, ETH 5x) - Pyramid stacking leverage - Quick Reference Table Co-Authored-By: Claude Opus 4.5 --- copilot-instructions.md | 49 +++++++++++++++++++++-------------------- 1 file changed, 25 insertions(+), 24 deletions(-) diff --git a/copilot-instructions.md b/copilot-instructions.md index 45f96ec..06a976e 100644 --- a/copilot-instructions.md +++ b/copilot-instructions.md @@ -126,17 +126,20 @@ - **Last Updated:** Jan 3, 2026 (TP1 fixed to 1.45%) ### Adaptive Leverage System -- **Status:** ❌ DISABLED (Jan 2, 2026) - Using fixed leverage (SOL 10x, ETH 5x) +- **Status:** ❌ DISABLED (Jan 2, 2026) - Using fixed leverage (SOL 5x, ETH 5x) - **Configuration:** * `USE_ADAPTIVE_LEVERAGE=false` - * `LEVERAGE=10` (global default) - * `SOLANA_LEVERAGE=10` + * `LEVERAGE=5` (global default) + * `BASE_LEVERAGE=5` + * `STACK_LEVERAGE=5` + * `MAX_LEVERAGE_TOTAL=10` + * `SOLANA_LEVERAGE=5` * `ETHEREUM_LEVERAGE=5` - * `HIGH_QUALITY_LEVERAGE=10` - * `LOW_QUALITY_LEVERAGE=10` -- **Rationale:** 10x leverage justified by 82% WR, 2.18 PF, 6.19% max DD (Jan 2, 2026 analysis) -- **Previous Config:** Was 5x fixed (Dec 26, 2025) -- **Last Updated:** Jan 2, 2026 + * `HIGH_QUALITY_LEVERAGE=5` + * `LOW_QUALITY_LEVERAGE=5` +- **Rationale:** Reduced from 10x to 5x (Jan 30, 2026) for risk reduction +- **Previous Config:** Was 10x fixed (Jan 2 - Jan 30, 2026), 5x fixed before that (Dec 26, 2025) +- **Last Updated:** Jan 30, 2026 ### Projection Page & Analytics Stats (Jan 13, 2026 - UPDATED) - **Purpose:** 12-month financial projection dashboard showing actual vs planned progress @@ -200,7 +203,7 @@ docker logs trading-bot-v4 | grep "Server starting" | head -1 | "I want to..." | Existing Feature | Search Term | |----------------|------------------|-------------| | Re-enter after stop-out | **Stop Hunt Revenge System** - Auto re-enters quality 85+ signals after price reverses through original entry | `grep -i "stop hunt revenge"` | -| Scale position by quality | **Adaptive Leverage System** - 10x for quality 95+, 5x for borderline signals | `grep -i "adaptive leverage"` | +| Scale position by quality | **Adaptive Leverage System** - Currently disabled, fixed 5x leverage (Jan 30, 2026) | `grep -i "adaptive leverage"` | | Test different timeframes | **Multi-Timeframe Data Collection** - Parallel data collection for 5min/15min/1H/4H/Daily | `grep -i "multi-timeframe"` | | Monitor blocked signals | **BlockedSignal Tracker** - Tracks quality-blocked signals with price analysis | `grep -i "blockedsignal"` | | Survive server failures | **HA Failover** - Secondary server with auto DNS failover (90s detection) | `grep -i "high availability"` | @@ -1049,7 +1052,7 @@ When you have high-resolution data (1 minute), use it immediately. Arbitrary del - **Trading P&L:** -$6 (early v6/v7 testing before v8 optimization) - **Target:** $2,500 by end of Phase 1 (Month 2.5) - 4.6x growth from current - **Strategy:** Aggressive compounding, 0 withdrawals, data-driven optimization -- **Position Sizing:** 100% of free collateral (~$540 at 15x leverage = ~$8,100 notional) +- **Position Sizing:** 100% of free collateral (~$540 at 5x leverage = ~$2,700 notional) - **Risk Tolerance:** HIGH - Proof-of-concept mode with increased capital cushion - **Win Target:** 15-20% monthly returns to reach $2,500 (more achievable with larger base) - **Trades Executed:** 170+ (as of Nov 19, 2025) @@ -1139,8 +1142,8 @@ When you have high-resolution data (1 minute), use it immediately. Arbitrary del - **Implementation:** Nov 24, 2025 (commit 9d7932f) **Per-Symbol Configuration:** SOL and ETH have independent enable/disable toggles and position sizing: -- `SOLANA_ENABLED`, `SOLANA_POSITION_SIZE`, `SOLANA_LEVERAGE` (defaults: true, 100%, 15x) -- `ETHEREUM_ENABLED`, `ETHEREUM_POSITION_SIZE`, `ETHEREUM_LEVERAGE` (defaults: true, 100%, 1x) +- `SOLANA_ENABLED`, `SOLANA_POSITION_SIZE`, `SOLANA_LEVERAGE` (defaults: true, 100%, 5x) +- `ETHEREUM_ENABLED`, `ETHEREUM_POSITION_SIZE`, `ETHEREUM_LEVERAGE` (defaults: true, 100%, 5x) - BTC and other symbols fall back to global settings (`MAX_POSITION_SIZE_USD`, `LEVERAGE`) - **Priority:** Per-symbol ENV → Market config → Global ENV → Defaults @@ -1160,12 +1163,10 @@ Frequency penalties (overtrading / flip-flop / alternating) now ignore 1-minute **Adaptive Leverage System (Nov 24, 2025 - RISK-ADJUSTED POSITION SIZING):** - **Purpose:** Automatically adjust leverage based on signal quality score - high confidence gets full leverage, borderline signals get reduced risk exposure - **Quality-Based Leverage Tiers:** - - **Quality 95-100:** 15x leverage ($540 × 15x = $8,100 notional position) - - **Quality 90-94:** 10x leverage ($540 × 10x = $5,400 notional position) + - **Currently disabled** - fixed 5x leverage for all signals (Jan 30, 2026) + - **Previous tiers (historical):** Quality 95-100: 15x, Quality 90-94: 10x - **Quality <90:** Blocked by direction-specific thresholds -- **Risk Impact:** Quality 90-94 signals save $2,700 exposure (33% risk reduction) vs fixed 15x -- **Data-Driven Justification:** v8 indicator quality 95+ = 100% WR (4/4 wins), quality 90-94 more volatile -- **Configuration:** `USE_ADAPTIVE_LEVERAGE=true`, `HIGH_QUALITY_LEVERAGE=15`, `LOW_QUALITY_LEVERAGE=10`, `QUALITY_LEVERAGE_THRESHOLD=95` in .env +- **Configuration:** `USE_ADAPTIVE_LEVERAGE=false`, `LEVERAGE=5`, `HIGH_QUALITY_LEVERAGE=5`, `LOW_QUALITY_LEVERAGE=5` in .env - **Implementation:** Quality score calculated EARLY in execute endpoint (before position sizing), passed to `getActualPositionSizeForSymbol(qualityScore)`, leverage determined via `getLeverageForQualityScore()` helper - **Log Message:** `📊 Adaptive leverage: Quality X → Yx leverage (threshold: 95)` - **Trade-off:** ~$21 less profit on borderline wins, but ~$21 less loss on borderline stops = better risk-adjusted returns @@ -2946,8 +2947,8 @@ MIN_TP1_PERCENT=0.5 # Don't go below 0.5% for TP1 MAX_TP1_PERCENT=1.5 # Don't go above 1.5% for TP1 MIN_TP2_PERCENT=1.0 # Don't go below 1.0% for TP2 MAX_TP2_PERCENT=3.0 # Don't go above 3.0% for TP2 -MIN_SL_PERCENT=1.3 # Fixed SL (Jan 16, 2026 - optimized for 10x leverage) -MAX_SL_PERCENT=1.3 # Fixed SL (Jan 16, 2026 - optimized for 10x leverage) +MIN_SL_PERCENT=1.3 # Fixed SL (Jan 16, 2026 - may need adjustment for 5x leverage) +MAX_SL_PERCENT=1.3 # Fixed SL (Jan 16, 2026 - may need adjustment for 5x leverage) # Legacy fallback (used when ATR unavailable) STOP_LOSS_PERCENT=-1.3 @@ -3036,7 +3037,7 @@ const driftSymbol = normalizeTradingViewSymbol(body.symbol) **Adaptive Leverage Configuration:** - **Helper function:** `getLeverageForQualityScore(qualityScore, config)` returns leverage tier based on quality - **Quality threshold:** Configured via `QUALITY_LEVERAGE_THRESHOLD` (default: 95) -- **Leverage tiers:** HIGH_QUALITY_LEVERAGE (default: 15x), LOW_QUALITY_LEVERAGE (default: 10x) +- **Leverage tiers:** HIGH_QUALITY_LEVERAGE (current: 5x), LOW_QUALITY_LEVERAGE (current: 5x) - **Integration:** Pass `qualityScore` parameter to `getActualPositionSizeForSymbol(symbol, config, qualityScore?)` - **Flow:** Quality score → getLeverageForQualityScore() → returns 15x or 10x → applied to position sizing - **Logging:** System logs adaptive leverage decisions for monitoring and validation @@ -3044,7 +3045,7 @@ const driftSymbol = normalizeTradingViewSymbol(body.symbol) // Example usage in execute endpoint const qualityResult = scoreSignalQuality({ atr, adx, rsi, volumeRatio, pricePosition, timeframe }) const { size, leverage } = getActualPositionSizeForSymbol(driftSymbol, config, qualityResult.score) -// leverage is now 15x for quality ≥95, or 10x for quality 90-94 +// leverage is currently fixed 5x (adaptive disabled since Jan 2, 2026) ``` ## API Endpoints Architecture @@ -6115,9 +6116,9 @@ model Trade { ``` **Core Logic Flow:** -1. **First signal** → Open position with 10x leverage (`pyramidLevel: 1`) +1. **First signal** → Open position with 5x leverage (`pyramidLevel: 1`) 2. **Second signal within 4 hours** → Check same direction + within window + under max levels -3. **If valid** → Add 7x position (`pyramidLevel: 2`, `parentTradeId` = base trade ID) +3. **If valid** → Add 5x position (`pyramidLevel: 2`, `parentTradeId` = base trade ID) 4. **Position Manager** tracks pyramid group via `pyramidGroups` Map 5. **Exit** → Close ALL pyramid levels together via `closeAllPyramidLevels()` (unified exit) @@ -6432,7 +6433,7 @@ const tracker = new StopHuntTracker() // ❌ Don't do this - **CURRENT Configuration (Dec 1, 2025):** ```bash USE_ADAPTIVE_LEVERAGE=true - HIGH_QUALITY_LEVERAGE=10 # 10x for high-quality signals + HIGH_QUALITY_LEVERAGE=5 # 5x for high-quality signals (reduced Jan 30, 2026) LOW_QUALITY_LEVERAGE=5 # 5x for borderline signals QUALITY_LEVERAGE_THRESHOLD_LONG=95 # LONG quality threshold (configurable via UI) QUALITY_LEVERAGE_THRESHOLD_SHORT=90 # SHORT quality threshold (configurable via UI)