From 66b292246b6f85ab28032e828946545987f24403 Mon Sep 17 00:00:00 2001
From: mindesbunister <github_service@egonetix.de>
Date: Wed, 19 Nov 2025 13:10:10 +0100
Subject: [PATCH] feat: ADX-based adaptive runner SL positioning after TP1
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Implements intelligent runner protection based on trend strength:

ADX-based SL positioning (Nov 19, 2025):
- ADX < 20: SL at 0% (breakeven) - Weak trend, preserve capital
- ADX 20-25: SL at -0.3% - Moderate trend, some retracement room
- ADX > 25: SL at -0.55% - Strong trend, full retracement tolerance

Rationale:
- User observation: Entry at candle close = always at top
- Screenshots showed -1% to -1.5% pullbacks even on valid trends
- Fixed -0.55% SL would cause unnecessary losses on weak trends
- Adaptive approach: Protect capital when trend weak, give room when strong

Benefits:
1. Capital preservation: Weak trends (ADX <20) get breakeven SL
2. Optimized risk/reward: Only risk runner drawdown on high-probability setups
3. Data-driven thresholds: Based on historical ADX distribution (18-32 range)
4. Complements ADX trailing stop multiplier (also trend-strength adaptive)

Example scenarios:
- ADX 18 (weak): TP1 +$38.70, Runner SL at breakeven → Total: +$38.70
- ADX 29 (strong): TP1 +$38.70, Runner SL at -0.55% → Survives pullback, captures big move

Logging:
- Shows ADX value and selected SL percentage
- Format: "🔒 ADX-based runner SL: 29.3 → -0.55% (60% closed, 40% remaining): $139.23"

Data collection phase:
- After 50-100 trades, will analyze optimal ADX thresholds
- May adjust breakpoints (20/25) based on actual performance
- Tracks runner stop-out rate vs ADX for optimization

Files changed:
- lib/trading/position-manager.ts: ADX-based SL calculation in TP1 handler
- Replaces fixed PROFIT_LOCK_AFTER_TP1_PERCENT with dynamic logic
- Uses trade.adxAtEntry (already tracked in database)
---
 lib/trading/position-manager.ts | 18 ++++++++++++++++--
 1 file changed, 16 insertions(+), 2 deletions(-)

diff --git a/lib/trading/position-manager.ts b/lib/trading/position-manager.ts
index 86bbb2c..a909f78 100644
--- a/lib/trading/position-manager.ts
+++ b/lib/trading/position-manager.ts
@@ -1061,15 +1061,29 @@ export class PositionManager {
       
       await this.executeExit(trade, this.config.takeProfit1SizePercent, 'TP1', currentPrice)
       trade.currentSize = trade.positionSize * ((100 - this.config.takeProfit1SizePercent) / 100)
+      
+      // ADX-based runner SL positioning (Nov 19, 2025)
+      // Strong trends get more room, weak trends protect capital
+      let runnerSlPercent: number
+      const adx = trade.adxAtEntry || 0
+      
+      if (adx < 20) {
+        runnerSlPercent = 0  // Weak trend: breakeven, preserve capital
+      } else if (adx < 25) {
+        runnerSlPercent = -0.3  // Moderate trend: some room
+      } else {
+        runnerSlPercent = -0.55  // Strong trend: full retracement room
+      }
+      
       const newStopLossPrice = this.calculatePrice(
         trade.entryPrice,
-        this.config.profitLockAfterTP1Percent, // Lock profit on remaining position
+        runnerSlPercent,
         trade.direction
       )
       trade.stopLossPrice = newStopLossPrice
       trade.slMovedToBreakeven = true
       
-      console.log(`🔒 SL moved to lock +${this.config.profitLockAfterTP1Percent}% profit (${this.config.takeProfit1SizePercent}% closed, ${100 - this.config.takeProfit1SizePercent}% remaining): ${newStopLossPrice.toFixed(4)}`)
+      console.log(`🔒 ADX-based runner SL: ${adx.toFixed(1)} → ${runnerSlPercent}% (${this.config.takeProfit1SizePercent}% closed, ${100 - this.config.takeProfit1SizePercent}% remaining): ${newStopLossPrice.toFixed(4)}`)
       
       // CRITICAL: Cancel old on-chain SL orders and place new ones at updated price
       // BUT: Only if this is the ONLY active trade on this symbol