feat: Implement ATR-based dynamic TP2 system and fix P&L calculation

- Add ATR-based dynamic TP2 scaling from 0.7% to 3.0% based on volatility
- New config options: useAtrBasedTargets, atrMultiplierForTp2, minTp2Percent, maxTp2Percent
- Enhanced settings UI with ATR controls and updated risk calculator
- Fix external closure P&L calculation using unrealized P&L instead of volatile current price
- Update execute and test endpoints to use calculateDynamicTp2() function
- Maintain 25% runner system for capturing extended moves (4-5% targets)
- Add environment variables for ATR-based configuration
- Better P&L accuracy for manual position closures

app/api/settings/route.ts

@@ -97,6 +97,12 @@ export async function GET() {
       TRAILING_STOP_MAX_PERCENT: parseFloat(env.TRAILING_STOP_MAX_PERCENT || '0.9'),
       TRAILING_STOP_ACTIVATION: parseFloat(env.TRAILING_STOP_ACTIVATION || '0.5'),
       
+      // ATR-based Dynamic Targets
+      USE_ATR_BASED_TARGETS: env.USE_ATR_BASED_TARGETS === 'true' || env.USE_ATR_BASED_TARGETS === undefined,
+      ATR_MULTIPLIER_FOR_TP2: parseFloat(env.ATR_MULTIPLIER_FOR_TP2 || '2.0'),
+      MIN_TP2_PERCENT: parseFloat(env.MIN_TP2_PERCENT || '0.7'),
+      MAX_TP2_PERCENT: parseFloat(env.MAX_TP2_PERCENT || '3.0'),
+      
       // Position Scaling
       ENABLE_POSITION_SCALING: env.ENABLE_POSITION_SCALING === 'true',
       MIN_SCALE_QUALITY_SCORE: parseInt(env.MIN_SCALE_QUALITY_SCORE || '75'),
@@ -158,6 +164,12 @@ export async function POST(request: NextRequest) {
       TRAILING_STOP_MAX_PERCENT: (settings.TRAILING_STOP_MAX_PERCENT ?? DEFAULT_TRADING_CONFIG.trailingStopMaxPercent).toString(),
       TRAILING_STOP_ACTIVATION: settings.TRAILING_STOP_ACTIVATION.toString(),
       
+      // ATR-based Dynamic Targets
+      USE_ATR_BASED_TARGETS: (settings as any).USE_ATR_BASED_TARGETS?.toString() || 'true',
+      ATR_MULTIPLIER_FOR_TP2: (settings as any).ATR_MULTIPLIER_FOR_TP2?.toString() || '2.0',
+      MIN_TP2_PERCENT: (settings as any).MIN_TP2_PERCENT?.toString() || '0.7',
+      MAX_TP2_PERCENT: (settings as any).MAX_TP2_PERCENT?.toString() || '3.0',
+      
       // Position Scaling
       ENABLE_POSITION_SCALING: settings.ENABLE_POSITION_SCALING.toString(),
       MIN_SCALE_QUALITY_SCORE: settings.MIN_SCALE_QUALITY_SCORE.toString(),

app/api/trading/execute/route.ts

@@ -8,7 +8,7 @@
 import { NextRequest, NextResponse } from 'next/server'
 import { initializeDriftService } from '@/lib/drift/client'
 import { openPosition, placeExitOrders } from '@/lib/drift/orders'
-import { normalizeTradingViewSymbol } from '@/config/trading'
+import { normalizeTradingViewSymbol, calculateDynamicTp2 } from '@/config/trading'
 import { getMergedConfig } from '@/config/trading'
 import { getInitializedPositionManager, ActiveTrade } from '@/lib/trading/position-manager'
 import { createTrade, updateTradeExit } from '@/lib/database/trades'
@@ -420,9 +420,15 @@ export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTr
       body.direction
     )
     
+    const dynamicTp2Percent = calculateDynamicTp2(
+      entryPrice, 
+      body.atr || 0, // ATR from TradingView signal
+      config
+    )
+    
     const tp2Price = calculatePrice(
       entryPrice,
-      config.takeProfit2Percent,
+      dynamicTp2Percent,
       body.direction
     )
 
@@ -430,7 +436,7 @@ export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTr
     console.log(`   Entry: $${entryPrice.toFixed(4)}`)
     console.log(`   SL: $${stopLossPrice.toFixed(4)} (${config.stopLossPercent}%)`)
     console.log(`   TP1: $${tp1Price.toFixed(4)} (${config.takeProfit1Percent}%)`)
-    console.log(`   TP2: $${tp2Price.toFixed(4)} (${config.takeProfit2Percent}%)`)
+    console.log(`   TP2: $${tp2Price.toFixed(4)} (${dynamicTp2Percent.toFixed(2)}% - ATR-based)`)
 
     // Calculate emergency stop
     const emergencyStopPrice = calculatePrice(
@@ -532,7 +538,7 @@ export async function POST(request: NextRequest): Promise<NextResponse<ExecuteTr
       takeProfit2: tp2Price,
       stopLossPercent: config.stopLossPercent,
       tp1Percent: config.takeProfit1Percent,
-      tp2Percent: config.takeProfit2Percent,
+      tp2Percent: dynamicTp2Percent,
       entrySlippage: openResult.slippage,
       timestamp: new Date().toISOString(),
     }

app/api/trading/test/route.ts

@@ -8,7 +8,7 @@
 import { NextRequest, NextResponse } from 'next/server'
 import { initializeDriftService } from '@/lib/drift/client'
 import { openPosition, placeExitOrders } from '@/lib/drift/orders'
-import { normalizeTradingViewSymbol } from '@/config/trading'
+import { normalizeTradingViewSymbol, calculateDynamicTp2 } from '@/config/trading'
 import { getMergedConfig } from '@/config/trading'
 import { getInitializedPositionManager, ActiveTrade } from '@/lib/trading/position-manager'
 import { createTrade } from '@/lib/database/trades'
@@ -172,9 +172,18 @@ export async function POST(request: NextRequest): Promise<NextResponse<TestTrade
       direction
     )
     
+    // Use ATR-based dynamic TP2 with simulated ATR for testing
+    const simulatedATR = entryPrice * 0.008 // Simulate 0.8% ATR for testing
+    
+    const dynamicTp2Percent = calculateDynamicTp2(
+      entryPrice, 
+      simulatedATR,
+      config
+    )
+    
     const tp2Price = calculatePrice(
       entryPrice,
-      config.takeProfit2Percent,
+      dynamicTp2Percent,
       direction
     )
 
@@ -182,7 +191,7 @@ export async function POST(request: NextRequest): Promise<NextResponse<TestTrade
     console.log(`   Entry: $${entryPrice.toFixed(4)}`)
     console.log(`   SL: $${stopLossPrice.toFixed(4)} (${config.stopLossPercent}%)`)
     console.log(`   TP1: $${tp1Price.toFixed(4)} (${config.takeProfit1Percent}%)`)
-    console.log(`   TP2: $${tp2Price.toFixed(4)} (${config.takeProfit2Percent}%)`)
+    console.log(`   TP2: $${tp2Price.toFixed(4)} (${dynamicTp2Percent.toFixed(2)}% - ATR-based test)`)
 
     // Calculate emergency stop
     const emergencyStopPrice = calculatePrice(