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

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- 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
This commit is contained in:
mindesbunister
2025-11-07 17:01:22 +01:00
parent 5acc61cf66
commit 6d5991172a
7 changed files with 208 additions and 19 deletions
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12
app/api/settings/route.ts
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@@ -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(),