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
This commit is contained in:
@@ -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(),
|
||||
}
|
||||
|
||||
Reference in New Issue
Block a user