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