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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@@ -468,14 +468,38 @@ export class PositionManager {
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// Calculate P&L first (set to 0 for phantom trades)
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let realizedPnL = 0
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let exitPrice = currentPrice
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if (!wasPhantom) {
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const profitPercent = this.calculateProfitPercent(
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trade.entryPrice,
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currentPrice,
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trade.direction
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)
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const accountPnL = profitPercent * trade.leverage
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realizedPnL = (sizeForPnL * accountPnL) / 100
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// For external closures, try to estimate a more realistic exit price
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// Manual closures may happen at significantly different prices than current market
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const unrealizedPnL = trade.unrealizedPnL || 0
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const positionSizeUSD = trade.positionSize
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if (Math.abs(unrealizedPnL) > 1 && positionSizeUSD > 0) {
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// If we have meaningful unrealized P&L, back-calculate the likely exit price
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// This is more accurate than using volatile current market price
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const impliedProfitPercent = (unrealizedPnL / positionSizeUSD) * 100 / trade.leverage
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exitPrice = trade.direction === 'long'
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? trade.entryPrice * (1 + impliedProfitPercent / 100)
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: trade.entryPrice * (1 - impliedProfitPercent / 100)
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console.log(`📊 Estimated exit price based on unrealized P&L:`)
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console.log(` Unrealized P&L: $${unrealizedPnL.toFixed(2)}`)
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console.log(` Market price: $${currentPrice.toFixed(6)}`)
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console.log(` Estimated exit: $${exitPrice.toFixed(6)}`)
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realizedPnL = unrealizedPnL
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} else {
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// Fallback to current price calculation
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const profitPercent = this.calculateProfitPercent(
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trade.entryPrice,
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currentPrice,
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trade.direction
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)
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const accountPnL = profitPercent * trade.leverage
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realizedPnL = (sizeForPnL * accountPnL) / 100
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}
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}
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// Determine exit reason from trade state and P&L
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@@ -504,7 +528,7 @@ export class PositionManager {
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try {
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await updateTradeExit({
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positionId: trade.positionId,
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exitPrice: currentPrice,
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exitPrice: exitPrice, // Use estimated exit price, not current market price
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exitReason,
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realizedPnL,
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exitOrderTx: 'ON_CHAIN_ORDER',
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@@ -516,7 +540,7 @@ export class PositionManager {
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maxFavorablePrice: trade.maxFavorablePrice,
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maxAdversePrice: trade.maxAdversePrice,
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})
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console.log(`💾 External closure recorded: ${exitReason} at $${currentPrice} | P&L: $${realizedPnL.toFixed(2)}`)
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console.log(`💾 External closure recorded: ${exitReason} at $${exitPrice.toFixed(6)} | P&L: $${realizedPnL.toFixed(2)}`)
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} catch (dbError) {
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console.error('❌ Failed to save external closure:', dbError)
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}
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