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docs: add ATR-based take profit roadmap

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Added comprehensive roadmap for implementing ATR-based TP/SL targets
as alternative to fixed percentage targets.

Key points:
- Phase 1: Data collection (1/50 trades with ATR tracking)
- Phase 2: Backtest analysis with SQL queries ready
- Phase 3: Implementation with config toggles
- Phase 4: A/B testing (50% fixed vs 50% ATR-based)
- Phase 5: Full deployment if results show improvement

Benefits:
- Adapts to market volatility automatically
- Tight targets in calm markets, wider in volatile markets
- Already collecting ATR data with every trade
- Aligns with existing ATR-based trailing stop

Timeline: 6-8 weeks (need 50+ trades for meaningful backtest)
Target: 10%+ P&L improvement, maintain 60%+ win rate

See ATR_BASED_TP_ROADMAP.md for complete implementation plan.
This commit is contained in:
mindesbunister
2025-11-12 12:28:06 +01:00
parent 74df461556
commit 7f355f38f5
2 changed files with 279 additions and 1 deletions
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.env
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@@ -370,7 +370,7 @@ TRAILING_STOP_ACTIVATION=0.4
MIN_QUALITY_SCORE=65
SOLANA_ENABLED=true
SOLANA_POSITION_SIZE=100
SOLANA_LEVERAGE=20
SOLANA_LEVERAGE=15
SOLANA_USE_PERCENTAGE_SIZE=true
ETHEREUM_ENABLED=false
ETHEREUM_POSITION_SIZE=50