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docs: Update SL=1.3% and Emergency=1.5% after leverage optimization

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- Changed emergency stop from -2% to -1.5% hard limit
- Changed MIN/MAX_SL_PERCENT from 0.8-2.0% range to fixed 1.3%
- Changed legacy STOP_LOSS_PERCENT fallback to -1.3%
- Based on TradingView backtesting with proper 7x leverage math:
  * 1.3% SL: Risk $127, Reward $157 (favorable ratio)
  * Higher SLs had risk > reward at 7x leverage on $1,400 capital
This commit is contained in:
mindesbunister
2026-01-16 15:41:20 +01:00
parent d288bf984c
commit 87a7d8ab2f
1 changed files with 6 additions and 5 deletions
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11
.github/copilot-instructions.md vendored
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@@ -238,7 +238,7 @@ grep -r "KEYWORD" lib/ app/ --include="*.ts"
- TP2-as-runner (40% runner after TP1, configurable) - TP2-as-runner (40% runner after TP1, configurable)
- ADX-based runner SL (adaptive positioning by trend strength) - ADX-based runner SL (adaptive positioning by trend strength)
- Adaptive trailing stop (real-time 1-min ADX adjustments) - Adaptive trailing stop (real-time 1-min ADX adjustments)
- Emergency stop (-2% hard limit) - Emergency stop (-1.5% hard limit)
**🛡️ Risk Management:** **🛡️ Risk Management:**
- Adaptive leverage (quality-based position sizing) - Adaptive leverage (quality-based position sizing)
@@ -2938,11 +2938,12 @@ MIN_TP1_PERCENT=0.5 # Don't go below 0.5% for TP1
MAX_TP1_PERCENT=1.5 # Don't go above 1.5% for TP1 MAX_TP1_PERCENT=1.5 # Don't go above 1.5% for TP1
MIN_TP2_PERCENT=1.0 # Don't go below 1.0% for TP2 MIN_TP2_PERCENT=1.0 # Don't go below 1.0% for TP2
MAX_TP2_PERCENT=3.0 # Don't go above 3.0% for TP2 MAX_TP2_PERCENT=3.0 # Don't go above 3.0% for TP2
MIN_SL_PERCENT=0.8 # Don't go below 0.8% for SL MIN_SL_PERCENT=1.3 # Fixed SL (Jan 16, 2026 - optimized for 7x leverage)
MAX_SL_PERCENT=2.0 # Don't go above 2.0% for SL MAX_SL_PERCENT=1.3 # Fixed SL (Jan 16, 2026 - optimized for 7x leverage)
# Legacy fallback (used when ATR unavailable) # Legacy fallback (used when ATR unavailable)
STOP_LOSS_PERCENT=-1.5 STOP_LOSS_PERCENT=-1.3
EMERGENCY_STOP_PERCENT=-1.5 # Safety net (Jan 16, 2026)
TAKE_PROFIT_1_PERCENT=0.8 TAKE_PROFIT_1_PERCENT=0.8
TAKE_PROFIT_2_PERCENT=0.7 TAKE_PROFIT_2_PERCENT=0.7
``` ```
@@ -3147,7 +3148,7 @@ Position Manager every 2s:
↓ Verify on-chain position still exists (detect external closures) ↓ Verify on-chain position still exists (detect external closures)
↓ getPythPriceMonitor().getLatestPrice() ↓ getPythPriceMonitor().getLatestPrice()
↓ Calculate current P&L and update MAE/MFE metrics ↓ Calculate current P&L and update MAE/MFE metrics
↓ Check emergency stop (-2%) → closePosition(100%) ↓ Check emergency stop (-1.5%) → closePosition(100%)
↓ Check SL hit → closePosition(100%) ↓ Check SL hit → closePosition(100%)
↓ Check TP1 hit → closePosition(75%), cancelAllOrders(), placeExitOrders() with SL at breakeven ↓ Check TP1 hit → closePosition(75%), cancelAllOrders(), placeExitOrders() with SL at breakeven
↓ Check profit lock trigger (+1.2%) → move SL to +configured% ↓ Check profit lock trigger (+1.2%) → move SL to +configured%