feat: Add position scaling for strong confirmation signals
**Feature: Position Scaling** Allows adding to existing profitable positions when high-quality signals confirm trend strength. **Configuration (config/trading.ts):** - enablePositionScaling: false (disabled by default - enable after testing) - minScaleQualityScore: 75 (higher bar than initial 60) - minProfitForScale: 0.4% (must be at/past TP1) - maxScaleMultiplier: 2.0 (max 200% of original size) - scaleSizePercent: 50% (add 50% of original position) - minAdxIncrease: 5 (ADX must strengthen) - maxPricePositionForScale: 70% (don't chase resistance) **Validation Logic (check-risk endpoint):** Same-direction signal triggers scaling check if enabled: 1. Quality score ≥75 (stronger than initial entry) 2. Position profitable ≥0.4% (at/past TP1) 3. ADX increased ≥5 points (trend strengthening) 4. Price position <70% (not near resistance) 5. Total size <2x original (risk management) 6. Returns 'allowed: true, reason: Position scaling' if all pass **Execution (execute endpoint):** - Opens additional position at scale size (50% of original) - Updates ActiveTrade: timesScaled, totalScaleAdded, currentSize - Tracks originalAdx from first entry for comparison - Returns 'action: scaled' with scale details **ActiveTrade Interface:** Added fields: - originalAdx?: number (for scaling validation) - timesScaled?: number (track scaling count) - totalScaleAdded?: number (total USD added) **Example Scenario:** 1. LONG SOL at $176 (quality: 45, ADX: 13.4) - weak but entered 2. Price hits $176.70 (+0.4%) - at TP1 3. New LONG signal (quality: 78, ADX: 19) - strong confirmation 4. Scaling validation: ✅ Quality 78 ✅ Profit +0.4% ✅ ADX +5.6 ✅ Price 68% 5. Adds 50% more position at $176.70 6. Total position: 150% of original size **Conservative Design:** - Disabled by default (requires manual enabling) - Only scales INTO profitable positions (never averaging down) - Requires significant quality improvement (75 vs 60) - Requires trend confirmation (ADX increase) - Hard cap at 2x original size - Won't chase near resistance levels **Next Steps:** 1. Enable in settings: ENABLE_POSITION_SCALING=true 2. Test with small positions first 3. Monitor data: do scaled positions outperform? 4. Adjust thresholds based on results **Safety:** - All existing duplicate prevention logic intact - Flip logic unchanged (still requires quality check) - Position Manager tracks scaling state - Can be toggled on/off without code changes
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@@ -48,6 +48,11 @@ export interface ActiveTrade {
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maxFavorablePrice: number // Price at best profit
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maxAdversePrice: number // Price at worst loss
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// Position scaling tracking
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originalAdx?: number // ADX at initial entry (for scaling validation)
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timesScaled?: number // How many times position has been scaled
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totalScaleAdded?: number // Total USD added through scaling
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// Monitoring
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priceCheckCount: number
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lastPrice: number
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