feat: Complete pyramiding/position stacking implementation (ALL 7 phases)
Phase 1: Configuration - Added pyramiding config to trading.ts interface and defaults - Added 6 ENV variables: ENABLE_PYRAMIDING, BASE_LEVERAGE, STACK_LEVERAGE, MAX_LEVERAGE_TOTAL, MAX_PYRAMID_LEVELS, STACKING_WINDOW_MINUTES Phase 2: Database Schema - Added 5 Trade fields: pyramidLevel, parentTradeId, stackedAt, totalLeverageAtEntry, isStackedPosition - Added index on parentTradeId for pyramid group queries Phase 3: Execute Endpoint - Added findExistingPyramidBase() - finds active base trade within window - Added canAddPyramidLevel() - validates pyramid conditions - Stores pyramid metadata on new trades Phase 4: Position Manager Core - Added pyramidGroups Map for trade ID grouping - Added addToPyramidGroup() - groups stacked trades by parent - Added closeAllPyramidLevels() - unified exit for all levels - Added getTotalPyramidLeverage() - calculates combined leverage - All exit triggers now close entire pyramid group Phase 5: Telegram Notifications - Added sendPyramidStackNotification() - notifies on stack entry - Added sendPyramidCloseNotification() - notifies on unified exit Phase 6: Testing (25 tests, ALL PASSING) - Pyramid Detection: 5 tests - Pyramid Group Tracking: 4 tests - Unified Exit: 4 tests - Leverage Calculation: 4 tests - Notification Context: 2 tests - Edge Cases: 6 tests Phase 7: Documentation - Updated .github/copilot-instructions.md with full implementation details - Updated docs/PYRAMIDING_IMPLEMENTATION_PLAN.md status to COMPLETE Parameters: 4h window, 7x base/stack leverage, 14x max total, 2 max levels Data-driven: 100% win rate for signals ≤72 bars apart in backtesting
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mindesbunister
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.github/copilot-instructions.md
vendored
102
.github/copilot-instructions.md
vendored
@@ -5949,13 +5949,20 @@ All technical improvements must align with current phase objectives (see top of
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---
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## 🔺 Pyramiding/Position Stacking System (Jan 6, 2026 - PLANNED)
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## 🔺 Pyramiding/Position Stacking System (Jan 9, 2026 - ✅ IMPLEMENTED)
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**Status:** 📋 PLANNED - Implementation plan ready, awaiting development
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**Status:** ✅ FULLY IMPLEMENTED AND TESTED - Ready for production deployment
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**Purpose:** Scale into winning positions by adding to existing trades when confirmation signals arrive within a time window. Based on ML v11.2 backtesting analysis showing 100% win rate for signals ≤72 bars apart.
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**Implementation Plan:** See `docs/PYRAMIDING_IMPLEMENTATION_PLAN.md` for complete details
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**Implementation Summary:** 7-phase implementation completed Jan 9, 2026
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- Phase 1: Configuration ✅
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- Phase 2: Database Schema ✅
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- Phase 3: Execute Endpoint ✅
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- Phase 4: Position Manager Core ✅
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- Phase 5: Telegram Notifications ✅
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- Phase 6: Testing ✅ (25 tests, ALL PASSING)
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- Phase 7: Documentation ✅
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**Key Parameters (User-Selected):**
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- **Stacking Window:** 4 hours (240 minutes / 48 bars on 5-min chart)
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@@ -5970,8 +5977,9 @@ All technical improvements must align with current phase objectives (see top of
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- **>72 bars:** 67.6% win rate - too far apart, trend may have reversed
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- User chose conservative 48-bar (4-hour) window for production
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**Environment Variables (New):**
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**Environment Variables:**
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```bash
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# In .env file
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ENABLE_PYRAMIDING=true
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BASE_LEVERAGE=7
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STACK_LEVERAGE=7
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@@ -5980,36 +5988,86 @@ MAX_PYRAMID_LEVELS=2
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STACKING_WINDOW_MINUTES=240
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```
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**Database Schema Changes:**
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**Database Schema (prisma/schema.prisma):**
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```prisma
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model Trade {
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// ... existing fields
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pyramidLevel Int? // 1 = base, 2 = first stack, etc.
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parentTradeId String? // Links stacked trades to base
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stackedAt DateTime? // When stack was added
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totalLeverageAtEntry Float? // Running total leverage
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isStackedPosition Boolean @default(false)
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pyramidLevel Int? @default(1) // 1 = base, 2 = first stack, etc.
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parentTradeId String? // Links stacked trades to base
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stackedAt DateTime? // When stack was added
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totalLeverageAtEntry Float? // Running total leverage
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isStackedPosition Boolean @default(false) // True if this is a stack entry
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@@index([parentTradeId]) // For pyramid group queries
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}
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```
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**Core Logic:**
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1. First signal → Open position with 7x leverage (pyramidLevel: 1)
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2. Second signal within 4 hours → Check if same direction + within window
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3. If valid → Add 7x position (pyramidLevel: 2), total leverage now 14x
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4. Position Manager tracks both as linked positions
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5. Exit → Close ALL pyramid levels together (unified exit)
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**Core Logic Flow:**
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1. **First signal** → Open position with 7x leverage (`pyramidLevel: 1`)
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2. **Second signal within 4 hours** → Check same direction + within window + under max levels
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3. **If valid** → Add 7x position (`pyramidLevel: 2`, `parentTradeId` = base trade ID)
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4. **Position Manager** tracks pyramid group via `pyramidGroups` Map
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5. **Exit** → Close ALL pyramid levels together via `closeAllPyramidLevels()` (unified exit)
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**Safety Checks:**
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**Execute Endpoint Integration (`app/api/trading/execute/route.ts`):**
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- `findExistingPyramidBase()`: Finds active base trade for same symbol/direction within window
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- `canAddPyramidLevel()`: Validates pyramid conditions (levels, leverage, window)
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- New trades set `parentTradeId`, `pyramidLevel`, `isStackedPosition`, `stackedAt`
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- Logs: `🔺 PYRAMID STACK: Adding level X to base trade {id}`
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**Position Manager Integration (`lib/trading/position-manager.ts`):**
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- `pyramidGroups: Map<string, Set<string>>` - Tracks trade IDs by parent ID
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- `addToPyramidGroup(tradeId, parentTradeId)`: Groups stacked trades
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- `closeAllPyramidLevels(parentTradeId)`: Unified exit for all levels
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- `getTotalPyramidLeverage(parentTradeId)`: Calculates combined leverage
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- `getPyramidGroupTrades(parentTradeId)`: Returns all trades in group
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- All exit reasons trigger unified close (TP1, TP2, SL, trailing, emergency)
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**Telegram Notifications (`lib/notifications/telegram.ts`):**
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- `sendPyramidStackNotification()`: Notifies on new stack entry
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- `sendPyramidCloseNotification()`: Notifies on unified exit with combined P&L
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- Shows: pyramid level, combined leverage, total P&L across all levels
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**Safety Checks (All Implemented):**
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- ✅ Same direction only (no hedging)
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- ✅ Within stacking window (4 hours default)
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- ✅ Max leverage cap (14x)
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- ✅ Max pyramid levels (2)
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- ✅ Sufficient free collateral for additional position
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- ✅ Sufficient free collateral validation
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- ✅ Base trade must be open and active
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- ✅ Unified exit prevents orphaned positions
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**TradingView Strategy (Already Implemented):**
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- File: `workflows/trading/moneyline_v11_2_strategy.pinescript`
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- Has pyramiding=1 setting and barSpacingThreshold input
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- Debug table shows bar spacing and stacking decisions
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**Test Coverage (`tests/integration/position-manager/pyramiding.test.ts`):**
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- **25 tests** across 6 test suites, ALL PASSING
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- Pyramid Detection: 5 tests
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- Pyramid Group Tracking: 4 tests
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- Unified Exit: 4 tests
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- Leverage Calculation: 4 tests
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- Notification Context: 2 tests
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- Edge Cases: 6 tests (window boundaries, leverage limits, mixed P&L)
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**Files Modified:**
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- `config/trading.ts` - Pyramiding configuration interface and defaults
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- `.env` - 6 new environment variables
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- `prisma/schema.prisma` - 5 new Trade fields + index
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- `lib/database/trades.ts` - CreateTradeParams with pyramiding fields
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- `app/api/trading/execute/route.ts` - Pyramid detection and creation logic
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- `lib/trading/position-manager.ts` - Group tracking and unified exit
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- `lib/notifications/telegram.ts` - Pyramid-specific notifications
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- `tests/integration/position-manager/pyramiding.test.ts` - Comprehensive test suite
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**Deployment Requirements:**
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```bash
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# 1. Run database migration
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npx prisma migrate dev --name add_pyramiding_fields
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# 2. Rebuild Docker container
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docker compose build trading-bot
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docker compose up -d --force-recreate trading-bot
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# 3. Verify deployment
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docker logs trading-bot-v4 | grep -i "pyramid"
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```
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**References:**
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- Implementation plan: `docs/PYRAMIDING_IMPLEMENTATION_PLAN.md`
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