Enhance trailing stop with ATR-based sizing

config/trading.ts

@@ -38,7 +38,10 @@ export interface TradingConfig {
   
   // Trailing stop for runner (after TP2)
   useTrailingStop: boolean // Enable trailing stop for remaining position
-  trailingStopPercent: number // Trail by this % below peak
+  trailingStopPercent: number // Legacy fixed trail percent (used as fallback)
+  trailingStopAtrMultiplier: number // Multiplier for ATR-based trailing distance
+  trailingStopMinPercent: number // Minimum trailing distance in percent
+  trailingStopMaxPercent: number // Maximum trailing distance in percent
   trailingStopActivation: number // Activate when runner profits exceed this %
   
   // Position Scaling (add to winning positions)
@@ -115,7 +118,10 @@ export const DEFAULT_TRADING_CONFIG: TradingConfig = {
   
   // Trailing stop for runner (after TP2)
   useTrailingStop: true, // Enable trailing stop for remaining position after TP2
-  trailingStopPercent: 0.3, // Trail by 0.3% below peak price
+  trailingStopPercent: 0.3, // Legacy fallback (%, used if ATR data unavailable)
+  trailingStopAtrMultiplier: 1.5, // Trail ~1.5x ATR (converted to % of price)
+  trailingStopMinPercent: 0.25, // Never trail tighter than 0.25%
+  trailingStopMaxPercent: 0.9, // Cap trailing distance at 0.9%
   trailingStopActivation: 0.5, // Activate trailing when runner is +0.5% in profit
   
   // Position Scaling (conservative defaults)
@@ -248,6 +254,18 @@ export function validateTradingConfig(config: TradingConfig): void {
   if (config.slippageTolerance < 0 || config.slippageTolerance > 10) {
     throw new Error('Slippage tolerance must be between 0 and 10%')
   }
+
+  if (config.trailingStopAtrMultiplier <= 0) {
+    throw new Error('Trailing stop ATR multiplier must be positive')
+  }
+
+  if (config.trailingStopMinPercent < 0 || config.trailingStopMaxPercent < 0) {
+    throw new Error('Trailing stop bounds must be non-negative')
+  }
+
+  if (config.trailingStopMinPercent > config.trailingStopMaxPercent) {
+    throw new Error('Trailing stop min percent cannot exceed max percent')
+  }
 }
 
 // Environment-based configuration
@@ -321,6 +339,15 @@ export function getConfigFromEnv(): Partial<TradingConfig> {
     trailingStopPercent: process.env.TRAILING_STOP_PERCENT
       ? parseFloat(process.env.TRAILING_STOP_PERCENT)
       : undefined,
+    trailingStopAtrMultiplier: process.env.TRAILING_STOP_ATR_MULTIPLIER
+      ? parseFloat(process.env.TRAILING_STOP_ATR_MULTIPLIER)
+      : undefined,
+    trailingStopMinPercent: process.env.TRAILING_STOP_MIN_PERCENT
+      ? parseFloat(process.env.TRAILING_STOP_MIN_PERCENT)
+      : undefined,
+    trailingStopMaxPercent: process.env.TRAILING_STOP_MAX_PERCENT
+      ? parseFloat(process.env.TRAILING_STOP_MAX_PERCENT)
+      : undefined,
     trailingStopActivation: process.env.TRAILING_STOP_ACTIVATION
       ? parseFloat(process.env.TRAILING_STOP_ACTIVATION)
       : undefined,