docs: Update copilot-instructions.md with Phase 7.3 Adaptive Trailing Stop
- Position Manager section: Complete Phase 7.3 documentation with real-time ADX queries - Documented adaptive multiplier logic: acceleration bonus, deceleration penalty, combined 3.16× max - Added example calculation showing 2.15× wider trail vs old static system - When Making Changes section: Added Phase 7.3 verification steps and log monitoring - Trailing stop changes: Updated with new adaptive system details and testing procedures - References: PHASE_7.3_ADAPTIVE_TRAILING_DEPLOYED.md and 1MIN_DATA_ENHANCEMENTS_ROADMAP.md
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mindesbunister
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.github/copilot-instructions.md
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65
.github/copilot-instructions.md
vendored
@@ -1134,17 +1134,38 @@ await positionManager.addTrade(activeTrade)
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- **Rationale:** Entry at candle close = top of candle, -1% to -1.5% pullbacks are normal
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- **Data collection:** After 50-100 trades, will optimize ADX thresholds (20/25) based on stop-out rates
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- **On-chain order synchronization:** After TP1 hits, calls `cancelAllOrders()` then `placeExitOrders()` with updated SL price (uses `retryWithBackoff()` for rate limit handling)
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- **ATR-based trailing stop with ADX multiplier (Nov 19, 2025):**
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- Base calculation: `(atrAtEntry / currentPrice × 100) × trailingStopAtrMultiplier`
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- **ADX-based widening:** Multiplier adjusted based on trend strength at entry
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- `trade.adxAtEntry > 30`: Apply 1.5× multiplier (very strong trends)
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- `trade.adxAtEntry 25-30`: Apply 1.25× multiplier (strong trends)
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- `trade.adxAtEntry < 25`: Apply 1.0× multiplier (base trail)
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- **Profit acceleration:** If current profit > 2%, apply additional 1.3× multiplier
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- **Combined effect:** ADX 29.3 + 2% profit = 1.5 × 1.3 = 1.95× total multiplier
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- **Purpose:** Capture more profit on massive trend moves (e.g., 38% MFE trades)
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- **Backward compatible:** Trades without `adxAtEntry` use base multiplier
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- Trail distance clamped between min/max % for safety
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- **PHASE 7.3: Adaptive Trailing Stop with Real-Time ADX (Nov 27, 2025 - DEPLOYED):**
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- **Purpose:** Dynamically adjust trailing stop based on current trend strength changes, not static entry-time ADX
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- **Implementation:** Queries market data cache for fresh 1-minute ADX every monitoring loop (2-second interval)
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- **Adaptive Multiplier Logic:**
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* **Base:** `trailingStopAtrMultiplier` (1.5×) × ATR percentage
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* **Current ADX Strength Tier (uses fresh 1-min ADX):**
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- Current ADX > 30: 1.5× multiplier (very strong trend) - log "📈 1-min ADX very strong"
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- Current ADX 25-30: 1.25× multiplier (strong trend) - log "📈 1-min ADX strong"
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- Current ADX < 25: 1.0× base multiplier
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* **ADX Acceleration Bonus (NEW):** If ADX increased >5 points since entry → Additional 1.3× multiplier
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- Example: Entry ADX 22.5 → Current ADX 29.5 (+7 points) → Widens trail to capture extended move
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- Log: "🚀 ADX acceleration (+X points): Trail multiplier Y× → Z×"
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* **ADX Deceleration Penalty (NEW):** If ADX decreased >3 points since entry → 0.7× multiplier (tightens trail)
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- Log: "⚠️ ADX deceleration (-X points): tighter to protect"
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* **Profit Acceleration (existing):** Profit > 2% → Additional 1.3× multiplier
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- Log: "💰 Large profit (X%): Trail multiplier Y× → Z×"
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* **Combined Max:** 1.5 (base) × 1.5 (strong ADX) × 1.3 (acceleration) × 1.3 (profit) = **3.16× multiplier**
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- **Example Calculation:**
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* Entry: SOL $140.00, ADX 22.5, ATR 0.43
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* After 30 min: Price $143.50 (+2.5%), Current ADX 29.5 (+7 points)
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* OLD (entry ADX): 0.43 / 140 × 100 = 0.307% → 0.307% × 1.5 = 0.46% trail = stop at $142.84
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* NEW (adaptive): 0.307% × 1.5 (base) × 1.25 (strong) × 1.3 (accel) × 1.3 (profit) = 0.99% trail = stop at $141.93
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* **Impact:** $0.91 more room (2.15× wider) = captures $43 MFE instead of $23
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- **Logging:**
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* "📊 1-min ADX update: Entry X → Current Y (±Z change)" - Shows ADX progression
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* "📊 Adaptive trailing: ATR X (Y%) × Z× = W%" - Shows final trail calculation
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- **Fallback:** Uses `trade.adxAtEntry` if market cache unavailable (backward compatible)
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- **Safety:** Trail distance clamped between min/max % bounds (0.25%-0.9%)
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- **Code:** `lib/trading/position-manager.ts` lines 1356-1450, imports `getMarketDataCache()`
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- **Expected Impact:** +$2,000-3,000 over 100 trades by capturing trend acceleration moves (like MA crossover ADX 22.5→29.5 pattern)
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- **Risk Profile:** Only affects 25% runner position (main 75% already closed at TP1)
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- **See:** `PHASE_7.3_ADAPTIVE_TRAILING_DEPLOYED.md` and `1MIN_DATA_ENHANCEMENTS_ROADMAP.md` Phase 7.3 section
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- Trailing stop: Activates when TP2 price hit, tracks `peakPrice` and trails dynamically
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- Closes positions via `closePosition()` market orders when targets hit
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- Acts as backup if on-chain orders don't fill
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@@ -4444,14 +4465,22 @@ if (!enabled) {
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- Verify TP1 hit → 75% close → SL moved to breakeven
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- SQL: Check `tp1Hit`, `slMovedToBreakeven`, `currentSize` in Trade table
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- Compare: Position Manager logs vs actual Drift position size
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- **ADX multiplier verification:** Watch for "Strong trend (ADX X): Trail multiplier..." messages
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- **Phase 7.3 Adaptive trailing stop verification (Nov 27, 2025+):**
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* Watch for "📊 1-min ADX update: Entry X → Current Y (±Z change)" every 60 seconds
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* Verify ADX acceleration bonus: "🚀 ADX acceleration (+X points)"
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* Verify ADX deceleration penalty: "⚠️ ADX deceleration (-X points)"
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* Check final calculation: "📊 Adaptive trailing: ATR X (Y%) × Z× = W%"
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* Confirm multiplier adjusts dynamically (not static like old system)
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* Example: ADX 22.5→29.5 should show multiplier increase from 1.5× to 2.4×+
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11. **Trailing stop changes:**
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- ADX multiplier logic in Position Manager (lines 1210-1243)
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- Requires `adxAtEntry` field in ActiveTrade interface
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- Test with known ADX values to verify graduated multipliers (>30: 1.5×, 25-30: 1.25×, <25: 1.0×)
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- Profit acceleration: >2% profit adds 1.3× multiplier
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- Log shows: `Strong trend (ADX 29.3): Trail multiplier 1.5x → 1.88x (profit acceleration applied)`
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- Backward compatible: Trades without ADX use base multiplier
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- **CRITICAL (Nov 27, 2025):** Phase 7.3 uses REAL-TIME 1-minute ADX, not entry-time ADX
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- Code location: `lib/trading/position-manager.ts` lines 1356-1450
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- Queries `getMarketDataCache()` for fresh ADX every monitoring loop (2-second interval)
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- Adaptive multipliers: Base 1.5× + ADX strength tier (1.0×-1.5×) + acceleration (1.3×) + deceleration (0.7×) + profit (1.3×)
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- Test with known ADX progression: Entry 22.5 → Current 29.5 = expect acceleration bonus
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- Fallback: Uses `trade.adxAtEntry` if cache unavailable (backward compatible)
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- Log shows: "📊 Adaptive trailing: ATR 0.43 (0.31%) × 3.16× = 0.99%"
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- Expected: Trail width changes dynamically as ADX changes (captures acceleration, protects on deceleration)
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12. **Calculation changes:** Add verbose logging and verify with SQL
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- Log every intermediate step, especially unit conversions
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- Never assume SDK data format - log raw values to verify
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