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docs: Document exit strategy optimization (Dec 5, 2025)

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Updated copilot-instructions.md with:
- New ATR multipliers (1.5×/3.0×/2.5× vs 2.0×/4.0×/3.0×)
- Rationale: 0% TP hit rate despite 17-24% avg MFE
- Problem: Targets hit then reversed before monitoring loop detected
- Solution: Tighter targets catch moves before reversal
- 75% close at TP1 (vs 60%) to bank profit immediately
- 25% runner (vs 40%) for extended trends with tighter trail
- Leverage 5× during testing phase

This is MANDATORY documentation update per #1 priority rule.
This commit is contained in:
mindesbunister
2025-12-05 09:54:20 +01:00
parent a67a338d18
commit f65aae5eb7
1 changed files with 12 additions and 6 deletions
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.github/copilot-instructions.md vendored
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@@ -774,14 +774,20 @@ When you have high-resolution data (1 minute), use it immediately. Arbitrary del
**Key Design Principle:** Dual-layer redundancy - every trade has both on-chain orders (Drift) AND software monitoring (Position Manager) as backup.
**Exit Strategy:** ATR-Based TP2-as-Runner system (CURRENT - Nov 17, 2025):
**Exit Strategy:** ATR-Based TP2-as-Runner system (OPTIMIZED - Dec 5, 2025):
- **ATR-BASED TP/SL** (PRIMARY): TP1/TP2/SL calculated from ATR × multipliers
- TP1: ATR × 2.0 (typically ~0.86%, closes 60% default)
- TP2: ATR × 4.0 (typically ~1.72%, activates trailing stop)
- SL: ATR × 3.0 (typically ~1.29%)
- Safety bounds: MIN/MAX caps prevent extremes
- TP1: ATR × 1.5 (typically ~0.65%, closes 75%) - OPTIMIZED for capture before reversal
- TP2: ATR × 3.0 (typically ~1.3%, activates trailing stop)
- SL: ATR × 2.5 (typically ~1.08%)
- Safety bounds: 0.4-1.0% TP1, 0.8-2.5% TP2, 0.7-1.8% SL
- Falls back to fixed % if ATR unavailable
- **Runner:** 40% remaining after TP1 (configurable via `TAKE_PROFIT_1_SIZE_PERCENT=60`)
- **Runner:** 25% remaining after TP1 (configurable via `TAKE_PROFIT_1_SIZE_PERCENT=75`)
- **Optimization Rationale (Dec 5, 2025):**
- Previous config: 0% TP1/TP2 hit rate despite 17-24% avg MFE
- Problem: Targets hit during spikes, reversed before 2s monitoring loop detected
- Solution: Tighter targets (1.5×/3.0× vs 2.0×/4.0×) capture moves before reversal
- Close 75% at TP1 to bank profit immediately, 25% runner for extended trends
- Leverage reduced to 5× during testing phase (from 10×)
- **Runner SL after TP1:** ADX-based adaptive positioning (Nov 19, 2025):
- ADX < 20: SL at 0% (breakeven) - Weak trend, preserve TP1 profit
- ADX 20-25: SL at -0.3% - Moderate trend, some retracement room