diff --git a/.github/copilot-instructions.md b/.github/copilot-instructions.md index 42f2311..01ef39b 100644 --- a/.github/copilot-instructions.md +++ b/.github/copilot-instructions.md @@ -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