mindesbunister
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7f355f38f5
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docs: add ATR-based take profit roadmap
Added comprehensive roadmap for implementing ATR-based TP/SL targets
as alternative to fixed percentage targets.
Key points:
- Phase 1: Data collection (1/50 trades with ATR tracking)
- Phase 2: Backtest analysis with SQL queries ready
- Phase 3: Implementation with config toggles
- Phase 4: A/B testing (50% fixed vs 50% ATR-based)
- Phase 5: Full deployment if results show improvement
Benefits:
- Adapts to market volatility automatically
- Tight targets in calm markets, wider in volatile markets
- Already collecting ATR data with every trade
- Aligns with existing ATR-based trailing stop
Timeline: 6-8 weeks (need 50+ trades for meaningful backtest)
Target: 10%+ P&L improvement, maintain 60%+ win rate
See ATR_BASED_TP_ROADMAP.md for complete implementation plan.
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2025-11-12 12:28:06 +01:00 |
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