Files
trading_bot_v4/lib
mindesbunister 12d874ff93 feat: implement MAE/MFE tracking for trade optimization
Added Maximum Favorable/Adverse Excursion tracking:
- Track maxFavorableExcursion: best profit % reached during trade
- Track maxAdverseExcursion: worst loss % reached during trade
- Track maxFavorablePrice and maxAdversePrice
- Update every price check (2s interval)
- Save to database on trade exit for optimization analysis

Benefits:
- Identify if TP levels are too conservative (MFE consistently higher)
- Determine if SL is too tight (MAE < SL but trade recovers)
- Optimize runner size based on how often MFE >> TP2
- Data-driven exit strategy tuning after collecting 10-20 trades

Display in monitoring logs: Shows MFE/MAE % every 20 seconds
2025-11-02 23:00:21 +01:00
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