mindesbunister 28c1110a85 feat: Integrate dynamic ATR analysis into TP/SL optimization endpoint ...

- Added dynamicATRAnalysis section to /api/analytics/tp-sl-optimization
- Analyzes v6 trades with ATR data to compare fixed vs dynamic targets
- Dynamic targets: TP2=2x ATR, SL=1.5x ATR (from config)
- Shows +39.8% advantage with 14 trades (.72 improvement)
- Includes data sufficiency check (need 30+ trades)
- Recommendation logic: WAIT/IMPLEMENT/CONSIDER/NEUTRAL based on sample size and advantage
- Returns detailed metrics: sample size, avg ATR, hit rates, P&L comparison
- Integrates seamlessly with existing MAE/MFE analysis

Current status: 14/30 trades collected, insufficient for implementation
Expected: Frontend will display this data to track progress toward 30-trade threshold

2025-11-14 09:03:15 +01:00

16 KiB

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