mindesbunister d09838d1dc feat: Add ADX-based trend strength multiplier for trailing stops ...

Implements graduated trailing stop widening based on ADX at entry:
- ADX > 30: 1.5x wider trail (very strong trends)
- ADX 25-30: 1.25x wider trail (strong trends)
- ADX < 25: Base trail (weak/moderate trends)

Also adds profit acceleration:
- Profit > 2%: Additional 1.3x multiplier
- Combines with ADX for maximum trail width

Purpose: Capture more of massive trend moves (like 38% MFE trades)
- Current system exits at ~1% with tight 0.67% trail
- ADX 29.3 + 2% profit: Trail widens to ~1.1-1.3%
- Expected improvement: 50%+ better profit capture on big moves

Example impact (Nov 19 trade):
- Entry: $140.17, MFE: 38.12%, Captured: 0.99%
- With ADX multiplier: Would capture ~1.5-2% (50%+ improvement)

Changes:
- lib/trading/position-manager.ts: Added adxAtEntry to ActiveTrade interface
- Trail calculation now checks trade.adxAtEntry and applies multipliers
- Backward compatible: Trades without ADX use base multiplier
- Logs show: "Strong trend (ADX 29.3): Trail multiplier 1.5x → 1.88x"

Data-driven decision based on:
- 4 recent v8 trades with ADX: 29.3, 20.8, 21.4, 18.3
- Nov 19 trade: ADX 29.3, MFE 38.12%, only captured 0.99%
- System needed wider trail for strong trends

2025-11-19 11:57:21 +01:00

65 KiB

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