mindesbunister
57790d04d6
docs: Document ADX-based adaptive runner SL system
Updated copilot-instructions.md with Nov 19, 2025 enhancement:
Architecture Overview - Exit Strategy:
- Added runner SL section with ADX-based positioning
- Documented three-tier system: <20 (0%), 20-25 (-0.3%), >25 (-0.55%)
- Explained rationale: Entry at candle close = natural pullbacks
- Risk management: Only accept drawdown on strong trends
- Example outcomes: ADX 18 → +$38.70, ADX 29 → +$22.20 worst case
Position Manager Section:
- Replaced "Dynamic SL adjustments: breakeven" with ADX-based logic
- Implementation details: Checks trade.adxAtEntry in TP1 handler
- Logging format: "🔒 ADX-based runner SL: 29.3 → -0.55%"
- Data collection phase: 50-100 trades for threshold optimization
- Noted TP1 default is 60% (not 75% - old value)
Key points documented:
- Adaptive vs fixed approach (capital preservation on weak trends)
- Integration with ADX trailing stop multiplier (both trend-adaptive)
- Natural retracement tolerance (entry at top requires -1% room)
- Future optimization plan (adjust 20/25 thresholds based on data)
Related commits:
- 66b2922: Implementation
- 7cf00cf: Fixed runner SL to -0.55% (replaced by ADX-based)
- d09838d: ADX trailing stop multiplier