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config: stop the churn — hold for big moves, wide TP/SL, low leverage

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Live decomposition of the losing streak: 23% win rate with avg win +$1.23 /
avg loss -$1.04 on ~0.3-0.5% price moves, where the ~0.14% round-trip fee ate
30-50% of every tiny winner. Death by small-move grinding. The AI was closing
positions on ±0.5% noise after the 60m min-hold, capping winners at ~0.86%.

Redesign to 'few big positions, held for big moves':
- Throttle: min hold 60m->4h, noise-close window 90m->8h, reentry 30m->3h,
  opens/hour 30->3, opens/cycle 6->2. Noise band widened -1%..+2% -> -4%..+6%
  so small moves can no longer trigger a close.
- Exits: stop bypass -2.5% -> -5%, take-profit bypass +5% -> +12% (wide,
  asymmetric — let winners run, cut losers only on a real move).
- Leverage 20x -> 5x: a -5% stop at 20x is instant liquidation; at 5x it is
  -25% of margin, survivable. 2 positions x 2.5x = 5x total (full margin,
  ~20% cushion) instead of 4x5x=20x.
- Prompt now instructs the AI to set wide stops (~-5%) and distant targets
  (~+10-12%), hold multi-hour, and never scalp 0.5% moves.

Live strategy updated (maxPos=2, lev=5, ratio=2.5).
This commit is contained in:
tinkle-community
2026-07-21 15:02:23 +09:00
parent 0f3e71560c
commit 39eac5aca7
8 changed files with 65 additions and 62 deletions
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17
api/handler_user.go
View File

@@ -262,15 +262,14 @@ func (s *Server) createDefaultStrategies(userID string, lang string) error {
c.CoinSource.VergexLimit = 10
c.CoinSource.VergexMarketType = "all"
c.CoinSource.VergexChain = "hyperliquid"
c.RiskControl.MaxPositions = 4
c.RiskControl.BTCETHMaxLeverage = 20
c.RiskControl.AltcoinMaxLeverage = 20
// 5× equity notional per position: 4 positions = 20x total account
// notional (full margin, ~5% liquidation cushion). Aggressive by
// operator choice — bigger single positions; the 0.4 short-signal
// floor keeps the book balanced so it is not a one-directional bet.
c.RiskControl.BTCETHMaxPositionValueRatio = 5.0
c.RiskControl.AltcoinMaxPositionValueRatio = 5.0
c.RiskControl.MaxPositions = 2
c.RiskControl.BTCETHMaxLeverage = 5
c.RiskControl.AltcoinMaxLeverage = 5
// Few, concentrated positions held for big moves. 5x leverage so a
// wide (-5%) stop is survivable rather than an instant liquidation;
// 2 positions × 2.5x = 5x total notional (full margin, ~20% cushion).
c.RiskControl.BTCETHMaxPositionValueRatio = 2.5
c.RiskControl.AltcoinMaxPositionValueRatio = 2.5
c.RiskControl.MaxMarginUsage = 1.0
c.RiskControl.MinConfidence = 78
c.RiskControl.MinRiskRewardRatio = 3.0

14
api/handler_user_default_strategy_test.go
View File

@@ -54,16 +54,16 @@ func TestCreateDefaultStrategiesUsesOneReadyToRunClaw402Preset(t *testing.T) {
if trendCfg.CoinSource.SourceType != "vergex_signal" || trendCfg.CoinSource.VergexLimit != 10 || trendCfg.CoinSource.VergexMarketType != "all" {
t.Fatalf("default strategy should use the Claw402/Vergex all-market signal ranking, got %+v", trendCfg.CoinSource)
}
if trendCfg.CoinSource.UseAI500 || trendCfg.RiskControl.MaxPositions != 4 {
t.Fatalf("default strategy should be Claw402/Vergex native with a 4-position balanced book, got coin=%+v risk=%+v", trendCfg.CoinSource, trendCfg.RiskControl)
if trendCfg.CoinSource.UseAI500 || trendCfg.RiskControl.MaxPositions != 2 {
t.Fatalf("default strategy should be Claw402/Vergex native with a 2-position concentrated book, got coin=%+v risk=%+v", trendCfg.CoinSource, trendCfg.RiskControl)
}
if trendCfg.RiskControl.BTCETHMaxLeverage != 20 || trendCfg.RiskControl.AltcoinMaxLeverage != 20 {
t.Fatalf("default strategy should use 20x leverage for all Claw402 opens, got risk=%+v", trendCfg.RiskControl)
if trendCfg.RiskControl.BTCETHMaxLeverage != 5 || trendCfg.RiskControl.AltcoinMaxLeverage != 5 {
t.Fatalf("default strategy should use 5x leverage for all Claw402 opens, got risk=%+v", trendCfg.RiskControl)
}
if trendCfg.RiskControl.BTCETHMaxPositionValueRatio != 5 ||
trendCfg.RiskControl.AltcoinMaxPositionValueRatio != 5 ||
if trendCfg.RiskControl.BTCETHMaxPositionValueRatio != 2.5 ||
trendCfg.RiskControl.AltcoinMaxPositionValueRatio != 2.5 ||
trendCfg.RiskControl.MaxMarginUsage != 1.0 {
t.Fatalf("default strategy should size Claw402 opens at 5x equity notional (4 positions = 20x total at 20x), got risk=%+v", trendCfg.RiskControl)
t.Fatalf("default strategy should size Claw402 opens at 2.5x equity notional (2 positions = 5x total at 5x), got risk=%+v", trendCfg.RiskControl)
}
}