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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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10
store/strategy.go
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@@ -1014,11 +1014,11 @@ func GetDefaultStrategyConfig(lang string) StrategyConfig {
PriceRankingLimit: 10,
},
RiskControl: RiskControlConfig{
MaxPositions: 4, // Room for ~2 long + 2 short (CODE ENFORCED)
BTCETHMaxLeverage: 20, // BTC/ETH exchange leverage (AI guided)
AltcoinMaxLeverage: 20, // TradeFi exchange leverage (AI guided)
BTCETHMaxPositionValueRatio: 5.0, // Per-position notional = equity × 5; 4 positions = 20x total (full margin, ~5% liquidation cushion — aggressive by operator choice)
AltcoinMaxPositionValueRatio: 5.0, // Per-position notional = equity × 5; 4 positions = 20x total (full margin, ~5% liquidation cushion — aggressive by operator choice)
MaxPositions: 2, // Few, concentrated positions held for big moves (CODE ENFORCED)
BTCETHMaxLeverage: 5, // Low leverage so a big (-5%) stop is survivable, not an instant liquidation
AltcoinMaxLeverage: 5, // Low leverage so a big (-5%) stop is survivable, not an instant liquidation
BTCETHMaxPositionValueRatio: 2.5, // Per-position notional = equity × 2.5; 2 positions = 5x total (full margin at 5x, ~20% liquidation cushion)
AltcoinMaxPositionValueRatio: 2.5, // Per-position notional = equity × 2.5; 2 positions = 5x total (full margin at 5x, ~20% liquidation cushion)
MaxMarginUsage: 1.0, // Claw402 Autopilot intentionally uses full margin when opening
MinPositionSize: 12, // Min 12 USDT per position (CODE ENFORCED)
MinRiskRewardRatio: 3.0, // Min 3:1 profit/loss ratio (AI guided)