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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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19
trader/auto_trader_throttle_test.go
View File

@@ -32,7 +32,8 @@ func TestTradeThrottleBlocksEarlyNoiseClose(t *testing.T) {
func TestTradeThrottleAllowsEarlyHardStop(t *testing.T) {
at := &AutoTrader{}
ctx := throttleContext("xyz:INTC", "long", 20*time.Minute, -3.0)
// Only a real -5% stop bypasses the min hold now.
ctx := throttleContext("xyz:INTC", "long", 20*time.Minute, -6.0)
reason := at.tradeThrottleReason(kernel.Decision{Symbol: "xyz:INTC", Action: "close_long"}, ctx, 0)
if reason != "" {
@@ -42,7 +43,8 @@ func TestTradeThrottleAllowsEarlyHardStop(t *testing.T) {
func TestTradeThrottleBlocksFlatCloseInsideNoiseWindow(t *testing.T) {
at := &AutoTrader{}
ctx := throttleContext("xyz:INTC", "long", 60*time.Minute, 0.4)
// Held past the 4h min hold but still inside the wide -4%..+6% noise band.
ctx := throttleContext("xyz:INTC", "long", 5*time.Hour, 0.4)
reason := at.tradeThrottleReason(kernel.Decision{Symbol: "xyz:INTC", Action: "close_long"}, ctx, 0)
if !strings.Contains(reason, "noise band") {
@@ -52,7 +54,8 @@ func TestTradeThrottleBlocksFlatCloseInsideNoiseWindow(t *testing.T) {
func TestTradeThrottleAllowsConfirmedLossAfterMinimumHold(t *testing.T) {
at := &AutoTrader{}
ctx := throttleContext("xyz:INTC", "long", 60*time.Minute, -1.2)
// Past the 4h min hold, loss beyond the -4% noise floor → close allowed.
ctx := throttleContext("xyz:INTC", "long", 5*time.Hour, -4.5)
reason := at.tradeThrottleReason(kernel.Decision{Symbol: "xyz:INTC", Action: "close_long"}, ctx, 0)
if reason != "" {
@@ -76,13 +79,13 @@ func TestTradeThrottleBlocksOpensOverCycleCap(t *testing.T) {
at := &AutoTrader{}
ctx := &kernel.Context{}
// under the 6-per-cycle cap, a further open is allowed
if reason := at.tradeThrottleReason(kernel.Decision{Symbol: "xyz:INTC", Action: "open_long"}, ctx, 5); reason != "" {
t.Fatalf("expected open within the 6-per-cycle cap to be allowed, got %q", reason)
// under the 2-per-cycle cap, a further open is allowed
if reason := at.tradeThrottleReason(kernel.Decision{Symbol: "xyz:INTC", Action: "open_long"}, ctx, 1); reason != "" {
t.Fatalf("expected open within the 2-per-cycle cap to be allowed, got %q", reason)
}
// at the cap, the next open is blocked
if reason := at.tradeThrottleReason(kernel.Decision{Symbol: "xyz:INTC", Action: "open_long"}, ctx, 6); !strings.Contains(reason, "6 new position") {
t.Fatalf("expected open beyond the 6-per-cycle cap to be blocked, got %q", reason)
if reason := at.tradeThrottleReason(kernel.Decision{Symbol: "xyz:INTC", Action: "open_long"}, ctx, 2); !strings.Contains(reason, "2 new position") {
t.Fatalf("expected open beyond the 2-per-cycle cap to be blocked, got %q", reason)
}
}