Files
nofx/decision
tinkle-community 00291617f1 Refactor: Enhance AI decision engine with Sharpe ratio optimization
Major improvements to the AI trading decision engine:
**Core Changes in decision/engine.go** (175 lines modified):
1. **Sharpe Ratio Optimization Focus**
   - Restructured system prompt to emphasize Sharpe ratio maximization
   - Added clear guidance: high-quality trades over frequent trading
   - Explained that 3-minute scan interval ≠ trade every cycle
2. **Trading Frequency Controls**
   - Defined optimal frequency: 2-4 trades/day (0.1-0.2 trades/hour)
   - Over-trading threshold: >2 trades/hour indicates issues
   - Minimum holding period: 30-60 minutes per position
3. **Long/Short Balance Incentives**
   - Emphasized equal profit potential for long and short positions
   - Removed long-bias with explicit short trading encouragement
   - Clear guidance: uptrend→long, downtrend→short, sideways→wait
4. **Stricter Entry Signal Standards**
   - Strong signals only: confidence ≥75, multi-indicator confirmation
   - Weak signals explicitly discouraged (single indicator, unclear trend)
   - Self-check mechanism to prevent premature re-entry (<30min)
5. **Enhanced Sharpe Ratio Feedback Loop**
   - Sharpe < -0.5: Stop trading for 6+ cycles (18min), deep reflection
   - Sharpe -0.5~0: Strict control, confidence >80 only
   - Sharpe 0~0.7: Maintain current strategy
   - Sharpe >0.7: Consider position size increase
6. **Risk-Reward Ratio Validation**
   - Added hard constraint: R:R must be ≥ 3.0:1
   - Automatic calculation and validation in `validateDecision()`
   - Rejects trades with insufficient risk-reward ratio
7. **Improved Prompt Structure**
   - More organized sections with clear headers
   - Actionable guidance instead of abstract principles
   - Better examples for JSON output format
**Impact**: These changes should significantly improve trading quality,
reduce over-trading, and increase Sharpe ratio through better risk management
and trade selection discipline.
Co-Authored-By: tinkle-community <tinklefund@gmail.com>
2025-10-29 12:49:34 +08:00
..