Raise take-profit to 15% and tighten SELL conditions for longer holds

- TAKE_PROFIT_PCT 5% → 15% (risk/reward 5:1 vs 3% stop-loss)
- SELL signal now requires ≥2 confirmations (was 1)
- Add 1h trend filter: hold if 1h still bullish even if 5m shows sell
- Sync cost_tracking.json and stop_orders.json after balance refresh

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
This commit is contained in:
kroutony 2026-03-14 03:38:42 +00:00
parent 1abfdefecd
commit e2ec3cd920
4 changed files with 9 additions and 7 deletions

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@ -45,7 +45,7 @@ MIN_ORDER_AMOUNT = {
"tDOGE:UST": 22.0, "tATOUST": 0.02, "tXLMUST": 4.0, "tDOGE:UST": 22.0, "tATOUST": 0.02, "tXLMUST": 4.0,
} }
STOP_LOSS_PCT = 0.03 STOP_LOSS_PCT = 0.03
TAKE_PROFIT_PCT = 0.05 TAKE_PROFIT_PCT = 0.15
MAX_POSITION_PCT = 0.30 # Max 30% of portfolio per coin MAX_POSITION_PCT = 0.30 # Max 30% of portfolio per coin
MAX_TOTAL_EXPOSURE_PCT = 1.00 # No cap — use full balance MAX_TOTAL_EXPOSURE_PCT = 1.00 # No cap — use full balance

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@ -3,7 +3,7 @@
"tSUIUST": 1773362755397, "tSUIUST": 1773362755397,
"tSOLUST": null, "tSOLUST": null,
"tLTCUST": null, "tLTCUST": null,
"tADAUST": 1773380454544, "tADAUST": null,
"tAVAX:UST": 1773380455009, "tAVAX:UST": 1773380455009,
"tUNIUST": 1773380455473, "tUNIUST": 1773380455473,
"tXRPUST": null, "tXRPUST": null,

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@ -33,10 +33,12 @@ def analyze_market(indicator_summary: str, account_status: str) -> list[dict]:
3. **趨勢啟動**: MACD 金叉 + EMA9 上穿 EMA21 + ADX > 20有趨勢 3. **趨勢啟動**: MACD 金叉 + EMA9 上穿 EMA21 + ADX > 20有趨勢
4. **支撐反彈**: 價格接近樞紐支撐位S1/S2+ OBV 流入 + RSI < 45 4. **支撐反彈**: 價格接近樞紐支撐位S1/S2+ OBV 流入 + RSI < 45
### 出場訊號 (SELL) ### 出場訊號 (SELL) — 需至少2個確認不輕易賣出
1. **超買回落**: StochRSI K > 0.8 K 下穿 D + RSI > 65 現貨多單應讓利潤奔跑除非有明確反轉訊號否則傾向持有
2. **阻力拒絕**: 價格接近樞紐阻力位R1/R2+ OBV 流出 1. **強烈超買反轉**: StochRSI K > 0.8 K 下穿 D + RSI > 70 + MACD histogram 轉負
3. **趨勢反轉**: MACD 死叉 + EMA9 下穿 EMA21 + CMF < 0 2. **阻力拒絕+量縮**: 價格接近樞紐阻力位R1/R2+ OBV 流出 + CMF < 0
3. **趨勢反轉確認**: MACD 死叉 + EMA9 下穿 EMA21 + 1h 趨勢也轉空
- 1h 趨勢仍為多頭即使 5m 出現賣出訊號也應降低信心或 HOLD
### 過濾條件(必須全部滿足) ### 過濾條件(必須全部滿足)
- 成交量需高於 20 期平均確認動能 - 成交量需高於 20 期平均確認動能

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@ -2,7 +2,7 @@
"tDOGE:UST": { "tDOGE:UST": {
"order_id": 233282701621, "order_id": 233282701621,
"stop_price": 0.093946, "stop_price": 0.093946,
"entry_price": 0.09685083602369626, "entry_price": 0.09688198941787385,
"amount": 144.10790954 "amount": 144.10790954
}, },
"tSUIUST": { "tSUIUST": {