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66b7a93 8560ddd 66b7a93 a547315 66b7a93 7a6768e 66b7a93 a547315 66b7a93 a547315 66b7a93 a547315 66b7a93 | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 | /**
* @module exitManager
* Exit analysis and trade management suggestions.
* Operates on arrays of candle objects: { time, open, high, low, close, volume }
*/
import { detectStructure } from './marketStructure.js';
import { rsi, ema, macd } from './indicators.js';
/**
* Contract specs mirrored from signalGenerator for P&L calculation.
* @type {Record<string, { type: string, pipValue: number|null, pipSize: number }>}
*/
const CONTRACT_SPECS = {
BTCUSDT: { type: 'crypto', pipValue: 1, pipSize: 1 },
XAUUSD: { type: 'commodity', pipValue: 100, pipSize: 1 },
GBPUSD: { type: 'forex', pipValue: 10, pipSize: 0.0001 },
USDCAD: { type: 'forex_quote', pipValue: null, pipSize: 0.0001 },
};
/**
* @typedef {Object} Trade
* @property {'LONG'|'SHORT'} type
* @property {number} entry
* @property {number} sl
* @property {number} tp1
* @property {number} tp2
* @property {number} lotSize
* @property {string} symbol
*/
/**
* @typedef {Object} ExitAnalysis
* @property {number} currentPnL - Unrealised P&L in dollars.
* @property {number} currentRR - Current R:R achieved.
* @property {'HOLD'|'PARTIAL_CLOSE'|'CLOSE'|'MOVE_SL'} suggestion
* @property {string} reason
* @property {number|null} newSL - Suggested new SL if MOVE_SL.
* @property {string[]} warnings
*/
/**
* Analyse an open trade and suggest exit management.
*
* @param {{ time: number, open: number, high: number, low: number, close: number, volume: number }[]} candles
* @param {Trade} trade
* @returns {ExitAnalysis}
*/
/**
* Get spread in price for a symbol
*/
function getSpread(symbol) {
switch (symbol) {
case 'BTCUSDT': return 25.0;
case 'XAUUSD': return 0.7;
case 'GBPUSD':
case 'USDCAD':
return 0.00007; // 0.7 pips
default:
return 0;
}
}
export function analyzeExit(candles, trade) {
const defaultResult = {
currentPnL: 0,
currentRR: 0,
suggestion: /** @type {const} */ ('HOLD'),
reason: 'Insufficient data.',
newSL: null,
warnings: [],
};
if (!candles || candles.length < 20 || !trade) return defaultResult;
let currentPrice = candles[candles.length - 1].close;
const spread = getSpread(trade.symbol);
if (trade.type === 'SHORT') {
currentPrice += spread; // SHORT positions value/exit at the Ask price
}
const direction = trade.type === 'LONG' ? 1 : -1;
// --- 1. P&L ---
const pnl = calculatePnL(trade, currentPrice, trade.symbol);
// --- 2. Current R:R ---
const riskDistance = trade.initialRiskDist || Math.abs(trade.entry - trade.sl);
const moveFromEntry = (currentPrice - trade.entry) * direction;
// Guard against micro-stop division anomalies in older trades
let minThreshold = 0.00005; // half a pip for Forex
if (trade.symbol === 'BTCUSDT') {
minThreshold = 0.1; // 10 cents for crypto
} else if (trade.symbol === 'XAUUSD') {
minThreshold = 0.05; // 5 cents for gold
}
const currentRR = riskDistance >= minThreshold ? moveFromEntry / riskDistance : 0;
// --- 3. Suggestion ---
let suggestion = /** @type {'HOLD'|'PARTIAL_CLOSE'|'CLOSE'|'MOVE_SL'} */ ('HOLD');
let reason = 'Trade is running. Holding for TP1 target (70% exit) and TP2 target (30% exit).';
let newSL = /** @type {number|null} */ (null);
if (trade.partialClosed) {
// Trail the stop on the runner toward the most recent confirmed swing (ratchet),
// floored at breakeven so the position can never fall back into a loss.
try {
const struct = detectStructure(candles);
const buf = (trade.initialRiskDist || riskDistance) * 0.2;
if (trade.type === 'LONG') {
const lows = struct.swingLows.filter(sw => sw.price < currentPrice - buf);
const ref = lows.length ? lows[lows.length - 1].price - buf : trade.entry;
newSL = Math.max(trade.entry, ref);
} else {
const highs = struct.swingHighs.filter(sw => sw.price > currentPrice + buf);
const ref = highs.length ? highs[highs.length - 1].price + buf : trade.entry;
newSL = Math.min(trade.entry, ref);
}
} catch {
newSL = trade.entry;
}
if (currentRR >= 3.0) {
suggestion = 'CLOSE';
reason = `Remaining 30% reached the TP2 target (R:R: ${currentRR.toFixed(2)}). Exit the runner.`;
} else {
suggestion = 'MOVE_SL';
const trailed = (trade.type === 'LONG' && newSL > trade.entry) || (trade.type === 'SHORT' && newSL < trade.entry);
reason = trailed
? `70% profit banked. Trailing the stop behind structure to lock in gains on the 30% runner.`
: `70% profit banked. Stop held at breakeven; holding the 30% runner for TP2.`;
}
} else {
const tp1Reached = trade.type === 'LONG' ? currentPrice >= trade.tp1 : currentPrice <= trade.tp1;
if (tp1Reached || currentRR >= 2.0) {
suggestion = 'PARTIAL_CLOSE';
reason = `Price reached TP1 target (R:R: ${currentRR.toFixed(2)}). Secure 70% partial close and move SL to Breakeven.`;
} else if (currentRR < 0 && moveFromEntry < 0) {
suggestion = 'HOLD';
reason = `Trade is ${Math.abs(currentRR).toFixed(2)}R against you. SL not yet hit.`;
}
}
// --- 4. Warnings ---
const warnings = [];
const closes = candles.map(c => c.close);
// a. CHoCH against trade direction
try {
const structure = detectStructure(candles);
const recentCHoCH = structure.structureBreaks.filter(
b => b.type === 'CHoCH' && b.index >= candles.length - 10
);
for (const ch of recentCHoCH) {
if (
(trade.type === 'LONG' && ch.direction === 'bearish') ||
(trade.type === 'SHORT' && ch.direction === 'bullish')
) {
warnings.push(`CHoCH detected against position at index ${ch.index} β potential reversal`);
}
}
} catch {
// Structure detection may fail on very short data β ignore
}
// b. RSI divergence
try {
const rsiValues = rsi(closes);
const lastRSI = rsiValues[rsiValues.length - 1];
const prevRSI = rsiValues[rsiValues.length - 6]; // ~5 candles back
if (!isNaN(lastRSI) && !isNaN(prevRSI)) {
if (trade.type === 'LONG') {
// Price making new high but RSI not
const priceHigher = currentPrice > candles[candles.length - 6]?.close;
const rsiLower = lastRSI < prevRSI;
if (priceHigher && rsiLower && lastRSI > 60) {
warnings.push(`Bearish RSI divergence detected (RSI: ${lastRSI.toFixed(1)})`);
}
} else {
// Price making new low but RSI not
const priceLower = currentPrice < candles[candles.length - 6]?.close;
const rsiHigher = lastRSI > prevRSI;
if (priceLower && rsiHigher && lastRSI < 40) {
warnings.push(`Bullish RSI divergence detected (RSI: ${lastRSI.toFixed(1)})`);
}
}
}
} catch {
// Ignore
}
// c. (Opposing S/D zone detection is handled externally β flag if price is far from entry)
// d. EMA crossover against position
try {
const ema9Values = ema(closes, 9);
const ema21Values = ema(closes, 21);
const last9 = ema9Values[ema9Values.length - 1];
const prev9 = ema9Values[ema9Values.length - 2];
const last21 = ema21Values[ema21Values.length - 1];
const prev21 = ema21Values[ema21Values.length - 2];
if (!isNaN(last9) && !isNaN(last21) && !isNaN(prev9) && !isNaN(prev21)) {
// Bearish crossover: EMA9 was above EMA21 and now crosses below
if (trade.type === 'LONG' && prev9 > prev21 && last9 < last21) {
warnings.push('Bearish EMA9/EMA21 crossover β momentum shifting against long');
}
// Bullish crossover: EMA9 was below EMA21 and now crosses above
if (trade.type === 'SHORT' && prev9 < prev21 && last9 > last21) {
warnings.push('Bullish EMA9/EMA21 crossover β momentum shifting against short');
}
}
} catch {
// Ignore
}
// e. MACD histogram declining (momentum fading)
try {
const macdData = macd(closes);
const hist = macdData.histogram;
if (hist.length >= 5) {
const recent = hist.slice(-5).filter(v => !isNaN(v));
if (recent.length >= 3) {
let declining = true;
let inclining = true;
for (let i = 1; i < recent.length; i++) {
if (recent[i] >= recent[i - 1]) declining = false;
if (recent[i] <= recent[i - 1]) inclining = false;
}
if (trade.type === 'LONG' && declining && recent[recent.length - 1] > 0) {
warnings.push('MACD histogram declining β bullish momentum fading');
}
if (trade.type === 'SHORT' && inclining && recent[recent.length - 1] < 0) {
warnings.push('MACD histogram rising β bearish momentum fading');
}
}
}
} catch {
// Ignore
}
return {
currentPnL: Math.round(pnl * 100) / 100,
currentRR: Math.round(currentRR * 100) / 100,
suggestion,
reason,
newSL,
warnings,
};
}
/**
* Calculate dollar P&L for a trade at the current price.
*
* @param {Trade} trade
* @param {number} currentPrice
* @param {string} symbol
* @param {number} [currentRate] - Required for USDCAD.
* @returns {number} P&L in dollars (positive = profit).
*/
export function calculatePnL(trade, currentPrice, symbol, currentRate) {
const direction = trade.type === 'LONG' ? 1 : -1;
const priceDiff = currentPrice - trade.entry;
const spec = CONTRACT_SPECS[symbol];
if (!spec) {
// Fallback: assume crypto-style
return priceDiff * trade.lotSize * direction;
}
switch (spec.type) {
case 'crypto':
// pnl = (currentPrice - entry) * lots * direction
return priceDiff * trade.lotSize * direction;
case 'commodity':
// XAUUSD: pnl = (currentPrice - entry) * lots * 100 * direction
return priceDiff * trade.lotSize * 100 * direction;
case 'forex':
// EURUSD/GBPUSD: pnl = pips * lots * 10 * direction
return (priceDiff / spec.pipSize) * trade.lotSize * 10 * direction;
case 'forex_quote': {
// USDCAD: pnl = pips * lots * (10/currentRate) * direction
const rate = currentRate || currentPrice; // fallback to current price as approximation
return (priceDiff / spec.pipSize) * trade.lotSize * (10 / rate) * direction;
}
default:
return priceDiff * trade.lotSize * direction;
}
}
/**
* Check if trading should stop for the day.
*
* @param {number} dailyLossCount
* @returns {{ shouldStop: boolean, message: string }}
*/
export function shouldStopTrading(dailyLossCount) {
return {
shouldStop: false,
message: 'Unlimited trading mode active.',
};
}
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