GearTrade MCP Server

/**
 * Bounce Risk Management
 * calculateBounceTPTrail, calculateBounceSLOffset functions
 */

import { Signal, HistoricalDataPoint } from '../types'

export interface TechnicalIndicators {
  ema8?: number | null
  atr?: number | null
}

export interface BounceTPTrailResult {
  tpPrice: number
  isTrailing: boolean
  reason: string
  emaLevel?: number
}

/**
 * Calculate Dynamic TP Trail for Bounce Signals
 * Trails TP based on EMA8 cross detection for faster exit
 */
export function calculateBounceTPTrail(
  _entryPrice: number,
  signal: Signal & {
    bounce_mode?: boolean
    bounce_type?: 'BUY_BOUNCE' | 'SELL_BOUNCE'
  },
  indicators: TechnicalIndicators | null,
  historicalData: HistoricalDataPoint[],
  bounceTP: number
): BounceTPTrailResult {
  if (!signal.bounce_mode || !indicators || !historicalData || historicalData.length < 2) {
    return { 
      tpPrice: bounceTP, 
      isTrailing: false, 
      reason: 'Not a bounce signal or insufficient data' 
    }
  }
  
  const isBuyBounce = signal.bounce_type === 'BUY_BOUNCE' || 
                     (signal.signal === 'buy_to_enter' && signal.bounce_mode)
  const isSellBounce = signal.bounce_type === 'SELL_BOUNCE' || 
                      (signal.signal === 'sell_to_enter' && signal.bounce_mode)
  
  if (!isBuyBounce && !isSellBounce) {
    return { tpPrice: bounceTP, isTrailing: false, reason: 'Not a bounce signal' }
  }
  
  const ema8 = indicators.ema8
  if (!ema8 || ema8 === null) {
    return { tpPrice: bounceTP, isTrailing: false, reason: 'EMA8 not available' }
  }
  
  const currentPrice = historicalData[historicalData.length - 1].close
  const previousPrice = historicalData[historicalData.length - 2].close
  // const previousEma8 = indicators.ema8 // For simplicity, use current EMA8 (in real implementation, track EMA8 history)
  
  // For BUY bounce: TP trail = min(bounceTP, price when EMA8 crossdown occurs)
  if (isBuyBounce) {
    // Check if EMA8 crossdown occurred (price crossed below EMA8)
    if (previousPrice >= ema8 && currentPrice < ema8) {
      // EMA8 crossdown detected - use current price as trailing TP
      const trailingTP = currentPrice
      if (trailingTP < bounceTP) {
        return {
          tpPrice: trailingTP,
          isTrailing: true,
          reason: `EMA8 crossdown detected at $${trailingTP.toFixed(2)} (below bounce TP $${bounceTP.toFixed(2)}) - using trailing TP`,
          emaLevel: ema8
        }
      }
    }
  }
  
  // For SELL bounce: If price crosses above EMA8, pullback failed - exit at current price
  // TP trail = current price when EMA8 crossup (faster exit than waiting for bounceTP)
  if (isSellBounce) {
    // Check if EMA8 crossup occurred (price crossed above EMA8)
    if (previousPrice <= ema8 && currentPrice > ema8) {
      // EMA8 crossup detected - pullback failed, exit at current price
      const trailingTP = currentPrice
      // For SELL: Use trailing TP if it's above entry (means we can exit with profit or smaller loss)
      // This allows faster exit when momentum changes
      return {
        tpPrice: trailingTP,
        isTrailing: true,
        reason: `EMA8 crossup detected at $${trailingTP.toFixed(2)} (pullback failed, momentum changed) - using trailing TP for faster exit`,
        emaLevel: ema8
      }
    }
  }
  
  // No trailing TP - use original bounce TP
  return { 
    tpPrice: bounceTP, 
    isTrailing: false, 
    reason: 'No EMA8 cross detected, using original bounce TP' 
  }
}

/**
 * Calculate Dynamic SL Offset for Bounce Signals
 * ATR tinggi → SL × 1.5 (lebar untuk hindari shadow wick)
 * ATR rendah → SL × 0.8 (ketat)
 */
export function calculateBounceSLOffset(
  slDistance: number,
  indicators: TechnicalIndicators | null,
  entryPrice: number
): number {
  if (!indicators || !indicators.atr || !entryPrice) {
    return slDistance // Return original if no ATR data
  }
  
  const atr = indicators.atr
  const atrPercent = (atr / entryPrice) * 100
  
  // High ATR (> 3%): Use wider SL (× 1.5) to avoid shadow wick
  if (atrPercent > 3.0) {
    return slDistance * 1.5
  }
  // Low ATR (< 1.5%): Use tight SL (× 0.8)
  else if (atrPercent < 1.5) {
    return slDistance * 0.8
  }
  // Normal ATR (1.5% - 3%): Use standard SL
  return slDistance
}