/**
* Take Profit Calculations
* calculateBounceTP, calculateDynamicTP functions
*/
export function calculateBounceTP(entryPrice, signal, indicators, trendAlignment, slDistance, bounceStrength) {
const MIN_TP_PERCENT = 0.015; // 1.5% minimum
const MAX_TP_PERCENT = 0.06; // 6% maximum
const MIN_RR = 1.8; // Minimum R:R 1.8:1
// Base TP based on bounce strength (0.2 to 1.0)
let tpPercent = MIN_TP_PERCENT + (bounceStrength * 0.03); // 1.5% to 4.5% base
const factors = {
bounceStrength: bounceStrength,
momentum: 0,
volatility: 0,
trendStrength: 0,
volume: 0,
counterTrend: false
};
// Momentum bonus
if (indicators && indicators.macd && indicators.macd.histogram) {
const macdStrength = Math.abs(indicators.macd.histogram);
factors.momentum = macdStrength;
if (macdStrength > 30) {
tpPercent += 0.015;
}
else if (macdStrength > 20) {
tpPercent += 0.01;
}
else if (macdStrength > 10) {
tpPercent += 0.005;
}
}
// Volatility bonus
if (indicators && indicators.atr && entryPrice > 0) {
const atrPercent = (indicators.atr / entryPrice) * 100;
factors.volatility = atrPercent;
if (atrPercent > 3) {
tpPercent += 0.01;
}
else if (atrPercent > 2) {
tpPercent += 0.005;
}
}
// Check if bounce is counter-trend
let isCounterTrend = false;
if (trendAlignment && trendAlignment.trend) {
const signalType = signal.signal;
const dailyTrend = trendAlignment.dailyTrend || trendAlignment.trend;
if ((signalType === 'buy_to_enter' && dailyTrend === 'downtrend') ||
(signalType === 'sell_to_enter' && dailyTrend === 'uptrend')) {
isCounterTrend = true;
factors.counterTrend = true;
tpPercent *= 0.75; // Reduce by 25%
}
else {
const alignmentScore = trendAlignment.alignmentScore || 0;
if (alignmentScore >= 75) {
tpPercent += 0.01;
}
else if (alignmentScore >= 50) {
tpPercent += 0.005;
}
factors.trendStrength = alignmentScore;
}
}
// Volume bonus
if (indicators && indicators.volumeChange && indicators.volumeChange > 10) {
factors.volume = indicators.volumeChange;
tpPercent += 0.005;
}
// Clamp to max
tpPercent = Math.min(tpPercent, MAX_TP_PERCENT);
// Calculate TP price
let tpPrice = 0;
const signalType = signal.signal;
if (signalType === 'buy_to_enter' || signalType === 'add') {
tpPrice = entryPrice * (1 + tpPercent);
}
else if (signalType === 'sell_to_enter') {
tpPrice = entryPrice * (1 - tpPercent);
}
// Ensure minimum R:R
const tpDistance = Math.abs(tpPrice - entryPrice);
const minTPDistance = slDistance * MIN_RR;
if (tpDistance < minTPDistance) {
if (signalType === 'buy_to_enter' || signalType === 'add') {
tpPrice = entryPrice + minTPDistance;
}
else {
tpPrice = entryPrice - minTPDistance;
}
}
// Recalculate final TP percent after R:R adjustment
const finalTPDistance = Math.abs(tpPrice - entryPrice);
const finalTPPercent = (finalTPDistance / entryPrice) * 100;
// Calculate profit expectation
const profitExpectation = bounceStrength * 100;
return {
tpPrice,
tpPercent: finalTPPercent,
factors: factors,
isCounterTrend,
profitExpectation,
bounceTarget: tpPrice
};
}
export function calculateDynamicTP(entryPrice, signal, indicators, trendAlignment, _marketRegime, slDistance) {
const MIN_TP_PERCENT = 0.02; // 2% minimum
const MAX_TP_PERCENT = 0.05; // 5% maximum
const MIN_RR = 2.0; // Minimum R:R 2:1
let tpPercent = MIN_TP_PERCENT;
const factors = {
momentum: 0,
volatility: 0,
trendStrength: 0,
volume: 0
};
// Momentum bonus
if (indicators && indicators.macd && indicators.macd.histogram) {
const macdStrength = Math.abs(indicators.macd.histogram);
factors.momentum = macdStrength;
if (macdStrength > 30) {
tpPercent += 0.01;
}
else if (macdStrength > 20) {
tpPercent += 0.005;
}
}
// Volatility bonus
if (indicators && indicators.atr && entryPrice > 0) {
const atrPercent = (indicators.atr / entryPrice) * 100;
factors.volatility = atrPercent;
if (atrPercent > 2) {
tpPercent += 0.005;
}
}
// Trend strength bonus
if (trendAlignment) {
const alignmentScore = trendAlignment.alignmentScore || 0;
factors.trendStrength = alignmentScore;
if (alignmentScore >= 75) {
tpPercent += 0.01;
}
else if (alignmentScore >= 50) {
tpPercent += 0.005;
}
}
// Volume bonus
if (indicators && indicators.volumeChange && indicators.volumeChange > 10) {
factors.volume = indicators.volumeChange;
tpPercent += 0.005;
}
// Clamp to max
tpPercent = Math.min(tpPercent, MAX_TP_PERCENT);
// Calculate TP price
let tpPrice = 0;
const signalType = signal.signal;
if (signalType === 'buy_to_enter' || signalType === 'add') {
tpPrice = entryPrice * (1 + tpPercent);
}
else if (signalType === 'sell_to_enter') {
tpPrice = entryPrice * (1 - tpPercent);
}
// Ensure minimum R:R
const tpDistance = Math.abs(tpPrice - entryPrice);
const minTPDistance = slDistance * MIN_RR;
if (tpDistance < minTPDistance) {
if (signalType === 'buy_to_enter' || signalType === 'add') {
tpPrice = entryPrice + minTPDistance;
}
else {
tpPrice = entryPrice - minTPDistance;
}
}
// Recalculate final TP percent after R:R adjustment
const finalTPDistance = Math.abs(tpPrice - entryPrice);
const finalTPPercent = (finalTPDistance / entryPrice) * 100;
return {
tpPrice,
tpPercent: finalTPPercent,
factors: factors
};
}
