/**
* Take Profit Calculations
* calculateBounceTP, calculateDynamicTP functions
*/
import { Signal, TrendAlignment, MarketRegime } from '../types'
import { TechnicalIndicators } from '../technical-indicators/aggregator'
export interface TPResult {
tpPrice: number
tpPercent: number
factors: {
bounceStrength?: number
momentum?: number
volatility?: number
trendStrength?: number
volume?: number
counterTrend?: boolean
}
isCounterTrend?: boolean
profitExpectation?: number
bounceTarget?: number
}
export function calculateBounceTP(
entryPrice: number,
signal: Signal,
indicators: TechnicalIndicators | null | undefined,
trendAlignment: TrendAlignment | null | undefined,
slDistance: number,
bounceStrength: number
): TPResult {
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: any = {
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 as any).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 as any).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: number,
signal: Signal,
indicators: TechnicalIndicators | null | undefined,
trendAlignment: TrendAlignment | null | undefined,
_marketRegime: MarketRegime | null | undefined,
slDistance: number
): TPResult {
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: any = {
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 as any).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
}
}
