tika/trader-ml
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

fix: scalping TP 3×ATR → 4×ATR pour R:R=2:1 (breakeven ~34%)

Browse Source 
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
This commit is contained in:
Tika
2026-03-08 21:44:42 +00:00
parent bf530215e0
commit b3983d9ef8
1 changed files with 4 additions and 4 deletions
Download Patch File Download Diff File Expand all files Collapse all files

8
src/strategies/scalping/scalping_strategy.py
View File

@@ -247,8 +247,8 @@ class ScalpingStrategy(BaseStrategy):
# Stop-loss à 2 ATR en dessous
stop_loss = entry_price - (2.0 * atr)
# Take-profit à 3 ATR au-dessus (R:R 1.5:1)
take_profit = entry_price + (3.0 * atr)
# Take-profit à 4 ATR au-dessus (R:R 2:1)
take_profit = entry_price + (4.0 * atr)
signal = Signal(
symbol=current.name if hasattr(current, 'name') else 'UNKNOWN',
@@ -289,8 +289,8 @@ class ScalpingStrategy(BaseStrategy):
# Stop-loss à 2 ATR au-dessus
stop_loss = entry_price + (2.0 * atr)
# Take-profit à 3 ATR en dessous (R:R 1.5:1)
take_profit = entry_price - (3.0 * atr)
# Take-profit à 4 ATR en dessous (R:R 2:1)
take_profit = entry_price - (4.0 * atr)
signal = Signal(
symbol=current.name if hasattr(current, 'name') else 'UNKNOWN',