Fix random SL to respect RR
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@@ -532,10 +532,7 @@ public class TradingBotChromosome : ChromosomeBase
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return geneIndex switch
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{
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0 => new Gene(GetRandomInRange((0.9, _maxTakeProfit))), // Take profit (0.9% to max TP)
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1 => new Gene(
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GetRandomInRange(
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GeneticService.ParameterRanges
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["stopLoss"])), // Stop loss (will be constrained during initialization)
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1 => new Gene(GetRandomInRange((0.2, 50.0))), // Stop loss (will be constrained in GetTradingBotConfig)
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2 => new Gene(GetRandomIntInRange(GeneticService.ParameterRanges["cooldownPeriod"])), // Cooldown period
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3 => new Gene(GetRandomIntInRange(GeneticService.ParameterRanges["maxLossStreak"])), // Max loss streak
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_ => new Gene(0)
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@@ -708,9 +705,18 @@ public class TradingBotChromosome : ChromosomeBase
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// Get stop loss from chromosome (gene 1)
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var stopLoss = Convert.ToDouble(genes[1].Value);
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// Only enforce minimum stop loss to cover fees, allow any risk-reward ratio above that
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// Enforce proper risk-reward constraints
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var minStopLoss = 0.2; // Minimum 0.2% to cover fees
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stopLoss = Math.Max(minStopLoss, stopLoss);
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var maxStopLoss = takeProfit / 1.1; // Ensure risk-reward ratio is at least 1.1:1
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// Generate a random stop loss between min and max
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var randomStopLoss = GetRandomInRange((minStopLoss, maxStopLoss));
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// Use the random value instead of clamping the original
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stopLoss = randomStopLoss;
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// Log the generated values (for debugging)
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Console.WriteLine($"Generated: TP={takeProfit:F2}%, SL={stopLoss:F2}% (RR={takeProfit/stopLoss:F2}:1)");
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// Get loopback period from gene 4
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var loopbackPeriod = Convert.ToInt32(genes[4].Value);
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@@ -835,10 +841,15 @@ public class TradingBotChromosome : ChromosomeBase
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var takeProfit = GetRandomInRange((0.9, _maxTakeProfit));
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ReplaceGene(0, new Gene(takeProfit));
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// Generate stop loss independently (gene 1) - only enforce minimum to cover fees
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var stopLoss = GetRandomInRange(GeneticService.ParameterRanges["stopLoss"]);
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// Generate stop loss with proper constraints (gene 1)
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var minStopLoss = 0.2; // Minimum 0.2% to cover fees
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var maxStopLoss = takeProfit / 1.1; // Ensure risk-reward ratio is at least 1.1:1
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var stopLoss = GetRandomInRange((minStopLoss, maxStopLoss));
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ReplaceGene(1, new Gene(stopLoss));
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// Log the initial values (for debugging)
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Console.WriteLine($"Initialized: TP={takeProfit:F2}%, SL={stopLoss:F2}% (RR={takeProfit/stopLoss:F2}:1)");
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// Initialize remaining genes normally
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for (int i = 2; i < Length; i++)
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{
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