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Fix random SL to respect RR

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This commit is contained in:
cryptooda
2025-07-18 19:00:35 +07:00
parent 13aa681c2b
commit 259e479b18
1 changed files with 19 additions and 8 deletions
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27
src/Managing.Application/GeneticService.cs
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@@ -532,10 +532,7 @@ public class TradingBotChromosome : ChromosomeBase
return geneIndex switch return geneIndex switch
{ {
0 => new Gene(GetRandomInRange((0.9, _maxTakeProfit))), // Take profit (0.9% to max TP) 0 => new Gene(GetRandomInRange((0.9, _maxTakeProfit))), // Take profit (0.9% to max TP)
1 => new Gene( 1 => new Gene(GetRandomInRange((0.2, 50.0))), // Stop loss (will be constrained in GetTradingBotConfig)
GetRandomInRange(
GeneticService.ParameterRanges
["stopLoss"])), // Stop loss (will be constrained during initialization)
2 => new Gene(GetRandomIntInRange(GeneticService.ParameterRanges["cooldownPeriod"])), // Cooldown period 2 => new Gene(GetRandomIntInRange(GeneticService.ParameterRanges["cooldownPeriod"])), // Cooldown period
3 => new Gene(GetRandomIntInRange(GeneticService.ParameterRanges["maxLossStreak"])), // Max loss streak 3 => new Gene(GetRandomIntInRange(GeneticService.ParameterRanges["maxLossStreak"])), // Max loss streak
_ => new Gene(0) _ => new Gene(0)
@@ -708,9 +705,18 @@ public class TradingBotChromosome : ChromosomeBase
// Get stop loss from chromosome (gene 1) // Get stop loss from chromosome (gene 1)
var stopLoss = Convert.ToDouble(genes[1].Value); var stopLoss = Convert.ToDouble(genes[1].Value);
// Only enforce minimum stop loss to cover fees, allow any risk-reward ratio above that // Enforce proper risk-reward constraints
var minStopLoss = 0.2; // Minimum 0.2% to cover fees var minStopLoss = 0.2; // Minimum 0.2% to cover fees
stopLoss = Math.Max(minStopLoss, stopLoss); var maxStopLoss = takeProfit / 1.1; // Ensure risk-reward ratio is at least 1.1:1
// Generate a random stop loss between min and max
var randomStopLoss = GetRandomInRange((minStopLoss, maxStopLoss));
// Use the random value instead of clamping the original
stopLoss = randomStopLoss;
// Log the generated values (for debugging)
Console.WriteLine($"Generated: TP={takeProfit:F2}%, SL={stopLoss:F2}% (RR={takeProfit/stopLoss:F2}:1)");
// Get loopback period from gene 4 // Get loopback period from gene 4
var loopbackPeriod = Convert.ToInt32(genes[4].Value); var loopbackPeriod = Convert.ToInt32(genes[4].Value);
@@ -835,10 +841,15 @@ public class TradingBotChromosome : ChromosomeBase
var takeProfit = GetRandomInRange((0.9, _maxTakeProfit)); var takeProfit = GetRandomInRange((0.9, _maxTakeProfit));
ReplaceGene(0, new Gene(takeProfit)); ReplaceGene(0, new Gene(takeProfit));
// Generate stop loss independently (gene 1) - only enforce minimum to cover fees // Generate stop loss with proper constraints (gene 1)
var stopLoss = GetRandomInRange(GeneticService.ParameterRanges["stopLoss"]); var minStopLoss = 0.2; // Minimum 0.2% to cover fees
var maxStopLoss = takeProfit / 1.1; // Ensure risk-reward ratio is at least 1.1:1
var stopLoss = GetRandomInRange((minStopLoss, maxStopLoss));
ReplaceGene(1, new Gene(stopLoss)); ReplaceGene(1, new Gene(stopLoss));
// Log the initial values (for debugging)
Console.WriteLine($"Initialized: TP={takeProfit:F2}%, SL={stopLoss:F2}% (RR={takeProfit/stopLoss:F2}:1)");
// Initialize remaining genes normally // Initialize remaining genes normally
for (int i = 2; i < Length; i++) for (int i = 2; i < Length; i++)
{ {