Allow disabling stop loss exits

tests/conftest.py

@@ -90,6 +90,7 @@ def make_settings():
             time_series_probe_size_multiplier=0.40,
             time_series_rebound_fallback_enabled=True,
             stop_loss_percent=0.02,
+            stop_loss_exit_enabled=True,
             take_profit_percent=0.035,
             trailing_stop_percent=0.015,
             min_hold_seconds=180,

tests/test_strategy.py

@@ -233,6 +233,90 @@ def test_trend_macd_exits_on_atr_trailing_stop(make_settings, tmp_path) -> None:
     assert "ATR trailing" in signal.reason
 
 
+def test_trend_macd_holds_below_stop_when_stop_loss_exit_disabled(make_settings, tmp_path) -> None:
+    settings = make_settings(
+        tmp_path,
+        strategy_mode="trend_macd",
+        stop_loss_exit_enabled=False,
+        atr_trailing_multiplier=2.2,
+    )
+    strategy = SpotStrategy(settings)
+    candles = _trend_entry_candles(close=99.0, ema50=95.0, macd_cross_up=False)
+    candles[-2].macd = 0.1
+    candles[-2].macd_signal = 0.0
+    candles[-1].macd = 0.1
+    candles[-1].macd_signal = 0.0
+    candles[-1].atr_14 = 1.0
+    position = Position(1, "BTCUSDT", 1, 100, 100, 0.1, 96, 120, 100.5)
+    ticker = Ticker("BTCUSDT", 95.5, 95.49, 95.51, 1_000_000, 100, 0)
+
+    signal = strategy.exit_signal(position, candles, ticker)
+
+    assert signal.action == "HOLD"
+    assert signal.diagnostics["stop_loss"] is None
+    assert signal.diagnostics["stop_loss_exit_enabled"] is False
+
+
+def test_torch_atr_trailing_without_stop_loss_waits_for_profit_stop(make_settings, tmp_path) -> None:
+    settings = make_settings(
+        tmp_path,
+        strategy_mode="torch_forecast",
+        stop_loss_exit_enabled=False,
+        atr_trailing_multiplier=2.2,
+    )
+    strategy = SpotStrategy(settings)
+    candles = _trend_entry_candles(close=99.0, ema50=95.0, macd_cross_up=False)
+    candles[-1].atr_14 = 1.0
+    position = Position(1, "BTCUSDT", 1, 100, 100, 0.1, 96, 120, 101.0)
+    ticker = Ticker("BTCUSDT", 98.7, 98.69, 98.71, 1_000_000, 100, 0)
+
+    signal = strategy.exit_signal(
+        position,
+        candles,
+        ticker,
+        forecast={
+            "usable": True,
+            "model": "torch_lstm",
+            "expected_return_percent": 0.4,
+            "probability_up": 0.62,
+            "skill": 0.18,
+        },
+    )
+
+    assert signal.action == "HOLD"
+    assert signal.diagnostics["atr_trailing_stop"] is None
+
+
+def test_torch_atr_trailing_without_stop_loss_can_lock_profit(make_settings, tmp_path) -> None:
+    settings = make_settings(
+        tmp_path,
+        strategy_mode="torch_forecast",
+        stop_loss_exit_enabled=False,
+        atr_trailing_multiplier=2.2,
+    )
+    strategy = SpotStrategy(settings)
+    candles = _trend_entry_candles(close=104.0, ema50=95.0, macd_cross_up=False)
+    candles[-1].atr_14 = 1.0
+    position = Position(1, "BTCUSDT", 1, 100, 100, 0.1, 96, 120, 104.0)
+    ticker = Ticker("BTCUSDT", 101.7, 101.69, 101.71, 1_000_000, 100, 0)
+
+    signal = strategy.exit_signal(
+        position,
+        candles,
+        ticker,
+        forecast={
+            "usable": True,
+            "model": "torch_lstm",
+            "expected_return_percent": 0.4,
+            "probability_up": 0.62,
+            "skill": 0.18,
+        },
+    )
+
+    assert signal.action == "SELL"
+    assert "ATR trailing" in signal.reason
+
+
 def test_torch_forecast_buys_only_from_positive_torch_edge(make_settings, tmp_path) -> None:
     settings = make_settings(
         tmp_path,