Avoid fee-negative ATR exits

2026-06-30 14:40:26 +03:00
parent 56701d02f1
commit 6c92c6e955
2 changed files with 46 additions and 0 deletions
@@ -909,6 +909,15 @@ def _torch_forecast_exit_signal(
    if price >= position.take_profit:
        return Signal(position.symbol, "SELL", 0.96, "torch_forecast: take-profit hit", diagnostics)
    if atr_trailing_stop is not None and price <= atr_trailing_stop:
+        if estimated_exit_net_percent < 0:
+            diagnostics["atr_exit_blocked_by_cost"] = True
+            return Signal(
+                position.symbol,
+                "HOLD",
+                0.45,
+                "torch_forecast: ATR trailing touched, but exit is not worth fees",
+                diagnostics,
+            )
        return Signal(position.symbol, "SELL", 0.94, "torch_forecast: ATR trailing stop hit", diagnostics)
    if not _is_torch_forecast(forecast):
        if rebound_fallback_position: