Stop-Loss Validation

Core Rules

Direction Stop-Loss Position Validation

LONG SL must be < entry price stop_loss_price < entry_price - PRICE_EPSILON

SHORT SL must be > entry price stop_loss_price > entry_price + PRICE_EPSILON

Note: Use PRICE_EPSILON = entry_price * 1e-8 for floating-point comparison.

Fixed Bug

Commit: 7f940fb

Problem: When market moves fast, support/resistance levels may be on wrong side of entry price, causing immediate SL trigger.

Example:

Entry: $91,626 (LONG) Support: $91,808 (above entry!) Original: SL = $91,808 × 0.999 = $91,808.10 Result: SL triggered immediately, loss -$0.18 in 820ms

Fix:

strategy/deepseek_strategy.py lines 1502-1543

PRICE_EPSILON = max(entry_price * 1e-8, 1e-8) # Relative tolerance

if side == OrderSide.BUY: default_sl = entry_price * 0.98 # Default 2% SL if self.sl_use_support_resistance and support > 0: potential_sl = support * (1 - self.sl_buffer_pct) # Validate: SL must be below entry (with epsilon tolerance) if potential_sl < entry_price - PRICE_EPSILON: stop_loss_price = potential_sl else: stop_loss_price = default_sl # Fallback to default 2% self.log.warning(f"⚠️ Support above entry, using default SL")

Test Command

cd /home/linuxuser/nautilus_AItrader source venv/bin/activate python3 test_sl_fix.py

Expected Output

============================================================ Stop-Loss Fix Validation Test

Test 1: Bug scenario: Support above entry ✅ Passed Test 2: Normal scenario: Support below entry ✅ Passed ... 🎉 All tests passed! Stop-loss fix is correct!

Key Files

File Purpose Key Lines

strategy/deepseek_strategy.py

Main strategy 1502-1602

test_sl_fix.py

Test script

Verification Steps

• Read strategy/deepseek_strategy.py lines 1502-1602

• Confirm stop-loss validation logic exists (with PRICE_EPSILON tolerance)

• Run python3 test_sl_fix.py

• All tests pass = fix is correct