Commit Graph

2 Commits

Author SHA1 Message Date
joungmin
0713fb1e11 feat: add time stop rule for stale positions
Sell position if held for TIME_STOP_HOURS (default 24h) with less than
TIME_STOP_MIN_GAIN_PCT (default +3%) gain. Frees up capital for
fresh momentum opportunities.

Priority: trailing stop (-10%) checked first, then time stop.
Both thresholds configurable via .env.

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-28 10:23:32 +09:00
joungmin
83bd51117f feat: initial upbit auto-trader implementation
Strategy C: volatility breakout (Larry Williams K=0.5) AND momentum
(MA20 + 2x volume surge) must both trigger for a buy signal.

Hard rules:
- Trailing stop: sell when price drops -10% from peak
- Max budget: 1,000,000 KRW total, up to 3 positions (333,333 KRW each)
- Scan top 20 KRW tickers by 24h trading volume every 60s
- Monitor positions every 10s

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-02-28 10:20:02 +09:00