Adaptive Trailing Stop Loss System.

We will introduce an Intelligent Trailing Stop Loss feature that dynamically adjusts stop levels based on the indicator's confidence score and momentum state, providing superior risk management compared to traditional fixed-percentage stops. The core innovation lies in its multi-factor adaptation: the stop distance would be calculated as

base_atr_multiplier * (2.0 - conf_score) * volatility_factor

, creating tighter stops (1.0-1.5x ATR) when confidence is high (>0.7) and wider stops (1.5-2.0x ATR) when confidence is moderate, preventing premature exits during normal market noise. The trailing mechanism would accelerate during strong momentum phases, using

trail_speed = mom_up ? 0.02 * (1 + mom_rvfi_score) : 0.01

to quickly lock in profits during powerful moves while maintaining patience during consolidations.

The system would feature three distinct modes: Aggressive Mode (activated when conf_score > 0.8 and strong momentum) trails at 0.5x ATR below the highest high, Standard Mode uses the adaptive calculation described above, and Protective Mode (triggered during regime transitions or when risk-off) widens stops to 2.5x ATR to weather increased volatility. Additionally, the stop would incorporate a "ratchet" mechanism that prevents the stop from moving lower in long positions (or higher in shorts) even if confidence temporarily decreases, ensuring profits are protected. The visual implementation would display the stop as a stepped line that changes color based on distance from price (red when <2% away, yellow at 2-4%, gray when >4%), with the current stop level and percentage distance shown in the info table. This feature would integrate seamlessly with the existing signal system, automatically initiating stops on buy/sell signals and clearing them on opposite signals, while providing alerts when price approaches within 1% of the stop level.

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