feat: Chandelier-Trailing-Stop

src/server/strategy/chandelier.ts

@@ -0,0 +1,11 @@
+export interface TrailState {
+  highestHigh: number;
+  stop: number;
+}
+
+/** Chandelier-Stop: hh − mult×ATR, wandert nur aufwärts. Aufruf pro abgeschlossener 4h-Candle. */
+export function updateChandelier(state: TrailState, barHigh: number, atrValue: number, mult: number): TrailState {
+  const highestHigh = Math.max(state.highestHigh, barHigh);
+  const candidate = Number.isNaN(atrValue) ? -Infinity : highestHigh - mult * atrValue;
+  return { highestHigh, stop: Math.max(state.stop, candidate) };
+}