diff --git a/src/screener/t_candlestick.py b/src/screener/t_candlestick.py
index 43e2447..f7fa1af 100644
--- a/src/screener/t_candlestick.py
+++ b/src/screener/t_candlestick.py
@@ -73,10 +73,21 @@ def check_entry_signal(df: pd.DataFrame, selected_patterns: list = None) -> list
                 found_patterns.append(CANDLESTICK_PATTERNS[pattern_name]['description'])
         
         if found_patterns:
+            # Calculate basic target and stop levels using recent price action
+            current_price = df.iloc[i]['close']
+            recent_low = df.iloc[max(0, i-5):i+1]['low'].min()  # Look back 5 bars for stop
+            atr = talib.ATR(df['high'].values, df['low'].values, df['close'].values, timeperiod=14)
+            
+            # Use 2x ATR for target and 1x ATR for stop
+            target_price = current_price + (2 * atr[i] if not pd.isna(atr[i]) else current_price * 0.02)
+            stop_loss = max(recent_low, current_price - (atr[i] if not pd.isna(atr[i]) else current_price * 0.01))
+            
             signal_data = {
-                'price': df.iloc[i]['close'],
+                'price': current_price,
                 'patterns': ', '.join(found_patterns),
-                'pattern_count': len(found_patterns)
+                'pattern_count': len(found_patterns),
+                'target_price': target_price,
+                'stop_loss': stop_loss
             }
             signals.append((True, df.iloc[i]['date'], signal_data))