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pivotshort: also check isClosed

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c9s 2022-06-05 13:14:07 +08:00
parent f883d42c58
commit 016ddfd8cd
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1 changed files with 1 additions and 1 deletions
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pkg/strategy/pivotshort/strategy.go
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@ -312,7 +312,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
session.MarketDataStream.OnKLine(func(kline types.KLine) { session.MarketDataStream.OnKLine(func(kline types.KLine) {
// TODO: handle stop loss here, faster than closed kline // TODO: handle stop loss here, faster than closed kline
_, found := s.findHigherPivotLow(kline.Close) _, found := s.findHigherPivotLow(kline.Close)
if !found && s.Entry.Immediate && s.Position.IsDust(kline.Close) { if !found && s.Entry.Immediate && (s.Position.IsClosed() || s.Position.IsDust(kline.Close)) {
s.Notify("price breaks the previous low, submitting market sell to open a short position") s.Notify("price breaks the previous low, submitting market sell to open a short position")
s.placeMarketSell(ctx, orderExecutor) s.placeMarketSell(ctx, orderExecutor)
} }