mirror of
https://github.com/c9s/bbgo.git
synced 2024-11-10 09:11:55 +00:00
pivotshort: fix bounce ratio calculation
This commit is contained in:
parent
b32cfef2fd
commit
37413e4355
|
@ -361,7 +361,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
|
||||||
bbgo.Notify("%s price %f breaks the previous low %f with ratio %f, submitting market sell to open a short position", s.Symbol, kline.Close.Float64(), previousLow.Float64(), s.BreakLow.Ratio.Float64())
|
bbgo.Notify("%s price %f breaks the previous low %f with ratio %f, submitting market sell to open a short position", s.Symbol, kline.Close.Float64(), previousLow.Float64(), s.BreakLow.Ratio.Float64())
|
||||||
s.placeMarketSell(ctx, quantity, "breakLowMarket")
|
s.placeMarketSell(ctx, quantity, "breakLowMarket")
|
||||||
} else {
|
} else {
|
||||||
sellPrice := kline.Close.Mul(fixedpoint.One.Add(s.BreakLow.BounceRatio))
|
sellPrice := previousLow.Mul(fixedpoint.One.Add(s.BreakLow.BounceRatio))
|
||||||
|
|
||||||
bbgo.Notify("%s price %f breaks the previous low %f with ratio %f, submitting limit sell @ %f", s.Symbol, kline.Close.Float64(), previousLow.Float64(), s.BreakLow.Ratio.Float64(), sellPrice.Float64())
|
bbgo.Notify("%s price %f breaks the previous low %f with ratio %f, submitting limit sell @ %f", s.Symbol, kline.Close.Float64(), previousLow.Float64(), s.BreakLow.Ratio.Float64(), sellPrice.Float64())
|
||||||
s.placeLimitSell(ctx, sellPrice, quantity, "breakLowLimit")
|
s.placeLimitSell(ctx, sellPrice, quantity, "breakLowLimit")
|
||||||
|
|
Loading…
Reference in New Issue
Block a user