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strategy: rename callBackRatio to callbackRatio
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@ -72,7 +72,7 @@ exchangeStrategies:
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minQuoteAssetBalance: 2000.0
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minQuoteAssetBalance: 2000.0
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#trailingStopTarget:
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#trailingStopTarget:
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# callBackRatio: 0.015
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# callbackRatio: 0.015
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# minimumProfitPercentage: 0.02
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# minimumProfitPercentage: 0.02
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targets:
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targets:
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@ -39,7 +39,7 @@ This strategy uses K-lines with high volume as support and buys the target asset
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profit.
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profit.
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- `trailingStopTarget`
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- `trailingStopTarget`
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- Use trailing stop to take profit
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- Use trailing stop to take profit
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- `callBackRatio`
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- `callbackRatio`
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- Callback ratio of the trailing stop
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- Callback ratio of the trailing stop
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- `minimumProfitPercentage`
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- `minimumProfitPercentage`
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- The minimum profit ratio of the trailing stop. The trailing stop is triggered when the profit is higher than the minimum.
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- The minimum profit ratio of the trailing stop. The trailing stop is triggered when the profit is higher than the minimum.
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@ -79,7 +79,7 @@ func (stop *PercentageTargetStop) GenerateOrders(market types.Market, pos *types
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}
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}
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type TrailingStopTarget struct {
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type TrailingStopTarget struct {
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TrailingStopCallBackRatio fixedpoint.Value `json:"callBackRatio"`
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TrailingStopCallbackRatio fixedpoint.Value `json:"callbackRatio"`
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MinimumProfitPercentage fixedpoint.Value `json:"minimumProfitPercentage"`
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MinimumProfitPercentage fixedpoint.Value `json:"minimumProfitPercentage"`
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}
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}
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@ -88,7 +88,7 @@ type TrailingStopControl struct {
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market types.Market
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market types.Market
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marginSideEffect types.MarginOrderSideEffectType
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marginSideEffect types.MarginOrderSideEffectType
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trailingStopCallBackRatio fixedpoint.Value
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trailingStopCallbackRatio fixedpoint.Value
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minimumProfitPercentage fixedpoint.Value
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minimumProfitPercentage fixedpoint.Value
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CurrentHighestPrice fixedpoint.Value
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CurrentHighestPrice fixedpoint.Value
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@ -96,13 +96,13 @@ type TrailingStopControl struct {
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}
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}
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func (control *TrailingStopControl) IsHigherThanMin(minTargetPrice float64) bool {
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func (control *TrailingStopControl) IsHigherThanMin(minTargetPrice float64) bool {
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targetPrice := control.CurrentHighestPrice.Float64() * (1 - control.trailingStopCallBackRatio.Float64())
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targetPrice := control.CurrentHighestPrice.Float64() * (1 - control.trailingStopCallbackRatio.Float64())
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return targetPrice >= minTargetPrice
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return targetPrice >= minTargetPrice
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}
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}
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func (control *TrailingStopControl) GenerateStopOrder(quantity float64) types.SubmitOrder {
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func (control *TrailingStopControl) GenerateStopOrder(quantity float64) types.SubmitOrder {
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targetPrice := control.CurrentHighestPrice.Float64() * (1 - control.trailingStopCallBackRatio.Float64())
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targetPrice := control.CurrentHighestPrice.Float64() * (1 - control.trailingStopCallbackRatio.Float64())
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orderForm := types.SubmitOrder{
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orderForm := types.SubmitOrder{
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Symbol: control.symbol,
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Symbol: control.symbol,
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@ -377,13 +377,13 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
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s.orderStore = bbgo.NewOrderStore(s.Symbol)
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s.orderStore = bbgo.NewOrderStore(s.Symbol)
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s.orderStore.BindStream(session.UserDataStream)
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s.orderStore.BindStream(session.UserDataStream)
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if s.TrailingStopTarget.TrailingStopCallBackRatio != 0 {
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if s.TrailingStopTarget.TrailingStopCallbackRatio != 0 {
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s.trailingStopControl = &TrailingStopControl{
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s.trailingStopControl = &TrailingStopControl{
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symbol: s.Symbol,
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symbol: s.Symbol,
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market: s.Market,
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market: s.Market,
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marginSideEffect: s.MarginOrderSideEffect,
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marginSideEffect: s.MarginOrderSideEffect,
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CurrentHighestPrice: fixedpoint.NewFromInt(0),
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CurrentHighestPrice: fixedpoint.NewFromInt(0),
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trailingStopCallBackRatio: s.TrailingStopTarget.TrailingStopCallBackRatio,
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trailingStopCallbackRatio: s.TrailingStopTarget.TrailingStopCallbackRatio,
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minimumProfitPercentage: s.TrailingStopTarget.MinimumProfitPercentage,
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minimumProfitPercentage: s.TrailingStopTarget.MinimumProfitPercentage,
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}
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}
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}
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}
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@ -396,7 +396,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
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s.tradeCollector = bbgo.NewTradeCollector(s.Symbol, s.state.Position, s.orderStore)
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s.tradeCollector = bbgo.NewTradeCollector(s.Symbol, s.state.Position, s.orderStore)
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if s.TrailingStopTarget.TrailingStopCallBackRatio != 0 {
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if s.TrailingStopTarget.TrailingStopCallbackRatio != 0 {
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// Update trailing stop when the position changes
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// Update trailing stop when the position changes
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s.tradeCollector.OnPositionUpdate(func(position *types.Position) {
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s.tradeCollector.OnPositionUpdate(func(position *types.Position) {
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if position.Base.Float64() > 0 { // Update order if we have a position
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if position.Base.Float64() > 0 { // Update order if we have a position
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@ -451,7 +451,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
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highPriceF := kline.GetHigh()
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highPriceF := kline.GetHigh()
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highPrice := fixedpoint.NewFromFloat(highPriceF)
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highPrice := fixedpoint.NewFromFloat(highPriceF)
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if s.TrailingStopTarget.TrailingStopCallBackRatio > 0 {
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if s.TrailingStopTarget.TrailingStopCallbackRatio > 0 {
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if s.state.Position.Base.Float64() <= 0 { // Without a position
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if s.state.Position.Base.Float64() <= 0 { // Without a position
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// Update trailing orders with current high price
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// Update trailing orders with current high price
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s.trailingStopControl.CurrentHighestPrice = highPrice
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s.trailingStopControl.CurrentHighestPrice = highPrice
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@ -582,7 +582,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
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s.Notify("%s position is saved", s.Symbol, s.state.Position)
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s.Notify("%s position is saved", s.Symbol, s.state.Position)
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}
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}
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if s.TrailingStopTarget.TrailingStopCallBackRatio == 0 { // submit fixed target orders
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if s.TrailingStopTarget.TrailingStopCallbackRatio == 0 { // submit fixed target orders
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var targetOrders []types.SubmitOrder
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var targetOrders []types.SubmitOrder
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for _, target := range s.Targets {
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for _, target := range s.Targets {
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targetPrice := closePrice.Float64() * (1.0 + target.ProfitPercentage)
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targetPrice := closePrice.Float64() * (1.0 + target.ProfitPercentage)
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@ -623,7 +623,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
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defer wg.Done()
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defer wg.Done()
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// Cancel trailing stop order
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// Cancel trailing stop order
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if s.TrailingStopTarget.TrailingStopCallBackRatio > 0 {
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if s.TrailingStopTarget.TrailingStopCallbackRatio > 0 {
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if err := s.cancelOrder(s.trailingStopControl.OrderID, ctx, session); err != nil {
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if err := s.cancelOrder(s.trailingStopControl.OrderID, ctx, session); err != nil {
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log.WithError(err).Errorf("Can not cancel the trailing stop order!")
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log.WithError(err).Errorf("Can not cancel the trailing stop order!")
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}
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}
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