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bbgo: improve trendEMA condition
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3d7fc75e4b
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@ -20,10 +20,6 @@ type TrendEMA struct {
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}
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func (s *TrendEMA) Bind(session *ExchangeSession, orderExecutor *GeneralOrderExecutor) {
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if s.MaxGradient == 0.0 {
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s.MaxGradient = 1.0
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}
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symbol := orderExecutor.Position().Symbol
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s.ewma = session.StandardIndicatorSet(symbol).EWMA(s.IntervalWindow)
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@ -58,9 +54,13 @@ func (s *TrendEMA) GradientAllowed() bool {
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return false
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}
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if s.MaxGradient > 0.0 && gradient < s.MaxGradient && gradient > s.MinGradient {
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return true
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if s.MaxGradient > 0.0 && gradient > s.MaxGradient {
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return false
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}
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return false
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if s.MinGradient > 0.0 && gradient < s.MinGradient {
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return false
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}
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return true
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}
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