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bbgo: improve trendEMA condition

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c9s 2022-09-16 01:20:48 +08:00
parent 3d7fc75e4b
commit 427723dcaf
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1 changed files with 7 additions and 7 deletions
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12
pkg/bbgo/trend_ema.go
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@ -20,10 +20,6 @@ type TrendEMA struct {
}
func (s *TrendEMA) Bind(session *ExchangeSession, orderExecutor *GeneralOrderExecutor) {
if s.MaxGradient == 0.0 {
s.MaxGradient = 1.0
}
symbol := orderExecutor.Position().Symbol
s.ewma = session.StandardIndicatorSet(symbol).EWMA(s.IntervalWindow)
@ -58,9 +54,13 @@ func (s *TrendEMA) GradientAllowed() bool {
return false
}
if s.MaxGradient > 0.0 && gradient < s.MaxGradient && gradient > s.MinGradient {
return true
if s.MaxGradient > 0.0 && gradient > s.MaxGradient {
return false
}
if s.MinGradient > 0.0 && gradient < s.MinGradient {
return false
}
return true
}