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pivotshort: add FastWindow parameter

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c9s 2022-09-13 13:09:11 +08:00
parent e171932f07
commit 613b23eab5
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1 changed files with 7 additions and 1 deletions
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8
pkg/strategy/pivotshort/failedbreakhigh.go
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@ -17,6 +17,8 @@ type FailedBreakHigh struct {
// IntervalWindow is used for finding the pivot high
types.IntervalWindow
FastWindow int
bbgo.OpenPositionOptions
// BreakInterval is used for checking failed break
@ -72,6 +74,10 @@ func (s *FailedBreakHigh) Bind(session *bbgo.ExchangeSession, orderExecutor *bbg
return
}
if s.FastWindow == 0 {
s.FastWindow = 3
}
position := orderExecutor.Position()
symbol := position.Symbol
standardIndicator := session.StandardIndicatorSet(s.Symbol)
@ -80,7 +86,7 @@ func (s *FailedBreakHigh) Bind(session *bbgo.ExchangeSession, orderExecutor *bbg
s.pivotHigh = standardIndicator.PivotHigh(s.IntervalWindow)
s.fastPivotHigh = standardIndicator.PivotHigh(types.IntervalWindow{
Interval: s.IntervalWindow.Interval,
Window: 3,
Window: s.FastWindow,
})
// StrategyController