add ema condition to the lower shadow take profit

config/pivotshort.yaml

@@ -39,12 +39,13 @@ exchangeStrategies:
 
       # stopEMARange is the price range we allow short.
       # Short-allowed price range = [current price] > [EMA] * (1 - [stopEMARange])
-      stopEMARange: 0%
+      # Higher the stopEMARange than higher the chance to open a short
+      stopEMARange: 1%
       stopEMA:
         interval: 1h
         window: 99
 
-    bounceShort:
+    resistanceShort:
       enabled: false
       interval: 1h
       window: 10
@@ -86,11 +87,13 @@ exchangeStrategies:
     # you can grab a simple stats by the following SQL:
     # SELECT ((close - low) / close) AS shadow_ratio FROM binance_klines WHERE symbol = 'ETHUSDT' AND `interval` = '5m' AND start_time > '2022-01-01' ORDER BY shadow_ratio DESC LIMIT 20;
     - lowerShadowTakeProfit:
+        interval: 30m
+        window: 99
         ratio: 3%
 
     # (5) cumulatedVolumeTakeProfit is used to take profit when the cumulated quote volume from the klines exceeded a threshold
     - cumulatedVolumeTakeProfit:
-        minQuoteVolume: 100_000_000
+        minQuoteVolume: 200_000_000
         interval: 5m
         window: 2
 

pkg/bbgo/exit_lower_shadow_take_profit.go

@@ -27,6 +27,10 @@ func (s *LowerShadowTakeProfit) Bind(session *ExchangeSession, orderExecutor *Ge
 	s.session = session
 	s.orderExecutor = orderExecutor
 
+	stdIndicatorSet, _ := session.StandardIndicatorSet(s.Symbol)
+	ewma := stdIndicatorSet.EWMA(s.IntervalWindow)
+
+
 	position := orderExecutor.Position()
 	session.MarketDataStream.OnKLineClosed(func(kline types.KLine) {
 		if kline.Symbol != position.Symbol || kline.Interval != types.Interval1m {
@@ -47,6 +51,11 @@ func (s *LowerShadowTakeProfit) Bind(session *ExchangeSession, orderExecutor *Ge
 			return
 		}
 
+		// skip close price higher than the ewma
+		if closePrice.Float64() > ewma.Last() {
+			return
+		}
+
 		if kline.GetLowerShadowHeight().Div(kline.Close).Compare(s.Ratio) > 0 {
 			Notify("%s TakeProfit triggered by shadow ratio %f, price = %f",
 				position.Symbol,