lychiyu/bbgo_origin
1
0
Fork 0
mirror of https://github.com/c9s/bbgo.git synced 2024-11-21 22:43:52 +00:00
Code Issues Actions 2 Packages Projects Releases Wiki Activity

elliottwave: use AverageCost instead

Browse Source
This commit is contained in:
c9s 2024-08-22 11:26:46 +08:00
parent a900c72032
commit 72575e3cd8
No known key found for this signature in database
GPG Key ID: 7385E7E464CB0A54
1 changed files with 2 additions and 2 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

4
pkg/strategy/elliottwave/strategy.go
View File

@ -354,12 +354,12 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
s.highestPrice = 0
s.lowestPrice = 0
} else if s.Position.IsLong() {
s.buyPrice = s.Position.ApproximateAverageCost.Float64()
s.buyPrice = s.Position.AverageCost.Float64()
s.sellPrice = 0
s.highestPrice = math.Max(s.buyPrice, s.highestPrice)
s.lowestPrice = 0
} else {
s.sellPrice = s.Position.ApproximateAverageCost.Float64()
s.sellPrice = s.Position.AverageCost.Float64()
s.buyPrice = 0
s.highestPrice = 0
if s.lowestPrice == 0 {