add ExitMethodSet.Bind method

config/pivotshort.yaml

@@ -100,6 +100,21 @@ exchangeStrategies:
         window: 2
         minQuoteVolume: 200_000_000
 
+    - trailingStop:
+        callbackRate: 2%
+
+        # activationRatio is relative to the average cost,
+        # when side is buy, 1% means lower 1% than the average cost.
+        # when side is sell, 1% means higher 1% than the average cost.
+        activationRatio: 10%
+
+        # minProfit uses the position ROI to calculate the profit ratio
+        # minProfit: 1%
+
+        interval: 1m
+        side: buy
+        closePosition: 100%
+
 backtest:
   sessions:
   - binance

doc/topics/developing-strategy.md

@@ -501,3 +501,65 @@ In the Run method of your strategy, you need to check if these fields are nil, a
 
 That's it. Hit Ctrl-C and you should see BBGO saving your strategy states.
 
+
+## Exit Method Set
+
+To integrate the built-in exit methods into your strategy, simply add a field with type bbgo.ExitMethodSet:
+
+```go
+type Strategy struct {
+	ExitMethods bbgo.ExitMethodSet `json:"exits"`
+}
+
+func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {
+	s.ExitMethods.SetAndSubscribe(session, s)
+}
+
+func (s *Strategy) Run() {
+    s.ExitMethods.Bind(session, s.orderExecutor)
+}
+```
+
+And then you can use the following config structure to configure your exit settings like this:
+
+```yaml
+- on: binance
+  pivotshort:
+    exits:
+    # (0) roiStopLoss is the stop loss percentage of the position ROI (currently the price change)
+    - roiStopLoss:
+        percentage: 0.8%
+
+    # (1) roiTakeProfit is used to force taking profit by percentage of the position ROI (currently the price change)
+    # force to take the profit ROI exceeded the percentage.
+    - roiTakeProfit:
+        percentage: 35%
+
+    # (2) protective stop loss -- short term
+    - protectiveStopLoss:
+        activationRatio: 0.6%
+        stopLossRatio: 0.1%
+        placeStopOrder: false
+
+    # (3) protective stop loss -- long term
+    - protectiveStopLoss:
+        activationRatio: 5%
+        stopLossRatio: 1%
+        placeStopOrder: false
+
+    # (4) lowerShadowTakeProfit is used to taking profit when the (lower shadow height / low price) > lowerShadowRatio
+    # 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:
+        interval: 5m
+        window: 2
+        minQuoteVolume: 200_000_000
+
+
+```

pkg/bbgo/exit.go

@@ -20,6 +20,12 @@ func (s *ExitMethodSet) SetAndSubscribe(session *ExchangeSession, parent interfa
 	}
 }
 
+func (s *ExitMethodSet) Bind(session *ExchangeSession, orderExecutor *GeneralOrderExecutor) {
+	for _, method := range *s {
+		method.Bind(session, orderExecutor)
+	}
+}
+
 type ExitMethod struct {
 	RoiStopLoss               *RoiStopLoss               `json:"roiStopLoss"`
 	ProtectiveStopLoss        *ProtectiveStopLoss        `json:"protectiveStopLoss"`

pkg/strategy/pivotshort/strategy.go

@@ -261,9 +261,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
 	})
 	s.orderExecutor.Bind()
 
-	for _, method := range s.ExitMethods {
-		method.Bind(session, s.orderExecutor)
-	}
+	s.ExitMethods.Bind(session, s.orderExecutor)
 
 	if s.ResistanceShort != nil && s.ResistanceShort.Enabled {
 		s.ResistanceShort.Bind(session, s.orderExecutor)