From a8438f8f720d5c1c931f9b93b8de327dd76dc5dc Mon Sep 17 00:00:00 2001
From: Andy Cheng <andy.cheng@richsoda.com>
Date: Thu, 25 Aug 2022 10:17:42 +0800
Subject: [PATCH] exits/hhllstop: add basic parameters

---
 pkg/bbgo/hh_ll_stop.go | 32 ++++++++++++++++++++++++++++++++
 1 file changed, 32 insertions(+)
 create mode 100644 pkg/bbgo/hh_ll_stop.go

diff --git a/pkg/bbgo/hh_ll_stop.go b/pkg/bbgo/hh_ll_stop.go
new file mode 100644
index 000000000..dade7e000
--- /dev/null
+++ b/pkg/bbgo/hh_ll_stop.go
@@ -0,0 +1,32 @@
+package bbgo
+
+import (
+	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"github.com/c9s/bbgo/pkg/types"
+)
+
+type HigherHighLowerLowStopLoss struct {
+	Symbol string `json:"symbol"`
+
+	Side types.SideType `json:"side"`
+
+	types.IntervalWindow
+
+	HighLowWindow int `json:"highLowWindow"`
+
+	MaxHighLow int `json:"maxHighLow"`
+
+	MinHighLow int `json:"minHighLow"`
+
+	// ActivationRatio is the trigger condition
+	// When the price goes higher (lower for side buy) than this ratio, the stop will be activated.
+	ActivationRatio fixedpoint.Value `json:"activationRatio"`
+
+	// DeactivationRatio is the kill condition
+	// When the price goes higher (lower for short position) than this ratio, the stop will be deactivated.
+	// You can use this to combine several exits
+	DeactivationRatio fixedpoint.Value `json:"deactivationRatio"`
+
+	session       *ExchangeSession
+	orderExecutor *GeneralOrderExecutor
+}