exits/hhllstop: add basic parameters

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
+}