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pivotshort: add one more kline price compare condition

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c9s 2022-09-13 13:36:07 +08:00
parent 0a07a70415
commit f0ea9a357a
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1 changed files with 2 additions and 1 deletions
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3
pkg/strategy/pivotshort/failedbreakhigh.go
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@ -150,8 +150,9 @@ func (s *FailedBreakHigh) Bind(session *bbgo.ExchangeSession, orderExecutor *bbg
}
// the kline opened below the last break low, and closed above the last break low
if k.Open.Compare(s.lastFailedBreakHigh) < 0 && k.Close.Compare(s.lastFailedBreakHigh) > 0 {
if k.Open.Compare(s.lastFailedBreakHigh) < 0 && k.Close.Compare(s.lastFailedBreakHigh) > 0 && k.Open.Compare(k.Close) > 0 {
bbgo.Notify("kLine closed above the last break high, triggering stop earlier")
if err := s.orderExecutor.ClosePosition(context.Background(), one, "failedBreakHighStop"); err != nil {
log.WithError(err).Error("position close error")
}