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strategy/pivotshort: fix trendema

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This commit is contained in:
Andy Cheng 2022-09-11 13:56:36 +08:00
parent 42a358fd34
commit f132666738
1 changed files with 2 additions and 6 deletions
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8
pkg/bbgo/trend_ema.go
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@ -44,7 +44,7 @@ func (s *TrendEMA) Bind(session *ExchangeSession, orderExecutor *GeneralOrderExe
func (s *TrendEMA) Gradient() float64 {
if s.last > 0.0 && s.current > 0.0 {
return s.last / s.current
return s.current / s.last
}
return 0.0
}
@ -58,11 +58,7 @@ func (s *TrendEMA) GradientAllowed() bool {
return false
}
if s.MaxGradient > 0.0 && gradient < s.MaxGradient {
return true
}
if s.MinGradient > 0.0 && gradient > s.MinGradient {
if s.MaxGradient > 0.0 && gradient < s.MaxGradient && gradient > s.MinGradient {
return true
}