Merge pull request #791 from c9s/strategy/pivotshort

strategy: pivotshort: refactor breaklow logics

pkg/bbgo/order_executor_general.go

@@ -65,7 +65,7 @@ func (e *GeneralOrderExecutor) BindProfitStats(profitStats *types.ProfitStats) {
 		}
 
 		profitStats.AddProfit(*profit)
-		Notify(&profitStats)
+		Notify(profitStats)
 	})
 }
 

pkg/strategy/bollmaker/strategy.go

@@ -215,18 +215,6 @@ func (s *Strategy) ClosePosition(ctx context.Context, percentage fixedpoint.Valu
 	return s.orderExecutor.ClosePosition(ctx, percentage)
 }
 
-// Deprecated: LoadState method is migrated to the persistence struct tag.
-func (s *Strategy) LoadState() error {
-	var state State
-
-	// load position
-	if err := s.Persistence.Load(&state, ID, s.Symbol, stateKey); err == nil {
-		s.state = &state
-	}
-
-	return nil
-}
-
 func (s *Strategy) getCurrentAllowedExposurePosition(bandPercentage float64) (fixedpoint.Value, error) {
 	if s.DynamicExposurePositionScale != nil {
 		v, err := s.DynamicExposurePositionScale.Scale(bandPercentage)
@@ -505,17 +493,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
 
 	// If position is nil, we need to allocate a new position for calculation
 	if s.Position == nil {
-		// restore state (legacy)
+		s.Position = types.NewPositionFromMarket(s.Market)
-		if err := s.LoadState(); err != nil {
-			return err
-		}
-
-		// fallback to the legacy position struct in the state
-		if s.state != nil && s.state.Position != nil && !s.state.Position.Base.IsZero() {
-			s.Position = s.state.Position
-		} else {
-			s.Position = types.NewPositionFromMarket(s.Market)
-		}
 	}
 
 	if s.session.MakerFeeRate.Sign() > 0 || s.session.TakerFeeRate.Sign() > 0 {
@@ -526,13 +504,7 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
 	}
 
 	if s.ProfitStats == nil {
-		if s.state != nil {
+		s.ProfitStats = types.NewProfitStats(s.Market)
-			// copy profit stats
-			p2 := s.state.ProfitStats
-			s.ProfitStats = &p2
-		} else {
-			s.ProfitStats = types.NewProfitStats(s.Market)
-		}
 	}
 
 	// Always update the position fields

pkg/strategy/pivotshort/breaklow.go

@@ -0,0 +1,193 @@
+package pivotshort
+
+import (
+	"context"
+
+	"github.com/c9s/bbgo/pkg/bbgo"
+	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"github.com/c9s/bbgo/pkg/indicator"
+	"github.com/c9s/bbgo/pkg/types"
+)
+
+// BreakLow -- when price breaks the previous pivot low, we set a trade entry
+type BreakLow struct {
+	Symbol string
+	Market types.Market
+	types.IntervalWindow
+
+	// Ratio is a number less than 1.0, price * ratio will be the price triggers the short order.
+	Ratio fixedpoint.Value `json:"ratio"`
+
+	// MarketOrder is the option to enable market order short.
+	MarketOrder bool `json:"marketOrder"`
+
+	// BounceRatio is a ratio used for placing the limit order sell price
+	// limit sell price = breakLowPrice * (1 + BounceRatio)
+	BounceRatio fixedpoint.Value `json:"bounceRatio"`
+
+	Quantity     fixedpoint.Value      `json:"quantity"`
+	StopEMARange fixedpoint.Value      `json:"stopEMARange"`
+	StopEMA      *types.IntervalWindow `json:"stopEMA"`
+
+	lastLow        fixedpoint.Value
+	pivot          *indicator.Pivot
+	stopEWMA       *indicator.EWMA
+	pivotLowPrices []fixedpoint.Value
+
+	orderExecutor *bbgo.GeneralOrderExecutor
+	session       *bbgo.ExchangeSession
+}
+
+func (s *BreakLow) Bind(session *bbgo.ExchangeSession, orderExecutor *bbgo.GeneralOrderExecutor) {
+	s.session = session
+	s.orderExecutor = orderExecutor
+
+	position := orderExecutor.Position()
+	symbol := position.Symbol
+	store, _ := session.MarketDataStore(symbol)
+	standardIndicator, _ := session.StandardIndicatorSet(symbol)
+
+	s.lastLow = fixedpoint.Zero
+
+	s.pivot = &indicator.Pivot{IntervalWindow: s.IntervalWindow}
+	s.pivot.Bind(store)
+	preloadPivot(s.pivot, store)
+
+	if s.StopEMA != nil {
+		s.stopEWMA = standardIndicator.EWMA(*s.StopEMA)
+	}
+
+	// update pivot low data
+	session.MarketDataStream.OnKLineClosed(types.KLineWith(symbol, s.Interval, func(kline types.KLine) {
+		lastLow := fixedpoint.NewFromFloat(s.pivot.LastLow())
+		if lastLow.IsZero() {
+			return
+		}
+
+		if lastLow.Compare(s.lastLow) != 0 {
+			log.Infof("new pivot low detected: %f %s", s.pivot.LastLow(), kline.EndTime.Time())
+		}
+
+		s.lastLow = lastLow
+		s.pivotLowPrices = append(s.pivotLowPrices, s.lastLow)
+	}))
+
+	session.MarketDataStream.OnKLineClosed(types.KLineWith(symbol, types.Interval1m, func(kline types.KLine) {
+		if position.IsOpened(kline.Close) {
+			return
+		}
+
+		if len(s.pivotLowPrices) == 0 {
+			log.Infof("currently there is no pivot low prices, skip placing orders...")
+			return
+		}
+
+		previousLow := s.pivotLowPrices[len(s.pivotLowPrices)-1]
+
+		// truncate the pivot low prices
+		if len(s.pivotLowPrices) > 10 {
+			s.pivotLowPrices = s.pivotLowPrices[len(s.pivotLowPrices)-10:]
+		}
+
+		ratio := fixedpoint.One.Add(s.Ratio)
+		breakPrice := previousLow.Mul(ratio)
+
+		openPrice := kline.Open
+		closePrice := kline.Close
+
+		// if previous low is not break, skip
+		if closePrice.Compare(breakPrice) >= 0 {
+			return
+		}
+
+		// we need the price cross the break line or we do nothing
+		if !(openPrice.Compare(breakPrice) > 0 && closePrice.Compare(breakPrice) < 0) {
+			log.Infof("%s kline is not between the break low price %f", kline.Symbol, breakPrice.Float64())
+			return
+		}
+
+		// force direction to be down
+		if closePrice.Compare(openPrice) >= 0 {
+			log.Infof("%s price %f is closed higher than the open price %f, skip this break", kline.Symbol, closePrice.Float64(), openPrice.Float64())
+			// skip UP klines
+			return
+		}
+
+		log.Infof("%s breakLow signal detected, closed price %f < breakPrice %f", kline.Symbol, closePrice.Float64(), breakPrice.Float64())
+
+		// stop EMA protection
+		if s.stopEWMA != nil {
+			ema := fixedpoint.NewFromFloat(s.stopEWMA.Last())
+			if ema.IsZero() {
+				return
+			}
+
+			emaStopShortPrice := ema.Mul(fixedpoint.One.Sub(s.StopEMARange))
+			if closePrice.Compare(emaStopShortPrice) < 0 {
+				log.Infof("stopEMA protection: close price %f < EMA(%v) = %f", closePrice.Float64(), s.StopEMA, ema.Float64())
+				return
+			}
+		}
+
+		ctx := context.Background()
+
+		// graceful cancel all active orders
+		_ = orderExecutor.GracefulCancel(ctx)
+
+		quantity := s.useQuantityOrBaseBalance(s.Quantity)
+		if s.MarketOrder {
+			bbgo.Notify("%s price %f breaks the previous low %f with ratio %f, submitting market sell to open a short position", symbol, kline.Close.Float64(), previousLow.Float64(), s.Ratio.Float64())
+			_, _ = s.orderExecutor.SubmitOrders(ctx, types.SubmitOrder{
+				Symbol:           s.Symbol,
+				Side:             types.SideTypeSell,
+				Type:             types.OrderTypeMarket,
+				Quantity:         quantity,
+				MarginSideEffect: types.SideEffectTypeMarginBuy,
+				Tag:              "breakLowMarket",
+			})
+
+		} else {
+			sellPrice := previousLow.Mul(fixedpoint.One.Add(s.BounceRatio))
+
+			bbgo.Notify("%s price %f breaks the previous low %f with ratio %f, submitting limit sell @ %f", symbol, kline.Close.Float64(), previousLow.Float64(), s.Ratio.Float64(), sellPrice.Float64())
+			_, _ = s.orderExecutor.SubmitOrders(ctx, types.SubmitOrder{
+				Symbol:           kline.Symbol,
+				Side:             types.SideTypeSell,
+				Type:             types.OrderTypeLimit,
+				Price:            sellPrice,
+				Quantity:         quantity,
+				MarginSideEffect: types.SideEffectTypeMarginBuy,
+				Tag:              "breakLowLimit",
+			})
+		}
+	}))
+
+	if !bbgo.IsBackTesting {
+		// use market trade to submit short order
+		session.MarketDataStream.OnMarketTrade(func(trade types.Trade) {
+
+		})
+	}
+}
+
+func (s *BreakLow) useQuantityOrBaseBalance(quantity fixedpoint.Value) fixedpoint.Value {
+	if s.session.Margin || s.session.IsolatedMargin || s.session.Futures || s.session.IsolatedFutures {
+		return quantity
+	}
+
+	balance, hasBalance := s.session.Account.Balance(s.Market.BaseCurrency)
+	if hasBalance {
+		if quantity.IsZero() {
+			bbgo.Notify("sell quantity is not set, submitting sell with all base balance: %s", balance.Available.String())
+			quantity = balance.Available
+		} else {
+			quantity = fixedpoint.Min(quantity, balance.Available)
+		}
+	}
+
+	if quantity.IsZero() {
+		log.Errorf("quantity is zero, can not submit sell order, please check settings")
+	}
+
+	return quantity
+}

pkg/strategy/pivotshort/resistance.go

@@ -2,6 +2,7 @@ package pivotshort
 
 import (
 	"context"
+	"sort"
 
 	"github.com/c9s/bbgo/pkg/bbgo"
 	"github.com/c9s/bbgo/pkg/fixedpoint"
@@ -120,12 +121,12 @@ func (s *ResistanceShort) placeResistanceOrders(ctx context.Context, resistanceP
 		log.Infof("placing bounce short order #%d: price = %f, quantity = %f", i, price.Float64(), quantity.Float64())
 
 		orderForms = append(orderForms, types.SubmitOrder{
-			Symbol:   s.Symbol,
+			Symbol:           s.Symbol,
-			Side:     types.SideTypeSell,
+			Side:             types.SideTypeSell,
-			Type:     types.OrderTypeLimitMaker,
+			Type:             types.OrderTypeLimitMaker,
-			Price:    price,
+			Price:            price,
-			Quantity: quantity,
+			Quantity:         quantity,
-			Tag:      "resistanceShort",
+			Tag:              "resistanceShort",
 			MarginSideEffect: types.SideEffectTypeMarginBuy,
 		})
 
@@ -144,3 +145,28 @@ func (s *ResistanceShort) placeResistanceOrders(ctx context.Context, resistanceP
 	}
 	s.activeOrders.Add(createdOrders...)
 }
+
+func findPossibleResistancePrices(closePrice float64, minDistance float64, lows []float64) []float64 {
+	// sort float64 in increasing order
+	// lower to higher prices
+	sort.Float64s(lows)
+
+	var resistancePrices []float64
+	for _, low := range lows {
+		if low < closePrice {
+			continue
+		}
+
+		last := closePrice
+		if len(resistancePrices) > 0 {
+			last = resistancePrices[len(resistancePrices)-1]
+		}
+
+		if (low / last) < (1.0 + minDistance) {
+			continue
+		}
+		resistancePrices = append(resistancePrices, low)
+	}
+
+	return resistancePrices
+}

pkg/strategy/pivotshort/strategy.go

@@ -4,7 +4,6 @@ import (
 	"context"
 	"fmt"
 	"os"
-	"sort"
 	"sync"
 
 	"github.com/sirupsen/logrus"
@@ -31,23 +30,6 @@ type IntervalWindowSetting struct {
 	types.IntervalWindow
 }
 
-// BreakLow -- when price breaks the previous pivot low, we set a trade entry
-type BreakLow struct {
-	// Ratio is a number less than 1.0, price * ratio will be the price triggers the short order.
-	Ratio fixedpoint.Value `json:"ratio"`
-
-	// MarketOrder is the option to enable market order short.
-	MarketOrder bool `json:"marketOrder"`
-
-	// BounceRatio is a ratio used for placing the limit order sell price
-	// limit sell price = breakLowPrice * (1 + BounceRatio)
-	BounceRatio fixedpoint.Value `json:"bounceRatio"`
-
-	Quantity     fixedpoint.Value      `json:"quantity"`
-	StopEMARange fixedpoint.Value      `json:"stopEMARange"`
-	StopEMA      *types.IntervalWindow `json:"stopEMA"`
-}
-
 type Strategy struct {
 	Environment *bbgo.Environment
 	Symbol      string `json:"symbol"`
@@ -62,7 +44,7 @@ type Strategy struct {
 	TradeStats  *types.TradeStats  `persistence:"trade_stats"`
 
 	// BreakLow is one of the entry method
-	BreakLow BreakLow `json:"breakLow"`
+	BreakLow *BreakLow `json:"breakLow"`
 
 	// ResistanceShort is one of the entry method
 	ResistanceShort *ResistanceShort `json:"resistanceShort"`
@@ -72,12 +54,6 @@ type Strategy struct {
 	session       *bbgo.ExchangeSession
 	orderExecutor *bbgo.GeneralOrderExecutor
 
-	lastLow         fixedpoint.Value
-	pivot           *indicator.Pivot
-	resistancePivot *indicator.Pivot
-	stopEWMA        *indicator.EWMA
-	pivotLowPrices  []fixedpoint.Value
-
 	// StrategyController
 	bbgo.StrategyController
 }
@@ -95,6 +71,10 @@ func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {
 		session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: s.ResistanceShort.Interval})
 	}
 
+	if s.BreakLow != nil {
+		dynamic.InheritStructValues(s.BreakLow, s)
+	}
+
 	if !bbgo.IsBackTesting {
 		session.Subscribe(types.MarketTradeChannel, s.Symbol, types.SubscribeOptions{})
 	}
@@ -129,8 +109,6 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
 		s.TradeStats = &types.TradeStats{}
 	}
 
-	s.lastLow = fixedpoint.Zero
-
 	// StrategyController
 	s.Status = types.StrategyStatusRunning
 
@@ -157,32 +135,6 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
 	})
 	s.orderExecutor.Bind()
 
-	store, _ := session.MarketDataStore(s.Symbol)
-	standardIndicator, _ := session.StandardIndicatorSet(s.Symbol)
-
-	s.pivot = &indicator.Pivot{IntervalWindow: s.IntervalWindow}
-	s.pivot.Bind(store)
-	preloadPivot(s.pivot, store)
-
-	// update pivot low data
-	session.MarketDataStream.OnKLineClosed(types.KLineWith(s.Symbol, s.Interval, func(kline types.KLine) {
-		lastLow := fixedpoint.NewFromFloat(s.pivot.LastLow())
-		if lastLow.IsZero() {
-			return
-		}
-
-		if lastLow.Compare(s.lastLow) != 0 {
-			log.Infof("new pivot low detected: %f %s", s.pivot.LastLow(), kline.EndTime.Time())
-		}
-
-		s.lastLow = lastLow
-		s.pivotLowPrices = append(s.pivotLowPrices, s.lastLow)
-	}))
-
-	if s.BreakLow.StopEMA != nil {
-		s.stopEWMA = standardIndicator.EWMA(*s.BreakLow.StopEMA)
-	}
-
 	for _, method := range s.ExitMethods {
 		method.Bind(session, s.orderExecutor)
 	}
@@ -191,78 +143,8 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
 		s.ResistanceShort.Bind(session, s.orderExecutor)
 	}
 
-	session.MarketDataStream.OnKLineClosed(types.KLineWith(s.Symbol, types.Interval1m, func(kline types.KLine) {
+	if s.BreakLow != nil {
-		if s.Status != types.StrategyStatusRunning {
+		s.BreakLow.Bind(session, s.orderExecutor)
-			return
-		}
-
-		if s.Position.IsOpened(kline.Close) {
-			return
-		}
-
-		if len(s.pivotLowPrices) == 0 {
-			log.Infof("currently there is no pivot low prices, skip placing orders...")
-			return
-		}
-
-		previousLow := s.pivotLowPrices[len(s.pivotLowPrices)-1]
-
-		// truncate the pivot low prices
-		if len(s.pivotLowPrices) > 10 {
-			s.pivotLowPrices = s.pivotLowPrices[len(s.pivotLowPrices)-10:]
-		}
-
-		ratio := fixedpoint.One.Add(s.BreakLow.Ratio)
-		breakPrice := previousLow.Mul(ratio)
-
-		openPrice := kline.Open
-		closePrice := kline.Close
-		// if previous low is not break, skip
-		if closePrice.Compare(breakPrice) >= 0 {
-			return
-		}
-
-		// we need the price cross the break line or we do nothing
-		if !(openPrice.Compare(breakPrice) > 0 && closePrice.Compare(breakPrice) < 0) {
-			return
-		}
-
-		log.Infof("%s breakLow signal detected, closed price %f < breakPrice %f", kline.Symbol, closePrice.Float64(), breakPrice.Float64())
-
-		// stop EMA protection
-		if s.stopEWMA != nil {
-			ema := fixedpoint.NewFromFloat(s.stopEWMA.Last())
-			if ema.IsZero() {
-				return
-			}
-
-			emaStopShortPrice := ema.Mul(fixedpoint.One.Sub(s.BreakLow.StopEMARange))
-			if closePrice.Compare(emaStopShortPrice) < 0 {
-				log.Infof("stopEMA protection: close price %f < EMA(%v) = %f", closePrice.Float64(), s.BreakLow.StopEMA, ema.Float64())
-				return
-			}
-		}
-
-		// graceful cancel all active orders
-		_ = s.orderExecutor.GracefulCancel(ctx)
-
-		quantity := s.useQuantityOrBaseBalance(s.BreakLow.Quantity)
-		if s.BreakLow.MarketOrder {
-			bbgo.Notify("%s price %f breaks the previous low %f with ratio %f, submitting market sell to open a short position", s.Symbol, kline.Close.Float64(), previousLow.Float64(), s.BreakLow.Ratio.Float64())
-			s.placeMarketSell(ctx, quantity, "breakLowMarket")
-		} else {
-			sellPrice := previousLow.Mul(fixedpoint.One.Add(s.BreakLow.BounceRatio))
-
-			bbgo.Notify("%s price %f breaks the previous low %f with ratio %f, submitting limit sell @ %f", s.Symbol, kline.Close.Float64(), previousLow.Float64(), s.BreakLow.Ratio.Float64(), sellPrice.Float64())
-			s.placeLimitSell(ctx, sellPrice, quantity, "breakLowLimit")
-		}
-	}))
-
-	if !bbgo.IsBackTesting {
-		// use market trade to submit short order
-		session.MarketDataStream.OnMarketTrade(func(trade types.Trade) {
-
-		})
 	}
 
 	bbgo.OnShutdown(func(ctx context.Context, wg *sync.WaitGroup) {
@@ -275,97 +157,6 @@ func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, se
 	return nil
 }
 
-func (s *Strategy) findHigherPivotLow(price fixedpoint.Value) (fixedpoint.Value, bool) {
-	for l := len(s.pivotLowPrices) - 1; l > 0; l-- {
-		if s.pivotLowPrices[l].Compare(price) > 0 {
-			return s.pivotLowPrices[l], true
-		}
-	}
-
-	return price, false
-}
-
-func (s *Strategy) placeOrder(ctx context.Context, price fixedpoint.Value, quantity fixedpoint.Value) {
-	_, _ = s.orderExecutor.SubmitOrders(ctx, types.SubmitOrder{
-		Symbol:   s.Symbol,
-		Side:     types.SideTypeSell,
-		Type:     types.OrderTypeLimitMaker,
-		Price:    price,
-		Quantity: quantity,
-	})
-}
-
-func (s *Strategy) useQuantityOrBaseBalance(quantity fixedpoint.Value) fixedpoint.Value {
-	if s.session.Margin || s.session.IsolatedMargin || s.session.Futures || s.session.IsolatedFutures {
-		return quantity
-	}
-
-	balance, hasBalance := s.session.Account.Balance(s.Market.BaseCurrency)
-
-	if hasBalance {
-		if quantity.IsZero() {
-			bbgo.Notify("sell quantity is not set, submitting sell with all base balance: %s", balance.Available.String())
-			quantity = balance.Available
-		} else {
-			quantity = fixedpoint.Min(quantity, balance.Available)
-		}
-	}
-
-	if quantity.IsZero() {
-		log.Errorf("quantity is zero, can not submit sell order, please check settings")
-	}
-
-	return quantity
-}
-
-func (s *Strategy) placeLimitSell(ctx context.Context, price, quantity fixedpoint.Value, tag string) {
-	_, _ = s.orderExecutor.SubmitOrders(ctx, types.SubmitOrder{
-		Symbol:           s.Symbol,
-		Price:            price,
-		Side:             types.SideTypeSell,
-		Type:             types.OrderTypeLimit,
-		Quantity:         quantity,
-		MarginSideEffect: types.SideEffectTypeMarginBuy,
-		Tag:              tag,
-	})
-}
-
-func (s *Strategy) placeMarketSell(ctx context.Context, quantity fixedpoint.Value, tag string) {
-	_, _ = s.orderExecutor.SubmitOrders(ctx, types.SubmitOrder{
-		Symbol:           s.Symbol,
-		Side:             types.SideTypeSell,
-		Type:             types.OrderTypeMarket,
-		Quantity:         quantity,
-		MarginSideEffect: types.SideEffectTypeMarginBuy,
-		Tag:              tag,
-	})
-}
-
-func findPossibleResistancePrices(closePrice float64, minDistance float64, lows []float64) []float64 {
-	// sort float64 in increasing order
-	// lower to higher prices
-	sort.Float64s(lows)
-
-	var resistancePrices []float64
-	for _, low := range lows {
-		if low < closePrice {
-			continue
-		}
-
-		last := closePrice
-		if len(resistancePrices) > 0 {
-			last = resistancePrices[len(resistancePrices)-1]
-		}
-
-		if (low / last) < (1.0 + minDistance) {
-			continue
-		}
-		resistancePrices = append(resistancePrices, low)
-	}
-
-	return resistancePrices
-}
-
 func preloadPivot(pivot *indicator.Pivot, store *bbgo.MarketDataStore) *types.KLine {
 	klines, ok := store.KLinesOfInterval(pivot.Interval)
 	if !ok {

pkg/types/profit.go

@@ -204,14 +204,14 @@ type ProfitStats struct {
 	QuoteCurrency string `json:"quoteCurrency"`
 	BaseCurrency  string `json:"baseCurrency"`
 
-	AccumulatedPnL       fixedpoint.Value `json:"accumulatedPnL,omitempty"`
+	AccumulatedPnL         fixedpoint.Value `json:"accumulatedPnL,omitempty"`
 	AccumulatedNetProfit   fixedpoint.Value `json:"accumulatedNetProfit,omitempty"`
 	AccumulatedGrossProfit fixedpoint.Value `json:"accumulatedProfit,omitempty"`
 	AccumulatedGrossLoss   fixedpoint.Value `json:"accumulatedLoss,omitempty"`
 	AccumulatedVolume      fixedpoint.Value `json:"accumulatedVolume,omitempty"`
-	AccumulatedSince     int64            `json:"accumulatedSince,omitempty"`
+	AccumulatedSince       int64            `json:"accumulatedSince,omitempty"`
 
-	TodayPnL       fixedpoint.Value `json:"todayPnL,omitempty"`
+	TodayPnL         fixedpoint.Value `json:"todayPnL,omitempty"`
 	TodayNetProfit   fixedpoint.Value `json:"todayNetProfit,omitempty"`
 	TodayGrossProfit fixedpoint.Value `json:"todayProfit,omitempty"`
 	TodayGrossLoss   fixedpoint.Value `json:"todayLoss,omitempty"`
@@ -279,11 +279,11 @@ func (s *ProfitStats) PlainText() string {
 	return fmt.Sprintf("%s Profit Today\n"+
 		"Profit %s %s\n"+
 		"Net profit %s %s\n"+
-		"Trade Loss %s %s\n"+
+		"Gross Loss %s %s\n"+
 		"Summary:\n"+
 		"Accumulated Profit %s %s\n"+
 		"Accumulated Net Profit %s %s\n"+
-		"Accumulated Trade Loss %s %s\n"+
+		"Accumulated Gross Loss %s %s\n"+
 		"Since %s",
 		s.Symbol,
 		s.TodayPnL.String(), s.QuoteCurrency,