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new events for trailing stop

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Giulio De Pasquale 2020-11-28 16:13:27 +00:00
parent af089554ce
commit 04c5279826
1 changed files with 11 additions and 1 deletions
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12
main.py
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@ -35,6 +35,8 @@ class EventKind(Enum):
REACHED_GOOD_PROFIT = 6, REACHED_GOOD_PROFIT = 6,
REACHED_MAX_LOSS = 7, REACHED_MAX_LOSS = 7,
CLOSE_POSITION = 8, CLOSE_POSITION = 8,
TRAILING_STOP_SET = 9,
TRAILING_STOP_MOVED = 10
class Event(): class Event():
@ -283,7 +285,15 @@ def update_stop_percentage(state: State, status: Status):
last_position.profit_loss_percentage, TAKER_FEE) last_position.profit_loss_percentage, TAKER_FEE)
# set stop percentage for first time # set stop percentage for first time
if not status.stop_percentage or last_pl_net_perc - TRAIL_STOP_PERCENTAGES[state] > status.stop_percentage: if not status.stop_percentage:
status.add_event(Event(EventKind.TRAILING_STOP_SET, status.get_current_tick()))
status.stop_percentage = last_pl_net_perc - \
TRAIL_STOP_PERCENTAGES[state]
return
# moving trailing stop
if last_pl_net_perc - TRAIL_STOP_PERCENTAGES[state] > status.stop_percentage:
status.add_event(Event(EventKind.TRAILING_STOP_MOVED, status.get_current_tick()))
status.stop_percentage = last_pl_net_perc - \ status.stop_percentage = last_pl_net_perc - \
TRAIL_STOP_PERCENTAGES[state] TRAIL_STOP_PERCENTAGES[state]