new events for trailing stop
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parent
af089554ce
commit
04c5279826
12
main.py
12
main.py
@ -35,6 +35,8 @@ class EventKind(Enum):
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REACHED_GOOD_PROFIT = 6,
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REACHED_GOOD_PROFIT = 6,
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REACHED_MAX_LOSS = 7,
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REACHED_MAX_LOSS = 7,
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CLOSE_POSITION = 8,
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CLOSE_POSITION = 8,
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TRAILING_STOP_SET = 9,
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TRAILING_STOP_MOVED = 10
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class Event():
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class Event():
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@ -283,7 +285,15 @@ def update_stop_percentage(state: State, status: Status):
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last_position.profit_loss_percentage, TAKER_FEE)
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last_position.profit_loss_percentage, TAKER_FEE)
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# set stop percentage for first time
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# set stop percentage for first time
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if not status.stop_percentage or last_pl_net_perc - TRAIL_STOP_PERCENTAGES[state] > status.stop_percentage:
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if not status.stop_percentage:
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status.add_event(Event(EventKind.TRAILING_STOP_SET, status.get_current_tick()))
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status.stop_percentage = last_pl_net_perc - \
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TRAIL_STOP_PERCENTAGES[state]
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return
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# moving trailing stop
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if last_pl_net_perc - TRAIL_STOP_PERCENTAGES[state] > status.stop_percentage:
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status.add_event(Event(EventKind.TRAILING_STOP_MOVED, status.get_current_tick()))
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status.stop_percentage = last_pl_net_perc - \
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status.stop_percentage = last_pl_net_perc - \
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TRAIL_STOP_PERCENTAGES[state]
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TRAIL_STOP_PERCENTAGES[state]
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