From 2acc81cd7521912049005a18f04f3bc9452a1670 Mon Sep 17 00:00:00 2001
From: Giulio De Pasquale <giulio@depasquale.eu>
Date: Fri, 12 Feb 2021 14:57:23 +0000
Subject: [PATCH] remodeled percentage calculation in strategy

---
 rustybot/src/strategy.rs | 28 +++++++++++++++++++++-------
 1 file changed, 21 insertions(+), 7 deletions(-)

diff --git a/rustybot/src/strategy.rs b/rustybot/src/strategy.rs
index df9a34a..90aabef 100644
--- a/rustybot/src/strategy.rs
+++ b/rustybot/src/strategy.rs
@@ -4,8 +4,10 @@ use std::fmt::{Debug, Formatter};
 use dyn_clone::DynClone;
 use log::info;
 
+use crate::connectors::Connector;
 use crate::events::{Event, EventKind, EventMetadata, Message};
 use crate::managers::OptionUpdate;
+use crate::models::OrderBookEntry::Trading;
 use crate::models::{
     ActiveOrder, OrderBook, OrderBookEntry, OrderForm, OrderKind, Position, PositionProfitState,
     PositionState, TradingPlatform,
@@ -74,10 +76,22 @@ pub struct TrailingStop {
 }
 
 impl TrailingStop {
-    const BREAK_EVEN_PERC: f64 = 0.1;
-    const MIN_PROFIT_PERC: f64 = 0.5;
-    const GOOD_PROFIT_PERC: f64 = TrailingStop::MIN_PROFIT_PERC * 1.75;
-    const MAX_LOSS_PERC: f64 = -4.0;
+    // in percentage
+    const CAPITAL_MAX_LOSS: f64 = 17.5;
+    const CAPITAL_MIN_PROFIT: f64 = 10.0;
+    const CAPITAL_GOOD_PROFIT: f64 = 20.0;
+
+    // in percentage
+    const MIN_PROFIT_TRAILING_DELTA: f64 = 0.2;
+    const GOOD_PROFIT_TRAILING_DELTA: f64 = 0.1;
+
+    const LEVERAGE: f64 = 15.0;
+
+    const MIN_PROFIT_PERC: f64 = (TrailingStop::CAPITAL_MIN_PROFIT / TrailingStop::LEVERAGE)
+        + TrailingStop::MIN_PROFIT_TRAILING_DELTA;
+    const GOOD_PROFIT_PERC: f64 = (TrailingStop::CAPITAL_GOOD_PROFIT / TrailingStop::LEVERAGE)
+        + TrailingStop::GOOD_PROFIT_TRAILING_DELTA;
+    const MAX_LOSS_PERC: f64 = -(TrailingStop::CAPITAL_MAX_LOSS / TrailingStop::LEVERAGE);
 
     pub fn new() -> Self {
         TrailingStop {
@@ -88,8 +102,8 @@ impl TrailingStop {
     fn update_stop_percentage(&mut self, position: &Position) {
         if let Some(profit_state) = position.profit_state() {
             let profit_state_delta = match profit_state {
-                PositionProfitState::MinimumProfit => Some(0.2),
-                PositionProfitState::Profit => Some(0.1),
+                PositionProfitState::MinimumProfit => Some(TrailingStop::MIN_PROFIT_TRAILING_DELTA),
+                PositionProfitState::Profit => Some(TrailingStop::GOOD_PROFIT_TRAILING_DELTA),
                 _ => None,
             };
 
@@ -252,7 +266,7 @@ pub struct FastOrderStrategy {
 
 impl Default for FastOrderStrategy {
     fn default() -> Self {
-        Self { threshold: 0.2 }
+        Self { threshold: 0.15 }
     }
 }