diff --git a/rustybot/src/managers.rs b/rustybot/src/managers.rs
index a848599..014a2a8 100644
--- a/rustybot/src/managers.rs
+++ b/rustybot/src/managers.rs
@@ -4,7 +4,7 @@ use std::ops::Neg;
 use bitfinex::ticker::TradingPairTicker;
 use futures_util::stream::FuturesUnordered;
 use futures_util::StreamExt;
-use log::{debug, error};
+use log::{debug, error, info};
 use tokio::signal::unix::Signal;
 use tokio::sync::mpsc::channel;
 use tokio::sync::mpsc::{Receiver, Sender};
@@ -16,6 +16,8 @@ use crate::models::{ExecutedOrder, OrderForm, OrderKind, Position, PriceTicker};
 use crate::strategy::{FastOrderStrategy, OrderStrategy, PositionStrategy, TrailingStop};
 use crate::BoxError;
 
+type OptionUpdate = (Option<Vec<Event>>, Option<Vec<SignalKind>>);
+
 pub struct EventManager {
     events: Vec<Event>,
 }
@@ -226,10 +228,8 @@ impl PositionManager {
 
         Ok(())
     }
-    pub async fn update(
-        &mut self,
-        tick: u64,
-    ) -> Result<(Option<Vec<Event>>, Option<OrderForm>), BoxError> {
+
+    pub async fn update(&mut self, tick: u64) -> Result<OptionUpdate, BoxError> {
         let opt_active_positions = self.client.active_positions(&self.pair).await?;
         let mut events = vec![];
 
@@ -265,7 +265,7 @@ impl PositionManager {
             }
         };
 
-        Ok(((events.is_empty().then_some(events)), None))
+        Ok((None, None))
     }
 
     pub fn position_previous_tick(&self, id: u64, tick: Option<u64>) -> Option<&Position> {
@@ -369,19 +369,26 @@ impl OrderManager {
     pub async fn close_position(&mut self, position: &Position) -> Result<(), BoxError> {
         let open_order = self.tracked_positions.get(&position.id());
 
+        info!("Closing position {}", position.id());
+
         // checking if the position has an open order.
         // If so, the strategy method is called, otherwise we open
         // an undercut limit order at the best current price.
         match open_order {
             Some(open_order) => {
+                info!("There is an open order. Calling strategy.");
+
                 self.tracked_positions = self
                     .strategy
                     .on_position_close(open_order, &self.tracked_positions);
             }
             None => {
+                info!("Getting current prices...");
                 let current_prices = self.client.current_prices(&self.pair).await?;
+                info!("Calculating best closing price...");
                 let closing_price = self.best_closing_price(&position, &current_prices)?;
 
+                info!("Submitting order...");
                 // submitting order
                 let order_form = OrderForm::new(
                     &self.pair,
@@ -394,6 +401,7 @@ impl OrderManager {
                     Err(e) => error!("Could not submit order: {}", e),
                     Ok(o) => {
                         self.tracked_positions.insert(position.id(), o);
+                        info!("Done!");
                     }
                 };
             }
@@ -402,7 +410,7 @@ impl OrderManager {
         Ok(())
     }
 
-    pub fn update(&self) -> Option<Vec<Event>> {
+    pub fn update(&self) -> Result<OptionUpdate, BoxError> {
         unimplemented!()
     }
 
@@ -464,17 +472,16 @@ impl ExchangeManager {
         }
     }
 
-    pub async fn update_managers(&mut self, tick: u64) -> Result<(), BoxError> {
-        self.update_price_managers(tick).await?;
-        self.update_position_managers(tick).await?;
+    pub async fn update_managers(&mut self, tick: u64) -> Result<OptionUpdate, BoxError> {
+        let (price_opt_events, price_opt_signals) = self.update_price_managers(tick).await?;
+        let (pos_opt_events, pos_opt_signals) = self.update_position_managers(tick).await?;
 
-        Ok(())
+        debug!("{:?}", pos_opt_signals);
+
+        Ok((pos_opt_events, price_opt_signals))
     }
 
-    async fn update_position_managers(
-        &mut self,
-        tick: u64,
-    ) -> Result<Option<Vec<Event>>, BoxError> {
+    async fn update_position_managers(&mut self, tick: u64) -> Result<OptionUpdate, BoxError> {
         let mut futures: FuturesUnordered<_> = self
             .position_managers
             .iter_mut()
@@ -483,10 +490,10 @@ impl ExchangeManager {
 
         while let Some(x) = futures.next().await {}
 
-        Ok(None)
+        Ok((None, None))
     }
 
-    async fn update_price_managers(&mut self, tick: u64) -> Result<Option<Vec<Event>>, BoxError> {
+    async fn update_price_managers(&mut self, tick: u64) -> Result<OptionUpdate, BoxError> {
         let mut futures: FuturesUnordered<_> = self
             .price_managers
             .iter_mut()
@@ -495,6 +502,6 @@ impl ExchangeManager {
 
         while let Some(x) = futures.next().await {}
 
-        Ok(None)
+        Ok((None, None))
     }
 }
diff --git a/rustybot/src/strategy.rs b/rustybot/src/strategy.rs
index e238a8a..c1b27ff 100644
--- a/rustybot/src/strategy.rs
+++ b/rustybot/src/strategy.rs
@@ -17,7 +17,7 @@ pub trait PositionStrategy: DynClone + Send {
         &self,
         position: Position,
         manager: &PositionManager,
-    ) -> (Position, Vec<Event>, Option<OrderForm>);
+    ) -> (Position, Option<Vec<Event>>, Option<Vec<SignalKind>>);
 }
 
 impl Debug for dyn PositionStrategy {
@@ -60,7 +60,7 @@ impl TrailingStop {
     const BREAK_EVEN_PERC: f64 = 0.2;
     const MIN_PROFIT_PERC: f64 = TrailingStop::BREAK_EVEN_PERC + 0.3;
     const GOOD_PROFIT_PERC: f64 = TrailingStop::MIN_PROFIT_PERC * 2.5;
-    const MAX_LOSS_PERC: f64 = -1.7;
+    const MAX_LOSS_PERC: f64 = -0.01;
 
     const TAKER_FEE: f64 = 0.2;
 
@@ -84,11 +84,11 @@ impl PositionStrategy for TrailingStop {
         &self,
         position: Position,
         manager: &PositionManager,
-    ) -> (Position, Vec<Event>, Option<OrderForm>) {
+    ) -> (Position, Option<Vec<Event>>, Option<Vec<SignalKind>>) {
         let mut signals = vec![];
-        let pl_perc = TrailingStop::net_pl_percentage(position.pl_perc(), TrailingStop::TAKER_FEE);
         let events = vec![];
-        let mut order = None;
+
+        let pl_perc = TrailingStop::net_pl_percentage(position.pl_perc(), TrailingStop::TAKER_FEE);
 
         let state = {
             if pl_perc > TrailingStop::GOOD_PROFIT_PERC {
@@ -114,10 +114,20 @@ impl PositionStrategy for TrailingStop {
         match opt_pre_pw {
             Some(prev) => {
                 if prev.profit_state() == Some(state) {
-                    return (new_position, events, order);
+                    return (
+                        new_position,
+                        (!events.is_empty()).then_some(events),
+                        (!signals.is_empty()).then_some(signals),
+                    );
                 }
             }
-            None => return (new_position, events, order),
+            None => {
+                return (
+                    new_position,
+                    (!events.is_empty()).then_some(events),
+                    (!signals.is_empty()).then_some(signals),
+                )
+            }
         };
 
         let events = {
@@ -158,7 +168,11 @@ impl PositionStrategy for TrailingStop {
             events
         };
 
-        return (new_position, events, order);
+        return (
+            new_position,
+            (!events.is_empty()).then_some(events),
+            (!signals.is_empty()).then_some(signals),
+        );
     }
 }