drift

type DriftMA struct {
	types.SeriesBase
	// contains filtered or unexported fields
}

type SourceFunc func(*types.KLine) fixedpoint.Value

type Strategy struct {
	Symbol string `json:"symbol"`

	bbgo.StrategyController
	types.Market
	types.IntervalWindow

	*bbgo.Environment
	*types.Position    `persistence:"position"`
	*types.ProfitStats `persistence:"profit_stats"`
	*types.TradeStats  `persistence:"trade_stats"`

	Source                    string           `json:"source,omitempty"`
	TakeProfitFactor          float64          `json:"takeProfitFactor"`
	ProfitFactorWindow        int              `json:"profitFactorWindow"`
	StopLoss                  fixedpoint.Value `json:"stoploss"`
	CanvasPath                string           `json:"canvasPath"`
	PredictOffset             int              `json:"predictOffset"`
	HighLowVarianceMultiplier float64          `json:"hlVarianceMultiplier"`
	NoTrailingStopLoss        bool             `json:"noTrailingStopLoss"`
	HLRangeWindow             int              `json:"hlRangeWindow"`
	SmootherWindow            int              `json:"smootherWindow"`
	FisherTransformWindow     int              `json:"fisherTransformWindow"`
	ATRWindow                 int              `json:"atrWindow"`

	// This is not related to trade but for statistics graph generation
	// Will deduct fee in percentage from every trade
	GraphPNLDeductFee bool   `json:"graphPNLDeductFee"`
	GraphPNLPath      string `json:"graphPNLPath"`
	GraphCumPNLPath   string `json:"graphCumPNLPath"`
	// Whether to generate graph when shutdown
	GenerateGraph bool `json:"generateGraph"`

	ExitMethods bbgo.ExitMethodSet `json:"exits"`
	Session     *bbgo.ExchangeSession
	*bbgo.GeneralOrderExecutor
	// contains filtered or unexported fields
}