pivotshort

type BreakLow struct {
	Symbol string
	Market types.Market
	types.IntervalWindow

	// Ratio is a number less than 1.0, price * ratio will be the price triggers the short order.
	Ratio fixedpoint.Value `json:"ratio"`

	// MarketOrder is the option to enable market order short.
	MarketOrder bool `json:"marketOrder"`

	// BounceRatio is a ratio used for placing the limit order sell price
	// limit sell price = breakLowPrice * (1 + BounceRatio)
	BounceRatio fixedpoint.Value `json:"bounceRatio"`

	Leverage fixedpoint.Value `json:"leverage"`
	Quantity fixedpoint.Value `json:"quantity"`

	StopEMA *bbgo.StopEMA `json:"stopEMA"`

	TrendEMA *bbgo.TrendEMA `json:"trendEMA"`

	FakeBreakStop *FakeBreakStop `json:"fakeBreakStop"`
	// contains filtered or unexported fields
}

type FailedBreakHigh struct {
	Symbol string
	Market types.Market

	// IntervalWindow is used for finding the pivot high
	types.IntervalWindow

	// BreakInterval is used for checking failed break
	BreakInterval types.Interval `json:"breakInterval"`

	Enabled bool `json:"enabled"`

	// Ratio is a number less than 1.0, price * ratio will be the price triggers the short order.
	Ratio fixedpoint.Value `json:"ratio"`

	// MarketOrder is the option to enable market order short.
	MarketOrder bool `json:"marketOrder"`

	Leverage fixedpoint.Value `json:"leverage"`
	Quantity fixedpoint.Value `json:"quantity"`

	VWMA *types.IntervalWindow `json:"vwma"`

	StopEMA *bbgo.StopEMA `json:"stopEMA"`

	TrendEMA *bbgo.TrendEMA `json:"trendEMA"`

	PivotHighPrices []fixedpoint.Value
	// contains filtered or unexported fields
}

type FakeBreakStop struct {
	types.IntervalWindow
}

type ResistanceShort struct {
	Enabled bool         `json:"enabled"`
	Symbol  string       `json:"-"`
	Market  types.Market `json:"-"`

	types.IntervalWindow

	MinDistance   fixedpoint.Value `json:"minDistance"`
	GroupDistance fixedpoint.Value `json:"groupDistance"`
	NumLayers     int              `json:"numLayers"`
	LayerSpread   fixedpoint.Value `json:"layerSpread"`
	Quantity      fixedpoint.Value `json:"quantity"`
	Leverage      fixedpoint.Value `json:"leverage"`
	Ratio         fixedpoint.Value `json:"ratio"`

	TrendEMA *bbgo.TrendEMA `json:"trendEMA"`
	// contains filtered or unexported fields
}

type Strategy struct {
	Environment *bbgo.Environment
	Symbol      string `json:"symbol"`
	Market      types.Market

	// pivot interval and window
	types.IntervalWindow

	Leverage fixedpoint.Value `json:"leverage"`
	Quantity fixedpoint.Value `json:"quantity"`

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

	// BreakLow is one of the entry method
	BreakLow        *BreakLow        `json:"breakLow"`
	FailedBreakHigh *FailedBreakHigh `json:"failedBreakHigh"`

	// ResistanceShort is one of the entry method
	ResistanceShort *ResistanceShort `json:"resistanceShort"`

	ExitMethods bbgo.ExitMethodSet `json:"exits"`

	// StrategyController
	bbgo.StrategyController
	// contains filtered or unexported fields
}