elliottwave

type ElliottWave struct {
	// contains filtered or unexported fields
}

type HeikinAshi struct {
	Values []types.KLine
	// contains filtered or unexported fields
}

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

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

	bbgo.OpenPositionOptions
	bbgo.StrategyController
	bbgo.SourceSelector
	types.Market
	Session *bbgo.ExchangeSession

	Interval           types.Interval   `json:"interval"`
	MinInterval        types.Interval   `json:"minInterval"`
	Stoploss           fixedpoint.Value `json:"stoploss" modifiable:"true"`
	WindowATR          int              `json:"windowATR"`
	WindowQuick        int              `json:"windowQuick"`
	WindowSlow         int              `json:"windowSlow"`
	PendingMinInterval int              `json:"pendingMinInterval" modifiable:"true"`
	UseHeikinAshi      bool             `json:"useHeikinAshi"`

	// whether to draw graph or not by the end of backtest
	DrawGraph          bool   `json:"drawGraph"`
	GraphIndicatorPath string `json:"graphIndicatorPath"`
	GraphPNLPath       string `json:"graphPNLPath"`
	GraphCumPNLPath    string `json:"graphCumPNLPath"`

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

	TrailingCallbackRate    []float64          `json:"trailingCallbackRate" modifiable:"true"`
	TrailingActivationRatio []float64          `json:"trailingActivationRatio" modifiable:"true"`
	ExitMethods             bbgo.ExitMethodSet `json:"exits"`
	// contains filtered or unexported fields
}