Alexey Kim il y a 1 mois
Parent
commit
8a776c9f2b
1 fichiers modifiés avec 5 ajouts et 5 suppressions
  1. 5 5
      strategy/alpaca/qqq10f/strategy.go

+ 5 - 5
strategy/alpaca/qqq08f/strategy.go → strategy/alpaca/qqq10f/strategy.go

@@ -13,7 +13,7 @@ func (s alpacaQQQ) Name() string {
 }
 
 func (s alpacaQQQ) Model() string {
-	return "qqq08f"
+	return "qqq10f"
 }
 
 func (s alpacaQQQ) MarketId() string {
@@ -76,7 +76,7 @@ func (s alpacaQQQ) Handle(market sentio.Market, proba float64) ([]sentio.Strateg
 		}
 
 		// Close LONG position
-		if ok && sentio.LONG == side && proba < 1.00009 {
+		if ok && sentio.LONG == side && proba < 1 {
 			orders = append(orders, sentio.StrategyOrder{
 				Symbol: symbol,
 				Action: sentio.OrderSell,
@@ -84,7 +84,7 @@ func (s alpacaQQQ) Handle(market sentio.Market, proba float64) ([]sentio.Strateg
 			})
 		}
 
-		if ok && sentio.SHORT == side && proba > .9999 {
+		if ok && sentio.SHORT == side && proba > .9995 {
 			orders = append(orders, sentio.StrategyOrder{
 				Symbol: symbol,
 				Action: sentio.OrderSell,
@@ -96,7 +96,7 @@ func (s alpacaQQQ) Handle(market sentio.Market, proba float64) ([]sentio.Strateg
 			continue
 		}
 
-		if sentio.LONG == side && proba > 1.0009 {
+		if sentio.LONG == side && proba > 1.0005 {
 			if ok && position != nil && position.GetCurrentPrice() > position.GetAvgPrice() {
 				continue
 			}
@@ -119,7 +119,7 @@ func (s alpacaQQQ) Handle(market sentio.Market, proba float64) ([]sentio.Strateg
 			continue
 		}
 
-		if sentio.SHORT == side && proba < .99955 {
+		if sentio.SHORT == side && proba < .9991 {
 			// prevent extra orders if our position is cheaper
 			if ok && position != nil && position.GetCurrentPrice() > position.GetAvgPrice() {
 				continue