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@@ -11,7 +11,7 @@ const (
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ATR_MULTIPLIER = 1.5
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ATR_PERIOD = 14
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ATR_HHV = 10
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- ATR_STOPLOSS_THRESHOLD = 1
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+ ATR_STOPLOSS_THRESHOLD = .998
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EXTRA_POSITION_THRESHOLD = 1.002
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)
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@@ -87,7 +87,6 @@ func (s alpacaQQQ) Handle(market sentio.Market, ts time.Time, proba float64) ([]
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fmt.Printf("Quotes: %s [BID: %f] [ASK: %s]\n", symbol, quote.BidPrice, quote.AskPrice)
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if bars, err = market.HistoricalBars(symbol, time.Minute, nil); err == nil && len(bars) > 0 {
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- fmt.Printf("HistoricalBars: %s", bars[len(bars)-1].Datetime.Format(time.RFC3339))
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h := make([]float64, len(bars))
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l := make([]float64, len(bars))
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c := make([]float64, len(bars))
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@@ -162,6 +161,10 @@ func (s alpacaQQQ) Handle(market sentio.Market, ts time.Time, proba float64) ([]
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continue
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}
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+ if quote.BidPrice/stoploss < ATR_STOPLOSS_THRESHOLD {
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+ continue
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+ }
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+
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if sentio.LONG == side && proba > 1 {
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size := float64(0)
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