qqq06f

- enhancements

strategy/alpaca/qqq06f/strategy.go

@@ -101,9 +101,9 @@ func (s alpacaQQQ) Handle(market sentio.Market, proba float64) ([]sentio.Strateg
 				Action: sentio.OrderBuy,
 				Ratio: func() float64 {
 					if ok {
-						return .6
+						return .4
 					} else {
-						return .3
+						return .6
 					}
 				}(),
 			})
@@ -111,18 +111,37 @@ func (s alpacaQQQ) Handle(market sentio.Market, proba float64) ([]sentio.Strateg
 		}
 
 		if sentio.SHORT == side && proba < .9997 {
+			var (
+				sma []float64
+				lb  sentio.Bar
+			)
+
+			// prevent extra orders if our position is cheaper
 			if ok && position != nil && position.GetCurrentPrice() > position.GetAvgPrice() {
 				continue
 			}
 
+			if sma = market.SMA(s.PositionSymbols()[sentio.LONG], 15, 8, 1); sma == nil || len(sma) < 1 {
+				continue
+			}
+
+			if lb, err = market.LatestBar(s.PositionSymbols()[sentio.LONG]); err != nil {
+				continue
+			}
+
+			// prevent SHORTing if current price is under SMA(8)
+			if lb.Close/sma[0] < 1.002 {
+				continue
+			}
+
 			orders = append(orders, sentio.StrategyOrder{
 				Symbol: symbol,
 				Action: sentio.OrderBuy,
 				Ratio: func() float64 {
 					if ok {
-						return .6
+						return .4
 					} else {
-						return .3
+						return .6
 					}
 				}(),
 			})