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Alpaca: QQQ

- adjust SHORT proba
Alexey Kim 5 months ago
parent
commit
d472ca112b
1 changed files with 2 additions and 4 deletions
  1. 2 4
      strategy/alpaca/qqq15/strategy.go

+ 2 - 4
strategy/alpaca/qqq15/strategy.go

@@ -77,7 +77,6 @@ func (s alpacaQQQ) Handle(market sentio.Market, proba float64) ([]sentio.Strateg
 				Action: sentio.OrderSell,
 				Ratio:  1,
 			})
-			continue
 		}
 
 		if ok && sentio.SHORT == side && proba > .9999 {
@@ -86,7 +85,6 @@ func (s alpacaQQQ) Handle(market sentio.Market, proba float64) ([]sentio.Strateg
 				Action: sentio.OrderSell,
 				Ratio:  1,
 			})
-			continue
 		}
 
 		if t.Hour() == 19 && t.Minute() >= 45 {
@@ -105,14 +103,14 @@ func (s alpacaQQQ) Handle(market sentio.Market, proba float64) ([]sentio.Strateg
 					if ok {
 						return .3
 					} else {
-						return .8
+						return .6
 					}
 				}(),
 			})
 			continue
 		}
 
-		if sentio.SHORT == side && proba < .9998 {
+		if sentio.SHORT == side && proba < .9987 {
 			if ok && position != nil && position.GetCurrentPrice() > position.GetAvgPrice() {
 				continue
 			}