- add ATR
@@ -7,4 +7,5 @@ var (
ErrTooSmallOrder = errors.New("too small order size")
ErrHighStoploss = errors.New("base price is lower than stoploss")
ErrLowTakeProfit = errors.New("base price is too close to take profit")
+ ErrLowVolatility = errors.New("too low volatility")
)
@@ -1,6 +1,7 @@
package sentio
type RiskManager interface {
+ ATR(symbol string) float64
StopLoss(symbol string, current float64) float64
TakeProfit(symbol string, current float64) float64
}