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sclass MPM {
  new Set<Position> imaginaryPositions;
  new Set<Position> realPositions;
  
  Position newShort() { ret new Position().direction(-1); }
  Position newLong()  { ret new Position().direction(1); }

  abstract class CloseReason {}
  class LossClose > CloseReason {}
  class HappyClose > CloseReason {}
  class RegularClose > CloseReason {} // pullback close
  
  settable double fees = 0.12;
  settable double minReasonableProfit = .1; // in percent before leverage
  
  class Position {
    settable bool real;

    // -1 (short) or 1 (long)
    settable int direction;
    
    settable double openingTime;
    settable double openingPrice;
    
    simplyCached double openingPriceWithFees() {
      ret openingPrice*(1-fees/100*direction);
    }

    settable double relativeValue;    
    settable double maxRelativeValue;

    // null when position is open, not null when position was closed
    settable CloseReason closeReason;
  }
}