<br />
<b>Warning</b>:  session_start(): open(/var/lib/php/sessions/sess_u073s6ij8eekn2m071sllit7vn, O_RDWR) failed: No space left on device (28) in <b>/var/www/tb-usercake/models/config.php</b> on line <b>51</b><br />
<br />
<b>Warning</b>:  session_start(): Failed to read session data: files (path: /var/lib/php/sessions) in <b>/var/www/tb-usercake/models/config.php</b> on line <b>51</b><br />
concept CleanMoveStrategy extends G22TradingStrategy {
  // How clean the move must be
  settable double minCleanness = 2;
  
  // How profitable the move must be
  settable double minProfit = 0.5;
  
  // Factor for turning pullback into callback
  settable double callbackFactor = 1.5;
  
  // Max pullback of move
  settable double maxPullback = 1;
  
  // How often to start a new move analysis (seconds)
  settable double newMoveInterval = 30;
  
  // current short & long move
  settable L<LivePullbackToProfitAnalysis> currentMoves;

  S fieldsToReset() {
    ret lines(ll(super.fieldsToReset(), [[currentMoves]]));
  }
  
  persistable class Position extends G22TradingStrategy.Position {
    settable CallbackJuicer juicer;
  }
  
  srecord ProfitBeforeLeverageJuiceable(Position p) is Juiceable {
    public double juiceValue() { ret p.profitBeforeLeverage(); }
  }
  
  void price(double price) {
    if (currentPrice == price) ret;
    currentPrice = price;
    afterwards { change(); }
    
    // Close positions
    
    for (p : openPositions()) {
      if (p.juicer != null) {
        var signals = p.juicer.calculateCloseSignals();
        var strongest = highestBy(signals, s -> s.strength());
        if (strongest != null && strongest.isTrigger())
          p.close(strongest);
      }
    }
    
    // Calculate 2 current moves backwards in time
    var time = currentTime();
    currentMoves = map(falseTrue(), isShort -> {
      new LivePullbackToProfitAnalysis a;
      a.pullbackLimit(maxPullback);
      a.isShort(isShort);
      int idx = actualTicker.indexOfTimestamp(currentTime());
      while (idx >= 0 && !a.done())
        move.feed(actualTicker.getPricePoint(idx--));
    }
    
    // Check if we should start a position
    if (empty(openPositions())) {
      bool shouldShort = false, shouldLong = false;
      PullbackToProfit openReason = null;
      
      for (move : currentMoves)
        if (move.cleanness() >= minCleanness && move.profit() >= minProfit) {
          openReason = move.ptp();
          if (openReason.isShort)
            shouldShort = true;
          else
            shouldLong = true;
        }
        
      if (shouldShort && shouldLong)
        print("Conflicting signal (long+short at once)");
      else if (shouldShort || shouldLong) {
        int direction = shouldShort ? -1 : 1;
        new Position p;
        p.marginToUse = marginPerPosition;
        var callbackRate = openReason.pullback*callbackFactor;
        p.juicer = new CallbackJuicer(callbackRate);
        p.juicer.juiceable(new ProfitBeforeLeverageJuiceable(p));
        openPosition(p, direction, openReason);
      }
    }
  }
  
  L<? extends Position> openPositions() { ret (L) super.openPositions(); }
  
  LS status() {
    ret listCombine(
      "Ongoing moves: " + n2(ongoingMoves),
      super.status()
    );
  }
}