1 | persistable class Position extends G22TradingStrategy.Position {
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2 | settable AbstractJuicer juicer; |
3 | |
4 | toString {
|
5 | ret super.toString() |
6 | + (juicer == null ? "" : ". " + commaCombine(juicer.currentSignals())); |
7 | } |
8 | } |
9 | |
10 | srecord ProfitBeforeLeverageJuiceable(Position p) is Juiceable {
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11 | public double juiceValue() { ret p.profitBeforeLeverage(); }
|
12 | } |
13 | |
14 | void juiceStrategy_price(double price) {
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15 | if (currentPrice == price) ret; |
16 | currentPrice = price; |
17 | afterwards { afterStep(); change(); }
|
18 | juiceStrategy_newPrice(price); |
19 | } |
20 | |
21 | void juiceStrategy_newPrice(double price) {
|
22 | for (p : openPositions()) {
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23 | cast p to Position; |
24 | |
25 | if (p.juicer != null) {
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26 | var signals = p.juicer.calculateCloseSignals(); |
27 | var strongest = highestBy(signals, s -> s.strength()); |
28 | if (strongest != null && strongest.isTrigger()) {
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29 | p.close(strongest); |
30 | } |
31 | } |
32 | } |
33 | } |
34 | |
35 | Position openShort() { ret openPosition(-1); }
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36 | Position openLong() { ret openPosition(1); }
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37 | |
38 | Position openPosition(int direction, O openReason default null) {
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39 | new Position p; |
40 | p.marginToUse = marginToUseForNewPosition(); |
41 | addJuicer(p); |
42 | ret openPosition(p, direction, openReason); |
43 | } |
44 | |
45 | void addJuicer(Position p) {
|
46 | var j = makeJuicer(); |
47 | if (j == null) ret; |
48 | j.copyTransientValuesFrom(p.juicer); |
49 | j.juiceable(new ProfitBeforeLeverageJuiceable(p)); |
50 | p.juicer(j); |
51 | } |
52 | |
53 | void recreateJuicersForExistingPositions aka updateJuicers() {
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54 | for (p : openPositions()) {
|
55 | cast p to Position; |
56 | addJuicer(p); |
57 | } |
58 | } |
59 | |
60 | L<? extends Position> openPositions() { ret (L) super.openPositions(); }
|
61 | |
62 | L<AbstractJuicer> allJuicers aka juicers() {
|
63 | ret map(openPositions(), -> .juicer()); |
64 | } |
Began life as a copy of #1036351
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| Snippet ID: | #1036461 |
| Snippet name: | JuiceStrategy Include - just "juices" (automatically closes) a position that was opened manually |
| Eternal ID of this version: | #1036461/19 |
| Text MD5: | d575c0d36ee2e5e595754ef811164077 |
| Author: | stefan |
| Category: | javax / gazelle 22 |
| Type: | JavaX fragment (include) |
| Public (visible to everyone): | Yes |
| Archived (hidden from active list): | No |
| Created/modified: | 2023-04-03 17:04:52 |
| Source code size: | 1853 bytes / 64 lines |
| Pitched / IR pitched: | No / No |
| Views / Downloads: | 494 / 569 |
| Version history: | 18 change(s) |
| Referenced in: | [show references] |