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1 | persistable sclass CallbackJuicer extends AbstractJuicer {
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2 | settableWithVar double callbackRate = 0.5; |
3 | |
4 | // Highest juice value seen - we start at 0 |
5 | settableWithVar double crest = 0; |
6 | |
7 | *(double *callbackRate) {}
|
8 | |
9 | {
|
10 | onCalculatingCloseSignals(signals -> {
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11 | if (juiceValue > crest) |
12 | crest(juiceValue); |
13 | |
14 | var signal = new CloseSignal().createdBy(this).reason(formatDouble1(callbackRate) + "% Callback"); |
15 | signal.strength(doubleRatio(crest-juiceValue, callbackRate)*100); |
16 | signals.add(signal); |
17 | }); |
18 | } |
19 | |
20 | toString {
|
21 | ret commaCombine( |
22 | shortClassName(this), |
23 | "Callback rate: " + formatDouble2(callbackRate()), |
24 | "Highest profit seen: " + formatDouble2(crest), |
25 | ); |
26 | } |
27 | |
28 | void copyTransientValuesFrom(AbstractJuicer juicer) {
|
29 | if (juicer cast CallbackJuicer) |
30 | crest(juicer.crest); |
31 | } |
32 | } |
Began life as a copy of #1036356
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| Snippet ID: | #1036517 |
| Snippet name: | CallbackJuicer - juicer with standard callback rate (aka trailing stop), which doubles as stop loss |
| Eternal ID of this version: | #1036517/6 |
| Text MD5: | 38047597386324c10b3dcfb6794abc2b |
| Transpilation MD5: | 1c9961fb1bbb18dfb72fbbc5173bc929 |
| Author: | stefan |
| Category: | javax |
| Type: | JavaX fragment (include) |
| Public (visible to everyone): | Yes |
| Archived (hidden from active list): | No |
| Created/modified: | 2023-02-21 11:30:12 |
| Source code size: | 897 bytes / 32 lines |
| Pitched / IR pitched: | No / No |
| Views / Downloads: | 97 / 150 |
| Version history: | 5 change(s) |
| Referenced in: | [show references] |