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Redifine target profit percent

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This commit is contained in:
Sik Yoon 2024-03-12 02:11:05 +09:00
parent b95a194e84
commit c2698851ed
1 changed files with 4 additions and 4 deletions
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8
src/strategy_team/strategy_006.rs
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@ -170,7 +170,7 @@ pub async fn list_up_for_sell(
let supertrend_1d = supertrend(14, 1.2, true, &all_data.rt_price_1d_vec, &filtered_symbols).await?; let supertrend_1d = supertrend(14, 1.2, true, &all_data.rt_price_1d_vec, &filtered_symbols).await?;
for element in filled_buy_orders { for element in filled_buy_orders {
let mut is_sell = false; let mut is_sell = false;
let opclo_sample_length: usize = 10; // 10 candle samsples let opclo_sample_length: usize = 15; // 15 candle samsples
let mut target_profit_percent = 0.0; let mut target_profit_percent = 0.0;
if let Some(price_1d_vec) = all_data if let Some(price_1d_vec) = all_data
.rt_price_1d_vec .rt_price_1d_vec
@ -191,11 +191,11 @@ pub async fn list_up_for_sell(
let windows = candles.windows(2); let windows = candles.windows(2);
for window in windows { for window in windows {
amplitude_variance += ((((window.last().unwrap().high_price - window.last().unwrap().low_price) * 100.0) / window.first().unwrap().close_price) - average_amplitude).powi(2);; amplitude_variance += ((((window.last().unwrap().high_price - window.last().unwrap().low_price) * 100.0) / window.first().unwrap().close_price) - average_amplitude).powi(2);
} }
amplitude_variance = amplitude_variance / (opclo_sample_length - 1) as f64; amplitude_variance = amplitude_variance / (opclo_sample_length - 1) as f64;
let standard_deviation_amplitude = amplitude_variance.sqrt(); let standard_deviation_amplitude = amplitude_variance.sqrt();
target_profit_percent = average_amplitude + (standard_deviation_amplitude * 0.5);
} }
} }
@ -231,7 +231,7 @@ pub async fn list_up_for_sell(
is_sell = true; is_sell = true;
} else if element.current_price >= element.target_price { } else if element.current_price >= element.target_price {
is_sell = true; is_sell = true;
} else if (element.pure_profit_percent >= target_profit_percent * 3.0) && (target_profit_percent != 0.0 && target_profit_percent.is_sign_positive()) { // absolute sell profit percent } else if (element.pure_profit_percent >= target_profit_percent * 2.5) && (target_profit_percent != 0.0 && target_profit_percent.is_sign_positive()) { // absolute sell profit percent
is_sell = true; is_sell = true;
} else if server_epoch - element.transact_time > (86_400_000) * 5 && } else if server_epoch - element.transact_time > (86_400_000) * 5 &&
(target_profit_percent != 0.0 && target_profit_percent.is_sign_positive() && target_profit_percent * 2.0 <= element.pure_profit_percent){ // scaled selling with time up selling (5 days) (target_profit_percent != 0.0 && target_profit_percent.is_sign_positive() && target_profit_percent * 2.0 <= element.pure_profit_percent){ // scaled selling with time up selling (5 days)