Comments (3)
At this point I'm fairly sure that there's not. It would probably require some additional code where the bot checks the current trades for their profit rate. The Prepare
method is mainly used for defining entry and exit points.
from mynt.
A few thoughts here that I think might be simple. Open for a discussion. In prepare()
, the buy and sell signals are denoted as 1
and -1
respectively (as mentioned above). This limits one open trade allowed at a time. However, if we change those values to incrementing values representing different simultaneous buys and sells, then the prepare()
method will effectively allow overlapping open orders of the same coin - effectively allowing hedging.
So a result
list might looks like:
[ 0 0 1 0 0 2 0 0 -2 0 0 -1 ...]
Indicating two "buys" open at the same time where the second order is sold prior to the first order. (Just a hypothetical). I am working on cleaning up the code in my fork, then will submit a pull request. But wanted to open this up for a discussion before.
from mynt.
On the develop branch the 0/1/-1 system is replaced by a TradeAdvice enum which should provide more flexibility in writing a strategy. Since the strategies are what you make of them it's quite easy to simply generate multiple sell signals in a row. They don't always have to have a matching sell signal. You could add a TradeAdvice called Hedge and use that in your strategy. Some hedging constants will probably need to be added to define a hedging strategy.
from mynt.
Related Issues (20)
- Back tester rework HOT 1
- CancelUnboughtOrders function HOT 3
- Binance transaction fee in BNB bug HOT 1
- Configuration problem HOT 4
- Provide a buying strategy HOT 8
- Add Huobi support HOT 1
- SQL Server not entirely working as planned HOT 5
- PaperTrade dont fill HOT 10
- local installation.. when? HOT 7
- Wiki Update - local installation HOT 3
- Installation (Azure) problem HOT 12
- ... HOT 6
- Mynt.AspNetCore.Host
- Problem with installation and configuration HOT 14
- Exception thrown when placing an order HOT 4
- Improve trading performance HOT 3
- how to run it as bot HOT 3
- hi , is this project continue updating? HOT 1
- Project from README.md is not accessible HOT 2
- About new project MachinaTrader HOT 1
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from mynt.