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эксперимент со стопами
test / deploy_trader_prod (push) Successful in 2m24s Details

dev
vlad zverzhkhovskiy 2025-09-30 16:20:40 +03:00
parent 5547ea50b7
commit 2b9254f217
1 changed files with 7 additions and 5 deletions
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12
KLHZ.Trader.Core/Exchange/Services/Trader.cs
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@ -832,11 +832,11 @@ INewPrice message, int windowMaxSize, decimal? uptrendStartingDetectionMeanfullS
////var resTask3 = GetWindowAverageStartData(data, 30, 180, message, windowMaxSize, 0, 0,0.7m);
var getFFTModsTask = GetFFTMods(message);
//var getLocalTrendsModsTask = GetLocalTrendsMods(data, message);
var getSellsDiffsModsTask = GetSellsDiffsMods(message);
//var getSellsDiffsModsTask = GetSellsDiffsMods(message);
var getTradingModeModsTask = GetTradingModeMods(message);
var getSpeedResultantModsTask = GetSpeedResultantMods(message);
await Task.WhenAll(resTask1, getFFTModsTask, getSellsDiffsModsTask, getTradingModeModsTask, getSpeedResultantModsTask);
await Task.WhenAll(resTask1, getFFTModsTask, getTradingModeModsTask, getSpeedResultantModsTask);
//var assetType = _tradeDataProvider.GetAssetTypeByFigi(message.Figi);
//if (resTask1.Result[TradingEvent.UptrendStart] >= 1)
//{
@ -850,7 +850,7 @@ INewPrice message, int windowMaxSize, decimal? uptrendStartingDetectionMeanfullS
result = MergeResultsMax(result, changeModeData);
// result = MergeResultsMax(result, getLocalTrendsModsTask.Result);
//result = MergeResultsMult(result, getFFTModsTask.Result);
result = MergeResultsMult(result, getSellsDiffsModsTask.Result);
//result = MergeResultsMult(result, getSellsDiffsModsTask.Result);
//result = MergeResultsMult(result, getTradingModeModsTask.Result);
result = MergeResultsMult(result, getSpeedResultantModsTask.Result);
@ -1143,10 +1143,11 @@ INewPrice message, int windowMaxSize, decimal? uptrendStartingDetectionMeanfullS
if (mode == TradingMode.Growing && type == PositionType.Long)
{
takeProfitShift = 15;
stopLossShift = 2;
}
if (mode == TradingMode.Growing && type == PositionType.Short)
{
stopLossShift = 10;
stopLossShift = 2;
takeProfitShift = 2;
}
if (mode == TradingMode.Stable && type == PositionType.Long)
@ -1178,10 +1179,11 @@ INewPrice message, int windowMaxSize, decimal? uptrendStartingDetectionMeanfullS
if (mode == TradingMode.Dropping && type == PositionType.Short)
{
takeProfitShift = 15;
stopLossShift = 2;
}
if (mode == TradingMode.Dropping && type == PositionType.Long)
{
stopLossShift = 10;
stopLossShift = 2;
takeProfitShift = 1.5m;
}
return (stopLossShift, takeProfitShift);