Absolute exit spread #323
No reviewers
Labels
No labels
blocked
breaking
bug
dependencies
duplicate
enhancement
good first issue
help wanted
question
tech debt
testing
wontfix
No milestone
No project
No assignees
1 participant
No due date set.
Dependencies
No dependencies set.
Reference
scion/arbitrader!323
Loading…
Add table
Add a link
Reference in a new issue
No description provided.
Delete branch "effective-price-absolute-exit-spread"
Deleting a branch is permanent. Although the deleted branch may continue to exist for a short time before it actually gets removed, it CANNOT be undone in most cases. Continue?
Replace a relative exitTarget by an absolute exitSpread. The exitSpread is matched against an effective spread (including fees and slip), so both slip and fees are taken into account before closing the trade.
@ -62,1 +62,4 @@# Fees are added to this amount.# Increasing this value will make trades easier to exit. The minimum profit percentage is entrySpread-exitSpread.exitSpread: 0.0018I guess you mean
close our positionsinstead ofopen our positions?@ -62,1 +62,4 @@# Fees are added to this amount.# Increasing this value will make trades easier to exit. The minimum profit percentage is entrySpread-exitSpread.exitSpread: 0.0018Once this comment is fixed I think we can merge. Since it's a breaking change I'm contemplating a version bump to v0.12.0 in this PR as well though. I can fix the milestones to match.
@ -62,1 +62,4 @@# Fees are added to this amount.# Increasing this value will make trades easier to exit. The minimum profit percentage is entrySpread-exitSpread.exitSpread: 0.0018I don't think it is worth to merge this breaking change, knowing that we want to go toward a dynamic entry target and a minimum profit. let me know what you think
@ -62,1 +62,4 @@# Fees are added to this amount.# Increasing this value will make trades easier to exit. The minimum profit percentage is entrySpread-exitSpread.exitSpread: 0.0018That sounds fine to me. The settings work as they are even if they’re a bit confusing, and I would like to eliminate them altogether relatively soon. I’ll go ahead and close the PR.