this is a bug

[beaquant]

Hello sdcoffey,
Long time to see you here, I hope you're ok.
In this function, it's not satisfied to use close price divide CostBasis

func (slr stopLossRule) IsSatisfied(index int, record *TradingRecord) bool {
	if !record.CurrentPosition().IsOpen() {
		return false
	}

	openPrice := record.CurrentPosition().CostBasis()
	loss := slr.Indicator.Calculate(index).Div(openPrice).Sub(big.ONE)
	return loss.LTE(slr.tolerance)
}

techan/rule_stop.go

Line 24 in e00a032

openPrice := record.CurrentPosition().CostBasis()

[sdcoffey]

Hey @beaquant,

thanks for opening this issue. Can you explain your thinking? I'm afraid I don't follow.

[beaquant]

thanks for your reply.
the stop rule you make it, it mean stop = (current close price / open cost) -1.
if i buy something 100 amount @ 3000 price, but now price is 2500, then stop=(2500/100*3000)-1, stop=-0.9916, what's mean for this -0.9916?
if i buy something 200 amount @ 3000 price, but now price is 2500, then stop=(2500/200*3000)-1, stop=-0.9958, what's mean for this -0.9958?

I think stop loss is a radio for the open price. stop = (open price / current close price) -1
stop=(2500/3000)-1, stop=-0.166, loss 16%
am i right to understand the rule?

[beaquant]

BTW, do you have any advance plane to update this repo and release new version?