Nice work on this one

Thank you again for this- enlightening. What is the ‘index’ referencing in your HS?

Thank you for sharing this, I’ve been tinkering with something similar to no avail. I keep breaching my maxPosi. I set it equal to the net of my two open positions (buys/sells). Was wondering how to tru-up to the exchange periodically to ensure that there is no position drift, would you have anything that can help with that => I found sync_positions but haven’t been able to get it working (that was about a month ago so am more proficient with the code.

I am using one of firetron’s dca models and trying to stop when I reach a certain “maxPosi”. I’ve inserted the following in Exit() and Go() as described below. for some reason doesn’t seem that efficient.

Bot Description:

--    Firetron's Hedged DCA Dipper
--
--    Runs a long and a short each doing dollar cost averaging strategy.
--    Expands positions on an interval and exits whenever there is a profit.
--    Only expands a position when its profit is less than a trigger.

Add’s

 netPos = (LongAmount() - ShortAmount())
  if netPos < 0 and Abs(netPos) > maxPosi then
    ExitCheckShort(debugInfo)
  elseif netPos > 0 and netPos > maxPosi then
    ExitCheckLong(debugInfo)
  else 
  end

Code Blocks Updated

--  ------------------------------------
--    Exiting
--  ------------------------------------
 
function Exit ()
 
  local debugInfo = GetDebugInfo()
  netPos = (LongAmount() - ShortAmount())
  if netPos < 0 and Abs(netPos) > maxPosi then
    ExitCheckShort(debugInfo)
  elseif netPos > 0 and netPos > maxPosi then
    ExitCheckLong(debugInfo)
  else 
  end

  ExitCheckShort(debugInfo)
  ExitCheckShort(debugInfo)
 
end

Second Spot

 
function Go ()
 
  local debugInfo = GetDebugInfo()
 
  if debugInfo.isVerbose then
    SafeLog(logHRule)
  end
  
   netPos = (LongAmount() - ShortAmount())
  if netPos < 0 and Abs(netPos) > maxPosi then
    ExitCheckShort(debugInfo)
  elseif netPos > 0 and netPos > maxPosi then
    ExitCheckLong(debugInfo)
  else 
  end

  GoCheckLong(debugInfo)
  GoCheckShort(debugInfo)
 
end

• This reply was modified 2 years, 5 months ago by Hedgehog.
• This reply was modified 2 years, 5 months ago by Hedgehog.
• This reply was modified 2 years, 5 months ago by Hedgehog.
• This reply was modified 2 years, 5 months ago by Hedgehog.

This is really cool; How can this be used to launch backtest or simulations?

I cant seem to get this profit target working. When I out put logging there appear to be no market to market values

Hiya, anyone use FTX and this platform together? The site says it is supported but there is not much talk about it