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| def go_long(self): | |
| entry = self.price | |
| stop = entry - 3*self.atr | |
| qty = utils.risk_to_qty(self.capital, 3, entry, stop, fee_rate=self.fee_rate) | |
| profit_target = entry + 5*self.atr | |
| self.buy = qty, entry | |
| self.stop_loss = qty, stop | |
| self.take_profit = qty, profit_target | |
| def go_short(self): | |
| entry = self.price | |
| stop = entry + 3 * self.atr | |
| qty = utils.risk_to_qty(self.capital, 3, entry, stop, fee_rate=self.fee_rate) | |
| profit_target = entry - 5 * self.atr. | |
| self.sell = qty, entry | |
| self.stop_loss = qty, stop | |
| self.take_profit = qty, profit_target |
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