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edward-yakop / go-soft4fx

soft4fx result analyzer
Apache License 2.0
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Spike: Investigate feasibility to determine maximum SL/TP of order #2

Closed edward-yakop closed 3 years ago

edward-yakop commented 3 years ago

The idea is to determine how good is the entry by recording maximum SL and TP during order's open and close time.

Benefit:

  1. Determine maximum drawdown of order
  2. Determine maximum TP of order
  3. If the trade is a loss, the maximum TP will help whether to partial TP should be done to minimize the loss

Assumptions:

  1. Simulation uses dukascopy as source data
  2. Simulation uses NY timezone
edward-yakop commented 3 years ago

This is completely feasible with go-duka project. I've created a fork that allows streaming tick data https://github.com/ed-fx/go-duka

An example of Drawdown calculator: https://github.com/ed-fx/go-duka/blob/master/examples/stream/dd_finder_test.go