Tools

The tools package has helpers commonly needed by strategies. They are plain structs, so you can keep one per pair inside your strategy.

Trailing Stop

A trailing stop follows the price while it moves in your favour, and reports when the price falls back to the stop.

import "github.com/rodrigo-brito/ninjabot/tools"

trailing := tools.NewTrailingStop()

// when a position is opened: current price and the initial stop
trailing.Start(currentPrice, currentPrice*0.95)

// on every candle
if trailing.Active() && trailing.Update(candle.Close) {
	// the stop was hit, close the position
	_, err := broker.CreateOrderMarket(ninjabot.SideTypeSell, pair, assetPosition)
	if err != nil {
		log.Error(err)
	}
	trailing.Stop()
}

Update returns true only when the price reaches the stop. While the price rises, the stop rises with it, keeping the same distance. Combined with OnPartialCandle, the stop can be checked without waiting for the candle to close.

A complete strategy using it is available in examples/strategies/trailingstop.go.

Order Scheduler

The scheduler places a market order as soon as a condition over the dataframe becomes true. Once the order is created, the condition is removed from the queue.

scheduler := tools.NewScheduler("BTCUSDT")

// buy 1 BTC when the price drops below 30k
scheduler.BuyWhen(1, func(df *ninjabot.Dataframe) bool {
	return df.Close.Last(0) < 30000
})

// sell 1 BTC when the price goes above 50k
scheduler.SellWhen(1, func(df *ninjabot.Dataframe) bool {
	return df.Close.Last(0) > 50000
})

// on every candle, inside OnCandle
scheduler.Update(df, broker)

This is useful to prepare an exit without keeping the state in your strategy, or to break a large position into conditional orders.