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Merge pull request #2795 from Neobii/develop

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Contribution: This is my contribution to Superalgos
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Luis Fernando Molina authored and GitHub committed 2021-12-01 15:15:27 -04:00
2 parents e94dc8f0bc 7427253fb3
commit 5173efe21d
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Projects/Algorithmic-Trading/TS/Bot-Modules/Trading-Bot/Low-Frequency-Trading/OrdersSimulations.js
+1 -1
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@@ -208,7 +208,7 @@ exports.newAlgorithmicTradingBotModulesOrdersSimulations = function (processInde
case tradingSystemOrder.type === 'Market Buy Order' || tradingSystemOrder.type === 'Limit Buy Order': {
if (tradingEngineOrder.orderStatistics.actualRate.value > tradingEngine.tradingCurrent.tradingEpisode.candle.max.value) {
const message = 'Simulating - Actual Rate Too Hight'
const message = 'Simulating - Actual Rate Too High'
let docs = {
project: 'Foundations',
category: 'Topic',
Projects/Portfolio-Management/TS/Bot-Modules/Portfolio-Bot/Low-Frequency-Portfolio/OrdersSimulations.js
+2 -2
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@@ -197,7 +197,7 @@ exports.newPortfolioManagementBotModulesOrdersSimulations = function (processInd
Until here we have got the Actual Rate based on the formula definition or based on session parameters slippage.
The last check is about watching what happened in the market. Let's remember that the exchange will
fill the order with the best possible matches at it's order book. That means that if the rate
we set for the order was too low (for a sale order) or too hight (for a buy order), the actual rate
we set for the order was too low (for a sale order) or too high (for a buy order), the actual rate
should be better than expected.
We don't know what it is at the order book, but whe know that the last candle includes trades that bounced between
@@ -208,7 +208,7 @@ exports.newPortfolioManagementBotModulesOrdersSimulations = function (processInd
case portfolioSystemOrder.type === 'Market Buy Order' || portfolioSystemOrder.type === 'Limit Buy Order': {
if (portfolioEngineOrder.orderStatistics.actualRate.value > portfolioEngine.portfolioCurrent.portfolioEpisode.candle.max.value) {
const message = 'Simulating - Actual Rate Too Hight'
const message = 'Simulating - Actual Rate Too High'
let docs = {
project: 'Foundations',
category: 'Topic',