Stage Target Size Working

2020-08-04 18:33:24 +02:00
1 parent 84027b6d68
commit c5b44822c7
@@ -3591,9 +3591,15 @@
        "propertyNameAtParent": "stageBaseAsset",
        "properties": [
            {
-                "name": "size",
+                "name": "targetSize",
                "type": "node",
-                "childType": "Size",
+                "childType": "Target Size",
+                "autoAdd": true
+            },
+            {
+                "name": "sizePlaced",
+                "type": "node",
+                "childType": "Size Placed",
                "autoAdd": true
            },
            {
@@ -3638,9 +3644,15 @@
        "propertyNameAtParent": "stageQuotedAsset",
        "properties": [
            {
-                "name": "size",
+                "name": "targetSize",
                "type": "node",
-                "childType": "Size",
+                "childType": "Target Size",
+                "autoAdd": true
+            },
+            {
+                "name": "sizePlaced",
+                "type": "node",
+                "childType": "Size Placed",
                "autoAdd": true
            },
            {
@@ -6166,11 +6178,79 @@
        "addLeftIcons": true,
        "level": 3,
        "chainAttachesTo": {
-            "compatibleTypes": "->Position->Order Base Asset->Order Quoted Asset->Position Base Asset->Position Quoted Asset->Stage Base Asset->Stage Quoted Asset->"
+            "compatibleTypes": "->Position->Order Base Asset->Order Quoted Asset->Position Base Asset->Position Quoted Asset->"
        },
        "icon": "upload",
        "propertyNameAtParent": "size"
    },
+    {
+        "type": "Size Placed",
+        "menuItems": [
+            {
+                "action": "Configure This",
+                "label": "Configure This",
+                "iconPathOn": "settings",
+                "iconPathOff": "settings",
+                "actionFunction": "uiObject.configEditor.activate"
+            },
+            {
+                "action": "Delete UI Object",
+                "askConfirmation": true,
+                "confirmationLabel": "Confirm to Delete",
+                "label": "Delete This",
+                "iconPathOn": "delete",
+                "iconPathOff": "delete",
+                "actionFunction": "payload.onMenuItemClick"
+            }
+        ],
+        "editors": {
+            "config": true
+        },
+        "initialValues": {
+            "config": "{\n\"initialValue\": 0\n}"
+        },
+        "addLeftIcons": true,
+        "level": 3,
+        "chainAttachesTo": {
+            "compatibleTypes": "->Stage Base Asset->Stage Quoted Asset->"
+        },
+        "icon": "menu-tree-plus",
+        "propertyNameAtParent": "sizePlaced"
+    },
+    {
+        "type": "Target Size",
+        "menuItems": [
+            {
+                "action": "Configure This",
+                "label": "Configure This",
+                "iconPathOn": "settings",
+                "iconPathOff": "settings",
+                "actionFunction": "uiObject.configEditor.activate"
+            },
+            {
+                "action": "Delete UI Object",
+                "askConfirmation": true,
+                "confirmationLabel": "Confirm to Delete",
+                "label": "Delete This",
+                "iconPathOn": "delete",
+                "iconPathOff": "delete",
+                "actionFunction": "payload.onMenuItemClick"
+            }
+        ],
+        "editors": {
+            "config": true
+        },
+        "initialValues": {
+            "config": "{\n\"initialValue\": 0\n}"
+        },
+        "addLeftIcons": true,
+        "level": 3,
+        "chainAttachesTo": {
+            "compatibleTypes": "->Stage Base Asset->Stage Quoted Asset->"
+        },
+        "icon": "stage-close",
+        "propertyNameAtParent": "targetSize"
+    },
    {
        "type": "Exit Type",
        "menuItems": [
@@ -77,7 +77,7 @@ function newSessionFunctions() {
            'Size->Size Filled->Fees Paid->' +
            'Order Statistics->Percentage Filled->Actual Rate->Days->User Defined Statistic->' +
            'Strategy Trigger Stage->Strategy Open Stage->Strategy Manage Stage->Strategy Close Stage->' +
-            'Begin->End->Exit Type->Status->Begin Rate->End Rate->Stage Base Asset->Stage Quoted Asset->Size->Size Filled->Fees Paid->'
+            'Begin->End->Exit Type->Status->Begin Rate->End Rate->Stage Base Asset->Stage Quoted Asset->Size Placed->Target Size->Size Filled->Fees Paid->'

        let tradingEngine = functionLibraryProtocolNode.getProtocolNode(node.tradingEngineReference.payload.referenceParent, false, true, true, false, false, lightingPath)

@@ -1 +1 @@
-{"type":"Data Mine","name":"Masters-Trading","config":"{ \n\"codeName\": \"Masters-Trading\"\n}","sensorBots":[],"indicatorBots":[],"tradingBots":[{"type":"Trading Bot","name":"Low Frequency","config":"{\n\"codeName\": \"Low-Frequency\"\n}","processes":[{"type":"Process Definition","name":"Trading","config":"{\n    \"codeName\": \"Trading\",\n    \"liveTradingWaitTime\": 0,\n    \"paperTradingWaitTime\": 0,\n    \"fordwardTestingWaitTime\": 0,\n    \"backtestingWaitTime\": 0,\n    \"sessionRunWaitTime\": 5000,\n    \"retryWaitTime\": 10000,\n    \"framework\": {\n      \"name\": \"Low-Frequency-Trading-Process\"\n    }\n  }","processOutput":{"type":"Process Output","name":"New Process Output","outputDatasets":[{"type":"Output Dataset","name":"Multi-Period-Market Episode Counters","id":"6fc3054e-5034-4fc7-bddf-02360e0a6acf","savedPayload":{"position":{"x":17438.417207713617,"y":15866.349209988648},"targetPosition":{"x":19618.046353341713,"y":14987.65120101664},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Market","id":"db063d7b-db05-4bf6-941f-999e1ccb38fc"}}},{"type":"Output Dataset","name":"Multi-Period-Daily Episode Counters","id":"c3c2240f-514b-40de-825f-674037117d0b","savedPayload":{"position":{"x":17398.301373133007,"y":15759.474849835357},"targetPosition":{"x":19618.046353341713,"y":14987.65120101664},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Daily","id":"0764aaaf-d970-4f23-9df8-55fe5b7dd273"}}},{"type":"Output Dataset","name":"Multi-Period-Market Episode Statistics","id":"1dfdfc0d-842f-4e63-a591-256ac8a06b0f","savedPayload":{"position":{"x":17363.549519842163,"y":15651.186213779996},"targetPosition":{"x":19618.046353341713,"y":14987.65120101664},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Market","id":"fc9dc0f7-35e0-4548-bb91-f920825d694f"}}},{"type":"Output Dataset","name":"Multi-Period-Daily Episode Statistics","id":"39360c55-5ba8-413b-b0bd-cac3789ebf5f","savedPayload":{"position":{"x":17334.098684478493,"y":15541.422909173882},"targetPosition":{"x":19618.046353341713,"y":14987.65120101664},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Daily","id":"91953362-8751-4440-a898-21245cd47c15"}}},{"type":"Output Dataset","name":"Multi-Period-Market Current Candle","id":"ba614415-6e4f-4979-97a5-34c72a59e67c","savedPayload":{"position":{"x":17309.99488261947,"y":15430.392081716627},"targetPosition":{"x":19618.046353341713,"y":14987.65120101664},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Market","id":"17fb41f5-61b5-4433-9a10-950ff8216a7e"}}},{"type":"Output Dataset","name":"Multi-Period-Daily Current Candle","id":"1a2e3461-33e6-45b1-bcc1-c56a8c5d275c","savedPayload":{"position":{"x":17291.28774353462,"y":15318.338854764093},"targetPosition":{"x":19618.046353341713,"y":14987.65120101664},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Daily","id":"bbc9467d-28bf-432b-9e49-582d1bcabfb9"}}},{"type":"Output Dataset","name":"Multi-Period-Market Current Balance","id":"567e4dc9-4deb-41e4-9ac9-dde943fb91ba","savedPayload":{"position":{"x":17278.01831081542,"y":15205.5193892544},"targetPosition":{"x":19618.046353341713,"y":14987.65120101664},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Market","id":"acddff59-b51b-4b45-b58f-71d4077755ee"}}},{"type":"Output Dataset","name":"Multi-Period-Daily Current Balance","id":"e94b9bb3-9f0c-4550-94e1-09de444780a8","savedPayload":{"position":{"x":17270.21631492878,"y":15092.194582295337},"targetPosition":{"x":19618.046353341713,"y":14987.65120101664},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Daily","id":"213b8fe8-f772-41ea-a3f5-97867be555f7"}}},{"type":"Output Dataset","name":"Multi-Period-Market Distance To Event","id":"a30e7306-7be9-41b6-a465-5Line truncated
+{"type":"Data Mine","name":"Masters-Trading","config":"{ \n\"codeName\": \"Masters-Trading\"\n}","sensorBots":[],"indicatorBots":[],"tradingBots":[{"type":"Trading Bot","name":"Low Frequency","config":"{\n\"codeName\": \"Low-Frequency\"\n}","processes":[{"type":"Process Definition","name":"Trading","config":"{\n    \"codeName\": \"Trading\",\n    \"liveTradingWaitTime\": 0,\n    \"paperTradingWaitTime\": 0,\n    \"fordwardTestingWaitTime\": 0,\n    \"backtestingWaitTime\": 0,\n    \"sessionRunWaitTime\": 5000,\n    \"retryWaitTime\": 10000,\n    \"framework\": {\n      \"name\": \"Low-Frequency-Trading-Process\"\n    }\n  }","processOutput":{"type":"Process Output","name":"New Process Output","outputDatasets":[{"type":"Output Dataset","name":"Multi-Period-Market Episode Counters","id":"6fc3054e-5034-4fc7-bddf-02360e0a6acf","savedPayload":{"position":{"x":17438.417207713617,"y":15866.349209988648},"targetPosition":{"x":19618.046353341713,"y":14987.65120101664},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Market","id":"db063d7b-db05-4bf6-941f-999e1ccb38fc"}}},{"type":"Output Dataset","name":"Multi-Period-Daily Episode Counters","id":"c3c2240f-514b-40de-825f-674037117d0b","savedPayload":{"position":{"x":17398.301373133007,"y":15759.474849835357},"targetPosition":{"x":19618.046353341713,"y":14987.65120101664},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Daily","id":"0764aaaf-d970-4f23-9df8-55fe5b7dd273"}}},{"type":"Output Dataset","name":"Multi-Period-Market Episode Statistics","id":"1dfdfc0d-842f-4e63-a591-256ac8a06b0f","savedPayload":{"position":{"x":17363.549519842163,"y":15651.186213779996},"targetPosition":{"x":19618.046353341713,"y":14987.65120101664},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Market","id":"fc9dc0f7-35e0-4548-bb91-f920825d694f"}}},{"type":"Output Dataset","name":"Multi-Period-Daily Episode Statistics","id":"39360c55-5ba8-413b-b0bd-cac3789ebf5f","savedPayload":{"position":{"x":17334.098684478493,"y":15541.422909173882},"targetPosition":{"x":19618.046353341713,"y":14987.65120101664},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Daily","id":"91953362-8751-4440-a898-21245cd47c15"}}},{"type":"Output Dataset","name":"Multi-Period-Market Current Candle","id":"ba614415-6e4f-4979-97a5-34c72a59e67c","savedPayload":{"position":{"x":17309.99488261947,"y":15430.392081716627},"targetPosition":{"x":19618.046353341713,"y":14987.65120101664},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Market","id":"17fb41f5-61b5-4433-9a10-950ff8216a7e"}}},{"type":"Output Dataset","name":"Multi-Period-Daily Current Candle","id":"1a2e3461-33e6-45b1-bcc1-c56a8c5d275c","savedPayload":{"position":{"x":17291.28774353462,"y":15318.338854764093},"targetPosition":{"x":19618.046353341713,"y":14987.65120101664},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Daily","id":"bbc9467d-28bf-432b-9e49-582d1bcabfb9"}}},{"type":"Output Dataset","name":"Multi-Period-Market Current Balance","id":"567e4dc9-4deb-41e4-9ac9-dde943fb91ba","savedPayload":{"position":{"x":17278.01831081542,"y":15205.5193892544},"targetPosition":{"x":19618.046353341713,"y":14987.65120101664},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Market","id":"acddff59-b51b-4b45-b58f-71d4077755ee"}}},{"type":"Output Dataset","name":"Multi-Period-Daily Current Balance","id":"e94b9bb3-9f0c-4550-94e1-09de444780a8","savedPayload":{"position":{"x":17270.21631492878,"y":15092.194582295337},"targetPosition":{"x":19618.046353341713,"y":14987.65120101664},"floatingObject":{"isPinned":false,"isFrozen":false,"isCollapsed":false,"angleToParent":2,"distanceToParent":3,"arrangementStyle":0},"uiObject":{},"referenceParent":{"type":"Dataset Definition","name":"Multi-Period-Daily","id":"213b8fe8-f772-41ea-a3f5-97867be555f7"}}},{"type":"Output Dataset","name":"Multi-Period-Market Distance To Event","id":"a30e7306-7be9-41b6-a465-5Line truncated
@@ -5,7 +5,7 @@ exports.newSnapshots = function newSnapshots(bot, logger) {
    const MODULE_NAME = 'Snapshots'

    let thisObject = {
-        reset: reset,
+        updateChart: updateChart,
        strategyEntry: strategyEntry,
        strategyExit: strategyExit,
        positionEntry: positionEntry,
@@ -60,9 +60,8 @@ exports.newSnapshots = function newSnapshots(bot, logger) {
        chart = undefined
    }

-    function reset(pChart) {
-        /* This function helps reset data structures at every cycle of the simulation loop/=. */
-        chart = pChart // We need chat to be a local object accessible from conditions and formulas.
+    function updateChart(pChart) {
+        chart = pChart
    }

    function strategyEntry() {
@@ -5,7 +5,7 @@ exports.newTradingExecution = function newTradingExecution(bot, logger, tradingE
    const MODULE_NAME = 'Trading Execution'

    let thisObject = {
-        checkExecution: checkExecution,
+        runExecution: runExecution,
        initialize: initialize,
        finalize: finalize
    }
@@ -43,49 +43,25 @@ exports.newTradingExecution = function newTradingExecution(bot, logger, tradingE
        announcementsModule = undefined
    }

-    async function checkExecution(
+    async function runExecution(
        executionNode,
-        stageIsOpening,
        stageIsClosing,
-        stageSizeLimitInBaseAsset,
-        stageSizeLimitInQuotedAsset,
        tradingEngineStage
    ) {

        try {
            /* Trading Engine Stage Validations */
-            if (tradingEngineStage.stageBaseAsset === undefined) { badDefinitionUnhandledException(undefined, 'tradingEngineStage.stageBaseAsset === undefined', tradingEngineStage) }
-            if (tradingEngineStage.stageBaseAsset.size === undefined) { badDefinitionUnhandledException(undefined, 'tradingEngineStage.size === undefined', tradingEngineStage) }
-            if (tradingEngineStage.stageBaseAsset.sizeFilled === undefined) { badDefinitionUnhandledException(undefined, 'tradingEngineStage.sizeFilled === undefined', tradingEngineStage) }
-            if (tradingEngineStage.stageBaseAsset.feesPaid === undefined) { badDefinitionUnhandledException(undefined, 'tradingEngineStage.feesPaid === undefined', tradingEngineStage) }
-            if (tradingEngineStage.stageQuotedAsset === undefined) { badDefinitionUnhandledException(undefined, 'stageQuotedAsset.size === undefined', tradingEngineStage) }
-            if (tradingEngineStage.stageQuotedAsset.size === undefined) { badDefinitionUnhandledException(undefined, 'stageQuotedAsset.size === undefined', tradingEngineStage) }
+            if (tradingEngineStage.stageBaseAsset === undefined) { badDefinitionUnhandledException(undefined, 'stageBaseAsset === undefined', tradingEngineStage) }
+            if (tradingEngineStage.stageBaseAsset.targetSize === undefined) { badDefinitionUnhandledException(undefined, 'stageBaseAsset.targetSize === undefined', tradingEngineStage) }
+            if (tradingEngineStage.stageBaseAsset.sizePlaced === undefined) { badDefinitionUnhandledException(undefined, 'stageBaseAsset.sizePlaced === undefined', tradingEngineStage) }
+            if (tradingEngineStage.stageBaseAsset.sizeFilled === undefined) { badDefinitionUnhandledException(undefined, 'stageBaseAsset.sizeFilled === undefined', tradingEngineStage) }
+            if (tradingEngineStage.stageBaseAsset.feesPaid === undefined) { badDefinitionUnhandledException(undefined, 'stageBaseAsset.feesPaid === undefined', tradingEngineStage) }
+            if (tradingEngineStage.stageQuotedAsset === undefined) { badDefinitionUnhandledException(undefined, 'stageQuotedAsset === undefined', tradingEngineStage) }
+            if (tradingEngineStage.stageQuotedAsset.targetSize === undefined) { badDefinitionUnhandledException(undefined, 'stageQuotedAsset.targetSize === undefined', tradingEngineStage) }
+            if (tradingEngineStage.stageQuotedAsset.sizePlaced === undefined) { badDefinitionUnhandledException(undefined, 'stageQuotedAsset.sizePlaced === undefined', tradingEngineStage) }
            if (tradingEngineStage.stageQuotedAsset.sizeFilled === undefined) { badDefinitionUnhandledException(undefined, 'stageQuotedAsset.sizeFilled === undefined', tradingEngineStage) }
            if (tradingEngineStage.stageQuotedAsset.feesPaid === undefined) { badDefinitionUnhandledException(undefined, 'stageQuotedAsset.feesPaid === undefined', tradingEngineStage) }

-            /* 
-            The user choice of asset to define the size of the position,
-            defines the asset that will track the information kept about the 
-            stage at the trading engine data structure. We set this asset
-            to be used here in this way:
-            */
-            let tradingEngineStageAsset
-            if (tradingEngine.current.position.positionBaseAsset.size.value > 0) {
-                tradingEngineStageAsset = tradingEngineStage.stageBaseAsset
-            } else {
-                tradingEngineStageAsset = tradingEngineStage.stageQuotedAsset
-            }
-            /*
-            The asset type of the position size chosen by the user, also defines 
-            the stage limit to be on the same asset type.
-            */
-            let stageSizeLimit
-            if (tradingEngine.current.position.positionBaseAsset.size.value > 0) {
-                stageSizeLimit = stageSizeLimitInBaseAsset
-            } else {
-                stageSizeLimit = stageSizeLimitInQuotedAsset
-            }
-
            await checkExecutionAlgorithms(executionNode)

            async function checkExecutionAlgorithms(executionNode) {
@@ -132,18 +108,6 @@ exports.newTradingExecution = function newTradingExecution(bot, logger, tradingE
                    if (tradingEngineOrder.orderQuotedAsset.sizeFilled === undefined) { badDefinitionUnhandledException(undefined, 'tradingEngineOrder.orderQuotedAsset.sizeFilled === undefined', tradingEngineOrder) }
                    if (tradingEngineOrder.orderQuotedAsset.feesPaid === undefined) { badDefinitionUnhandledException(undefined, 'tradingEngineOrder.orderQuotedAsset.feesPaid === undefined', tradingEngineOrder) }

-                    /*
-                    The asset type of the position size chosen by the user, defines 
-                    the asset at the order data strutcture where information is going to 
-                    be stored.
-                    */
-                    let traingEngineOrderAsset
-                    if (tradingEngine.current.position.positionBaseAsset.size.value > 0) {
-                        traingEngineOrderAsset = tradingEngineOrder.orderBaseAsset
-                    } else {
-                        traingEngineOrderAsset = tradingEngineOrder.orderQuotedAsset
-                    }
-
                    switch (tradingEngineOrder.status.value) {
                        case 'Not Open': {
                            {
@@ -164,7 +128,7 @@ exports.newTradingExecution = function newTradingExecution(bot, logger, tradingE
                                if (situationName !== undefined) {

                                    /* Open a new order */
-                                    await tryToOpenOrder(executionAlgorithm, tradingSystemOrder, tradingEngineOrder, traingEngineOrderAsset, situationName)
+                                    await tryToOpenOrder(executionAlgorithm, tradingSystemOrder, tradingEngineOrder, situationName)
                                }
                            }
                            break
@@ -205,23 +169,23 @@ exports.newTradingExecution = function newTradingExecution(bot, logger, tradingE
                }
            }

-            async function tryToOpenOrder(executionAlgorithm, tradingSystemOrder, tradingEngineOrder, traingEngineOrderAsset, situationName) {
+            async function tryToOpenOrder(executionAlgorithm, tradingSystemOrder, tradingEngineOrder, situationName) {

                calculateOrderRate()
                calculateOrderSize()

                /* Check Size: We are not going to create Orders which size is equal or less to zero.  */
-                if (traingEngineOrderAsset.size.value <= 0) { return }
+                if (tradingEngineOrder.orderBaseAsset.size.value <= 0 || tradingEngineOrder.orderQuotedAsset.size.value <= 0) { return }

                /* Place Order at the Exchange, if needed. */
                let result = await createOrderAtExchange(tradingSystemOrder, tradingEngineOrder)
                if (result !== true) { return }

-                /* Update Stage Size */
-                tradingEngineStage.stageBaseAsset.size.value = tradingEngineStage.stageBaseAsset.size.value + tradingEngineOrder.orderBaseAsset.size.value
-                tradingEngineStage.stageBaseAsset.size.value = global.PRECISE(tradingEngineStage.stageBaseAsset.size.value, 10)
-                tradingEngineStage.stageQuotedAsset.size.value = tradingEngineStage.stageQuotedAsset.size.value + tradingEngineOrder.orderQuotedAsset.size.value
-                tradingEngineStage.stageQuotedAsset.size.value = global.PRECISE(tradingEngineStage.stageQuotedAsset.size.value, 10)
+                /* Update Stage Placed Size */
+                tradingEngineStage.stageBaseAsset.sizePlaced.value = tradingEngineStage.stageBaseAsset.sizePlaced.value + tradingEngineOrder.orderBaseAsset.size.value
+                tradingEngineStage.stageBaseAsset.sizePlaced.value = global.PRECISE(tradingEngineStage.stageBaseAsset.sizePlaced.value, 10)
+                tradingEngineStage.stageQuotedAsset.sizePlaced.value = tradingEngineStage.stageQuotedAsset.sizePlaced.value + tradingEngineOrder.orderQuotedAsset.size.value
+                tradingEngineStage.stageQuotedAsset.sizePlaced.value = global.PRECISE(tradingEngineStage.stageQuotedAsset.sizePlaced.value, 10)

                /* Updating Episode Counters */
                tradingEngine.episode.episodeCounters.orders.value++
@@ -282,27 +246,30 @@ exports.newTradingExecution = function newTradingExecution(bot, logger, tradingE
                    /* Validate that this config exists */
                    if (tradingSystemOrder.config.positionSizePercentage === undefined) { badDefinitionUnhandledException(undefined, 'tradingSystemOrder.config.positionSizePercentage === undefined', executionAlgorithm) }

-                    traingEngineOrderAsset.size.value = algorithmSize * tradingSystemOrder.config.positionSizePercentage / 100
-                    traingEngineOrderAsset.size.value = global.PRECISE(traingEngineOrderAsset.size.value, 10)
+                    if (tradingEngine.current.position.positionBaseAsset.size.value > 0) {
+                        /* Position was defined in Base Asset */
+                        tradingEngineOrder.orderBaseAsset.size.value = algorithmSize * tradingSystemOrder.config.positionSizePercentage / 100
+                        tradingEngineOrder.orderQuotedAsset.size.value = tradingEngineOrder.orderBaseAsset.size.value * tradingEngineOrder.rate.value
+                    } else {
+                        /* Position was defined in Quoted Asset */
+                        tradingEngineOrder.orderQuotedAsset.size.value = algorithmSize * tradingSystemOrder.config.positionSizePercentage / 100
+                        tradingEngineOrder.orderBaseAsset.size.value = tradingEngineOrder.orderQuotedAsset.size.value / tradingEngineOrder.rate.value
+                    }
+                    tradingEngineOrder.orderBaseAsset.size.value = global.PRECISE(tradingEngineOrder.orderBaseAsset.size.value, 10)
+                    tradingEngineOrder.orderBaseAsset.size.value = global.PRECISE(tradingEngineOrder.orderBaseAsset.size.value, 10)

                    /* Check against the Stage Size Limit */
                    if (
-                        tradingEngineStageAsset.size.value + traingEngineOrderAsset.size.value > stageSizeLimit.value) {
-                        /* We reduce the size to the remaining size of the position. */
-                        traingEngineOrderAsset.size.value = stageSizeLimit.value - tradingEngineStageAsset.size.value
-                        traingEngineOrderAsset.size.value = global.PRECISE(traingEngineOrderAsset.size.value, 10)
+                        tradingEngineOrder.orderBaseAsset.size.value + tradingEngineStage.stageBaseAsset.sizePlaced.value >
+                        tradingEngineStage.stageBaseAsset.targetSize.value
+                    ) {
+                        tradingEngineOrder.orderBaseAsset.size.value = tradingEngineStage.stageBaseAsset.targetSize.value - tradingEngineStage.stageBaseAsset.sizePlaced.value
                    }
-
-                    /* We are going to ESTIMATE the size in the oposite asset type, because we will need it later */
-                    switch (traingEngineOrderAsset.type) {
-                        case 'Order Base Asset': {
-                            tradingEngineOrder.orderQuotedAsset.size.value = tradingEngineOrder.orderBaseAsset.size.value * tradingEngineOrder.rate.value
-                            tradingEngineOrder.orderQuotedAsset.size.value = global.PRECISE(tradingEngineOrder.orderQuotedAsset.size.value, 10)
-                        }
-                        case 'Order Quoted Asset': {
-                            tradingEngineOrder.orderBaseAsset.size.value = tradingEngineOrder.orderQuotedAsset.size.value / tradingEngineOrder.rate.value
-                            tradingEngineOrder.orderBaseAsset.size.value = global.PRECISE(tradingEngineOrder.orderBaseAsset.size.value, 10)
-                        }
+                    if (
+                        tradingEngineOrder.orderQuotedAsset.size.value + tradingEngineStage.stageQuotedAsset.sizePlaced.value >
+                        tradingEngineStage.stageQuotedAsset.targetSize.value
+                    ) {
+                        tradingEngineOrder.orderQuotedAsset.size.value = tradingEngineStage.stageQuotedAsset.targetSize.value - tradingEngineStage.stageQuotedAsset.sizePlaced.value
                    }
                }

@@ -884,10 +851,10 @@ exports.newTradingExecution = function newTradingExecution(bot, logger, tradingE
            }
        } catch (err) {
            if (typeof err === 'string' || err instanceof String) {
-                logger.write(MODULE_NAME, '[ERROR] checkExecution -> err = ' + err)
+                logger.write(MODULE_NAME, '[ERROR] runExecution -> err = ' + err)
            }
            if (err.stack !== undefined) {
-                logger.write(MODULE_NAME, '[ERROR] checkExecution -> err = ' + err.stack)
+                logger.write(MODULE_NAME, '[ERROR] runExecution -> err = ' + err.stack)
            }
        }
    }
@@ -11,7 +11,7 @@ exports.newTradingPosition = function newTradingPosition(bot, logger, tradingEng
        applyTakeProfitFormula: applyTakeProfitFormula,
        updateStopLoss: updateStopLoss,
        updateTakeProfit: updateTakeProfit,
-        initializeSizeAndRate: initializeSizeAndRate,
+        initializePositionSizeAndRate: initializePositionSizeAndRate,
        updateEnds: updateEnds,
        updateStatus: updateStatus,
        updateCounters: updateCounters,
@@ -71,6 +71,7 @@ exports.newTradingPosition = function newTradingPosition(bot, logger, tradingEng
    function closePosition() {
        tradingEngine.current.position.status.value = 'Closed'
        tradingEngine.current.position.end.value = tradingEngine.current.candle.end.value
+        tradingEngine.current.position.endRate.value = tradingEngine.current.candle.close.value
        /*
        Now that the position is closed, it is the right time to move this position from current to last at the Trading Engine data structure.
        */
@@ -99,7 +100,7 @@ exports.newTradingPosition = function newTradingPosition(bot, logger, tradingEng
        tradingEngine.current.position.takeProfit.takeProfitStage.value = stage
    }

-    function initializeSizeAndRate() {
+    function initializePositionSizeAndRate() {

        setPositionSize()
        setPositionRate()
@@ -33,14 +33,6 @@ exports.newTradingSimulation = function newTradingSimulation(bot, logger, UTILIT
            if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] runSimulation -> initialDatetime = ' + sessionParameters.timeRange.config.initialDatetime) }
            if (FULL_LOG === true) { logger.write(MODULE_NAME, '[INFO] runSimulation -> finalDatetime = ' + sessionParameters.timeRange.config.finalDatetime) }

-            /* Stop Loss Management TODO */
-            const MIN_STOP_LOSS_VALUE = 0.0000000001 // We can not let the stop be zero to avoid division by 0 error or infinity numbers as a result.
-            const MAX_STOP_LOSS_VALUE = Number.MAX_SAFE_INTEGER
-
-            /* Take Profit Management TODO */
-            const MIN_TAKE_PROFIT_VALUE = 0.0000000001 // We can not let the buy order be zero to avoid division by 0 error or infinity numbers as a result.
-            const MAX_TAKE_PROFIT_VALUE = Number.MAX_SAFE_INTEGER
-
            /* These are the Modules we will need to run the Simulation */
            const TRADING_ENGINE_MODULE = require('./TradingEngine.js')
            let tradingEngineModule = TRADING_ENGINE_MODULE.newTradingEngine(bot, logger)
@@ -131,25 +123,18 @@ exports.newTradingSimulation = function newTradingSimulation(bot, logger, UTILIT

                heartBeat()
                positionChartAtCurrentCandle()
-                tradingSystemModule.reset(chart)
-                tradingSystemModule.mantainPositions()
-                tradingSystemModule.mantainStrategies()
-                tradingSystemModule.mantainOrders()
+
+                /* The chart was recalculated based on the current candle. */
+                tradingSystemModule.updateChart(chart)
+
+                /* Do the stuff needed previous to the run */
+                tradingSystemModule.mantain()

                tradingEngineModule.updateEpisodeCountersAndStatistics()
                tradingEngineModule.updateDistanceToEventsCounters()

-                /* Run the Trigger Stage */
-                tradingSystemModule.triggerStage()
-
-                /* Run the Open Stage */
-                await tradingSystemModule.openStage()
-
-                /* Run the Manage Stage */
-                tradingSystemModule.manageStage()
-
-                /* Run the Close Stage */
-                await tradingSystemModule.closeStage()
+                /* Run one cycle of the Trading System*/
+                await tradingSystemModule.run()

                /* Add new records to the process output */
                tradingRecordsModule.appendRecords()
@@ -7,7 +7,6 @@ exports.newTradingStrategy = function newTradingStrategy(bot, logger, tradingEng
        openStrategy: openStrategy,
        closeStrategy: closeStrategy,
        updateEnds: updateEnds,
-        updateStageStatus: updateStageStatus,
        updateStatus: updateStatus,
        updateCounters: updateCounters,
        resetStrategy: resetStrategy,
@@ -63,33 +62,6 @@ exports.newTradingStrategy = function newTradingStrategy(bot, logger, tradingEng
        }
    }

-    function updateStageStatus(stage, status, exitType) {
-        switch (stage) {
-            case 'Trigger Stage': {
-                tradingEngine.current.strategyTriggerStage.status.value = status
-                break
-            }
-            case 'Open Stage': {
-                tradingEngine.current.strategyOpenStage.status.value = status
-                if (exitType !== undefined) {
-                    tradingEngine.current.strategyOpenStage.exitType.value = exitType
-                }
-                break
-            }
-            case 'Manage Stage': {
-                tradingEngine.current.strategyManageStage.status.value = status
-                break
-            }
-            case 'Close Stage': {
-                tradingEngine.current.strategyCloseStage.status.value = status
-                if (exitType !== undefined) {
-                    tradingEngine.current.strategyCloseStage.exitType.value = exitType
-                }
-                break
-            }
-        }
-    }
-
    function updateStatus() {
        if (tradingEngine.current.strategy.status.value === 'Closed') {
            resetStrategy()