diff --git a/LowFrequencyTrading/TradingPosition.js b/LowFrequencyTrading/TradingPosition.js index 33e8917f3..8e38d100d 100644 --- a/LowFrequencyTrading/TradingPosition.js +++ b/LowFrequencyTrading/TradingPosition.js @@ -16,7 +16,6 @@ exports.newTradingPosition = function newTradingPosition(bot, logger, tradingEng updateStopLoss: updateStopLoss, updateTakeProfit: updateTakeProfit, updateSizeAndRate: updateSizeAndRate, - applySlippageToRate: applySlippageToRate, updateEnds: updateEnds, updateStatus: updateStatus, updateCounters: updateCounters, @@ -44,6 +43,7 @@ exports.newTradingPosition = function newTradingPosition(bot, logger, tradingEng function openPosition(situationName) { tradingEngine.current.position.status.value = 'Open' tradingEngine.current.position.serialNumber.value = tradingEngine.episode.episodeCounters.positions.value + tradingEngine.current.position.identifier.value = global.UNIQUE_ID() tradingEngine.current.position.begin.value = tradingEngine.current.candle.begin.value tradingEngine.current.position.end.value = tradingEngine.current.candle.end.value @@ -94,16 +94,8 @@ exports.newTradingPosition = function newTradingPosition(bot, logger, tradingEng function updateSizeAndRate(size, rate) { tradingEngine.current.position.size.value = global.PRECISE(size, 10) tradingEngine.current.position.rate.value = global.PRECISE(rate, 10) - } - function applySlippageToRate() { - let slippageAmount = tradingEngine.current.position.rate.value * bot.SESSION.parameters.slippage.config.positionRate / 100 - - if (bot.sessionAndMarketBaseAssetsAreEqual) { - tradingEngine.current.position.beginRate.value = tradingEngine.current.position.rate.value - slippageAmount - } else { - tradingEngine.current.position.beginRate.value = tradingEngine.current.position.rate.value + slippageAmount - } + tradingEngine.current.position.beginRate.value = tradingEngine.current.position.rate.value } function preventStopLossDistortion() { diff --git a/LowFrequencyTrading/TradingStrategy.js b/LowFrequencyTrading/TradingStrategy.js index 422a7a82c..adcf0ca71 100644 --- a/LowFrequencyTrading/TradingStrategy.js +++ b/LowFrequencyTrading/TradingStrategy.js @@ -30,6 +30,7 @@ exports.newTradingStrategy = function newTradingStrategy(bot, logger, tradingEng function openStrategy(index, situationName, strategyName) { tradingEngine.current.strategy.status.value = 'Open' tradingEngine.current.strategy.serialNumber.value = tradingEngine.episode.episodeCounters.strategies.value + tradingEngine.current.strategy.identifier.value = global.UNIQUE_ID() tradingEngine.current.strategy.begin.value = tradingEngine.current.candle.begin.value tradingEngine.current.strategy.end.value = tradingEngine.current.candle.end.value tradingEngine.current.strategy.beginRate.value = tradingEngine.current.candle.min.value