def start_grid(self, mid_point, mode):
self.grid_mid = float(mid_point)
tick_size = get_tick_size(self.instrument[0])
# Change to volatility based
if mode == 'TREND':
self.buy_level_one = self.grid_mid + (tick_size * (get_grid_spacing() * 2))
self.buy_level_two = self.grid_mid + (tick_size * (get_grid_spacing() * 4))
self.buy_level_three = self.grid_mid + (tick_size * (get_grid_spacing() * 6))
self.buy_next_marker = self.grid_mid + (tick_size * (get_grid_spacing() * 8))
self.stop_loss_buy = self.grid_mid - (tick_size* (get_grid_spacing() * 2))
self.sell_level_one = self.grid_mid - (tick_size * (get_grid_spacing() * 2))
self.sell_level_two = self.grid_mid - (tick_size * (get_grid_spacing() * 4))
self.sell_level_three = self.grid_mid - (tick_size * (get_grid_spacing() * 6))
self.sell_next_marker = self.grid_mid - (tick_size * (get_grid_spacing() * 8))
self.stop_loss_sell = self.grid_mid + (tick_size * (get_grid_spacing() * 2))
else:
self.buy_level_one = self.grid_mid + (tick_size * (get_grid_spacing() * 2))
self.buy_level_two = self.grid_mid + (tick_size * (get_grid_spacing() * 4))
self.buy_level_three = self.grid_mid + (tick_size * (get_grid_spacing() * 4))
self.take_profit_buy = self.grid_mid + (tick_size * (get_grid_spacing() * 6))
self.stop_loss_buy = self.grid_mid - (tick_size * (get_grid_spacing() * 2))
self.sell_level_one = self.grid_mid - (tick_size * (get_grid_spacing() * 2))
self.sell_level_two = self.grid_mid - (tick_size * (get_grid_spacing() * 4))
self.sell_level_three = self.grid_mid - (tick_size * (get_grid_spacing() * 4))
self.take_profit_sell = self.grid_mid - (tick_size * (get_grid_spacing() * 6))
self.stop_loss_sell = self.grid_mid + (tick_size * (get_grid_spacing() * 2))
def shift_grid_ar(self, direction):
tick_size = get_tick_size(self.instrument[0])
if direction > 0:
self.take_profit_buy += (tick_size * (get_grid_spacing() * 2))
self.level_triggered += 1
elif direction < 0:
self.take_profit_sell -= (tick_size * (get_grid_spacing() * 2))
self.level_triggered -= 1
def shift_grid_trend(self, direction, shift_marker=False ):
tick_size = get_tick_size(self.instrument[0])
if direction > 0:
self.stop_loss_buy += (tick_size * (get_grid_spacing() * 2))
self.level_triggered += 1
if shift_marker:
self.buy_next_marker += (tick_size * (get_grid_spacing() * 2))
elif direction < 0:
self.stop_loss_sell -= (tick_size * (get_grid_spacing() * 2))
self.level_triggered -= 1
if shift_marker:
self.sell_next_marker -= (tick_size * (get_grid_spacing() * 2))
def start_grid(self, mid_point):
self.grid_mid = float(mid_point)
tick_size = get_tick_size(self.instrument[0])
# Change to volatility based
self.sell_level_one = self.grid_mid + (tick_size * (get_grid_spacing() * 2))
self.sell_level_two = self.grid_mid + (tick_size * (get_grid_spacing() * 4))
self.stop_loss_sell = self.grid_mid + (tick_size * (get_grid_spacing() * 4))
self.sell_next_marker = self.grid_mid - (tick_size * (get_grid_spacing() * 2))
self.buy_level_one = self.grid_mid - (tick_size * (get_grid_spacing() * 2))
self.buy_level_two = self.grid_mid - (tick_size * (get_grid_spacing() * 4))
self.stop_loss_buy = self.grid_mid - (tick_size * (get_grid_spacing() * 4))
self.buy_next_marker = self.grid_mid + (tick_size * (get_grid_spacing() * 2))
def start_grid(self, mid_point):
self.grid_mid = float(mid_point)
tick_size = get_tick_size(self.instrument[0])
# Change to volatility based
self.sell_level_one = self.grid_mid + (tick_size *
(get_grid_spacing() * 2))
self.sell_level_two = self.grid_mid + (tick_size *
(get_grid_spacing() * 4))
self.stop_loss_sell = self.grid_mid + (tick_size *
(get_grid_spacing() * 4))
self.sell_next_marker = self.grid_mid - (tick_size *
(get_grid_spacing() * 2))
self.buy_level_one = self.grid_mid - (tick_size *
(get_grid_spacing() * 2))
self.buy_level_two = self.grid_mid - (tick_size *
(get_grid_spacing() * 4))
self.stop_loss_buy = self.grid_mid - (tick_size *
(get_grid_spacing() * 4))
self.buy_next_marker = self.grid_mid + (tick_size *
(get_grid_spacing() * 2))