/**
* The MIT License (MIT)
*
* Copyright (c) 2014-2017 Marc de Verdelhan & respective authors (see AUTHORS)
*
* Permission is hereby granted, free of charge, to any person obtaining a copy of
* this software and associated documentation files (the "Software"), to deal in
* the Software without restriction, including without limitation the rights to
* use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of
* the Software, and to permit persons to whom the Software is furnished to do so,
* subject to the following conditions:
*
* The above copyright notice and this permission notice shall be included in all
* copies or substantial portions of the Software.
*
* THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
* IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS
* FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR
* COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER
* IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN
* CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
*/
package eu.verdelhan.ta4j.trading.rules;
import eu.verdelhan.ta4j.Decimal;
import eu.verdelhan.ta4j.Trade;
import eu.verdelhan.ta4j.TradingRecord;
import eu.verdelhan.ta4j.indicators.simple.ClosePriceIndicator;
/**
* A stop-gain rule.
* <p>
* Satisfied when the close price reaches the gain threshold.
*/
public class StopGainRule extends AbstractRule {
/** The close price indicator */
private ClosePriceIndicator closePrice;
/** The gain ratio threshold (e.g. 1.03 for 3%) */
private Decimal gainRatioThreshold;
/**
* Constructor.
* @param closePrice the close price indicator
* @param gainPercentage the gain percentage
*/
public StopGainRule(ClosePriceIndicator closePrice, Decimal gainPercentage) {
this.closePrice = closePrice;
this.gainRatioThreshold = Decimal.HUNDRED.plus(gainPercentage).dividedBy(Decimal.HUNDRED);
}
@Override
public boolean isSatisfied(int index, TradingRecord tradingRecord) {
boolean satisfied = false;
// No trading history or no trade opened, no gain
if (tradingRecord != null) {
Trade currentTrade = tradingRecord.getCurrentTrade();
if (currentTrade.isOpened()) {
Decimal entryPrice = currentTrade.getEntry().getPrice();
Decimal currentPrice = closePrice.getValue(index);
satisfied = currentPrice.isGreaterThanOrEqual(entryPrice.multipliedBy(gainRatioThreshold));
}
}
traceIsSatisfied(index, satisfied);
return satisfied;
}
}