Primitives
drops
Drops is used to close a position if the pnl is less than the average volatility or the direction is not the same as the market direction
drops (position)
Drops is used to close a position if the pnl is less than the average volatility or the direction is not the same as the market direction
Input parameters
| Prop | Type | Default | Description |
|---|---|---|---|
intervals | string | - | the scale of the drops at a specific time, format: intervals, separated by , e.g 3-5-10-15-30 |
transmit | boolean | - | if true, the algo will transmit |
mode | string | pnl | the mode of the drops, default is "pine+dir", can be "dir | pine" |
min | number | 1 | minimum minutes a position has been opened, default is 1 |
SQL example
IF POS drops intervals="3-5-10-15-30" mode="dir"