NAME

GT::CloseStrategy::LimitPeriodInTheMarket - Only allow the trade to last for X days

DESCRIPTION

This strategy closes the position once the maximum time for the trade has been reached if the second signal is true.

The second/third parameter is a signal which can infirm the closing order of long/short position. In particular you may want to not close a position which looks like to be a great winner...

You confirm the order with a true value and infirm it with a false value.

EXAMPLES

Close a long position if after 3 days, the security hasn't increased. Close a short position if after 3 days, the security hasn't dropped.

 CS:LimitPeriodInTheMarket 3 
    {S:Generic:Below {I:Prices CLOSE} {I:Generic:PeriodAgo 3 {I:Prices CLOSE}}}
    {S:Generic:Above {I:Prices CLOSE} {I:Generic:PeriodAgo 3 {I:Prices CLOSE}}}
=cut

sub initialize { my $self = shift; $self->add_arg_dependency(2, 1); }

sub long_position_opened { my ($self, $calc, $i, $position, $pf_manager, $sys_manager) = @_;

    return;
}

sub short_position_opened { my ($self, $calc, $i, $position, $pf_manager, $sys_manager) = @_;

    return;
}

sub manage_long_position { my ($self, $calc, $i, $position, $pf_manager, $sys_manager) = @_; my $initial_period = $calc->prices->date($position->{'open_date'}); my $period_in_the_market = $self->{'args'}->get_arg_values($calc, $i, 1);

    return if (! $self->check_dependencies($calc, $i));

    return if (! $self->{'args'}->get_arg_values($calc, $i, 2));

    if (($i + 1) eq ($initial_period + $period_in_the_market)) {
        my $order = $pf_manager->sell_market_price($calc, $sys_manager->get_name);
        $pf_manager->submit_order_in_position($position, $order, $i, $calc);
    }

    return;
}

sub manage_short_position { my ($self, $calc, $i, $position, $pf_manager, $sys_manager) = @_; my $initial_period = $calc->prices->date($position->{'open_date'}); my $period_in_the_market = $self->{'args'}->get_arg_values($calc, $i, 1); return if (! $self->check_dependencies($calc, $i)); return if (! $self->{'args'}->get_arg_values($calc, $i, 3));

    if (($i + 1) eq ($initial_period + $period_in_the_market)) {
        my $order = $pf_manager->buy_market_price($calc, $sys_manager->get_name);
        $pf_manager->submit_order_in_position($position, $order, $i, $calc);
    }
   
    return;
}