From e319b73331a3b16427b8b15906f794c9f33f8cd4 Mon Sep 17 00:00:00 2001 From: jackyu66git Date: Sun, 3 May 2026 19:24:51 +0800 Subject: [PATCH] fix: reversal = take profit, not stop loss MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit HL→BG position: long HL, short BG. When bgP and hlP cross over (spread reverses): - Long HL: price went up → profit - Short BG: price went down → profit Both legs profit simultaneously. Reversal is MAX profit moment. --- trader.go | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/trader.go b/trader.go index ef1fc23..b900fe2 100644 --- a/trader.go +++ b/trader.go @@ -457,7 +457,7 @@ func (t *Trader) checkExit(pos *ArbPosition, bgP, hlP, diffPct float64, notifier // Stop-loss: spread reversed (went negative) if diffPct < -0.02 { shouldExit = true - exitReason = "价差反转,止损平仓" + exitReason = "价差反转,止盈平仓" } if elapsed > 30*time.Minute {