fix: reversal = take profit, not stop loss

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.
This commit is contained in:
jackyu66git
2026-05-03 19:24:51 +08:00
parent db52152ef9
commit e319b73331
+1 -1
View File
@@ -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,止平仓"
exitReason = "价差反转,止平仓"
}
if elapsed > 30*time.Minute {