Maybe you can add on settings.ini something like this:
ThresholdBuy = 0.02
ThresholdSell= 0.02
and on trader.py
if signalType == 'dual':
# lines cross each other = trade signal
if self.signals.fastMA.value > self.signals.slowMA.value*(1+self.ThresBuy):
print'Market trending up'
self.log.info('Market trending up')
#investigate
#if self.shortPosition:
self.placeBid()
elif self.signals.fastMA.value*(1-self.ThresSell) < self.signals.slowMA.value:
print'Market trending down'
self.log.info('Market trending down')
if not self.shortPosition:
self.placeAsk()
Cheers,
There is a fee setting in the ini - maybe someone could come up with some code to implement it?