long_exit.txt

(* Position exit requirements are as follows. Either:
- C < n-date/time low
OR
- C < the highest open trade entry price for all positions minus 2 times TREMA
*)
    let long_position_id_start = position_id_start |> int
    let position_states =
        [long_position_id_start..long_position_id_start+3]
(* Convert position IDs to the corresponding position states. *)
        |> List.map (fun id -> system_state.position_states.[id])
(* Discard position states that do not exist for the previous date/time. *)
        |> List.choose (function | Initial -> None | From_Previous_Date_Time position_state -> Some position_state)
(* If any position state did not exist for the previous date/time, return no signal. *)
    if List.length position_states < 4 then None, None
    else
        let output =
(* Get the entry prices for all open trades for all positions. *)
            match
                position_states |> List.collect (fun position_state ->
                    position_state.open_trades |> List.map (fun trade ->
                        trade.entry_price
                    )
                )
            with
(* If there are no open trades, then the exit requirement is C < n-date/time low. *)
            | [] ->
                let result = c < low
                output.Add("long_1_exit_tag", Bool result).Add("long_2_exit_tag", Bool result).Add("long_3_exit_tag", Bool result).Add("long_4_exit_tag", Bool result)
            | xs ->
(* If there are open trades, get the highest open trade entry price. *)
                let highest_entry_price = xs |> List.max
(* The exit requirement is either C < n-date/time low or C < the highest open trade entry price minus 2 times TREMA. *)
                let result = c < low || c < highest_entry_price - (2.0 * trema)
(* The entry or exit signal tag value has type Bool. *)
                output.Add("long_1_exit_tag", Bool result).Add("long_2_exit_tag", Bool result).Add("long_3_exit_tag", Bool result).Add("long_4_exit_tag", Bool result)
(* The first return value is for storing user-defined state. The second return value is the output data item. *)
        None, Some output