max_size in backtest

www/admin/code.js

@@ -345,6 +345,7 @@ App.prototype.fillForm = function (src, trg) {
 	data.dynmult_mode = filledval(src.dynmult_mode, "half_alternate");
 	data.order_mult = filledval(defval(src.buy_mult,1)*100,100);
 	data.min_size = filledval(src.min_size,0);
+	data.max_size = filledval(src.max_size,0);
 	data.internal_balance = filledval(src.internal_balance,0);
 	data.dust_orders = filledval(src.dust_orders,true);
 	data.detect_manual_trades = filledval(src.detect_manual_trades,false);
@@ -482,6 +483,7 @@ App.prototype.saveForm = function(form, src) {
 	trader.buy_mult = data.order_mult/100;
 	trader.sell_mult = data.order_mult/100;
 	trader.min_size = data.min_size;
+	trader.max_size = data.max_size;
 	trader.internal_balance = data.internal_balance;
 	trader.dust_orders = data.dust_orders;
 	trader.detect_manual_trades = data.detect_manual_trades;
@@ -957,7 +959,7 @@ App.prototype.init_backtest = function(form, id, pair) {
 
 		var elems = ["external_assets","power", 
 			"sliding_pos_hours", "sliding_pos_fade",
-			"order_mult","min_size","dust_orders","expected_trend","goal"];
+			"order_mult","min_size","max_size","dust_orders","expected_trend","goal"];
 
 		var chart1 = bt.findElements('chart1')[0];
 		var chart2 = bt.findElements('chart2')[0];
@@ -1025,6 +1027,7 @@ App.prototype.init_backtest = function(form, id, pair) {
 						invert:false,
 						expected_trend:et,
 						start_pos:parseFloat(xdata.start_pos),
+						max_order_size:parseFloat(data.max_size),
 						});				
 
 				if (pair.invert_price) {

www/admin/index.html

@@ -101,6 +101,9 @@
 Specifies minimal order size. If disabled, minimal size is defined by the exchange. This also
 specifies size of the "dust order"
 </span></span><input type="number" data-name="min_size" step="any"></label>
+<label  class="adv"><span>Order maximal size (0&nbsp;=&nbsp;disabled)<span class="tooltip">
+Specifies maximal order size. 
+</span></span><input type="number" data-name="max_size" step="any"></label>
 <label  class="adv"><span>Order size modifier [%]<span class="tooltip">It is recomended to set values below
 100. This makes orders smaller but also causes that order will be split into smaller orders. For
 example if you specify value 50, the order 24 may be split to orders 12, 6, 3, 2, 1 = 24. This can

www/res/common.js

@@ -63,6 +63,7 @@ var mos = params.min_order_size || 0;
 var inv = params.invert || false;
 var et = params.expected_trend || 0;
 var pos = (inv?-1:1)*params.start_pos || 0;
+var mxs = params.max_order_size;
 
 
 if (data.length == 0) return {
@@ -100,12 +101,15 @@ data.forEach(function(x) {
 	if (pos * dpos < 0) {
 		mult = 1;
 	}
+	curet = curet + (et - curet)*0.05;
+	dpos = dpos * mult * mlt;
+	if (mxs && dpos * dr  < -mxs) {
+		dpos = -mxs * dr
+	} 
 	if (dpos * dr >= -mos) {
 		if (mos <= 0) return;
 		dpos = -mos * dr
 	}
-	curet = curet + (et - curet)*0.05;
-	dpos = dpos * mult * mlt;
 	pos = pos + dpos;
 	pp = p;
 	eq = neq;