upd

YieldsLabs · Sep 14, 2024 · 6e7c713 · 6e7c713
1 parent ad30391
commit 6e7c713
Showing 1 changed file with 2 additions and 2 deletions.
diff --git a/core/models/position_risk.py b/core/models/position_risk.py
@@ -415,15 +415,15 @@ def sl_ats(self, side: PositionSide, ta: TechAnalysis, sl: float) -> "float":
         )
 
         if side == PositionSide.LONG:
-            l_constr = low_smooth[-1]
+            l_constr = min(low_smooth[-1], low_smooth[-2])
             adjusted_sl = (
                 min(l_constr, np.max(ats)) if bullish else min(l_constr, ats[-1])
             )
 
             return max(sl, adjusted_sl)
 
         if side == PositionSide.SHORT:
-            h_constr = high_smooth[-1]
+            h_constr = max(high_smooth[-1], high_smooth[-2])
             adjusted_sl = (
                 max(h_constr, np.min(ats)) if bearish else max(h_constr, ats[-1])
             )