Feature: allow user-defined trade execution price

src/broker.ts

@@ -61,9 +61,9 @@ export class Broker {
   }
 
   public newOrder(options: OrderOptions) {
-    const { size, stopPrice, limitPrice, slPrice, tpPrice, parentTrade } = options;
+    const { price, size, stopPrice, limitPrice, slPrice, tpPrice, parentTrade } = options;
     const isLong = size > 0;
-    const adjustedPrice = this.adjustPrice({ size });
+    const adjustedPrice = this.adjustPrice({ price, size });
 
     if (isLong) {
       if (!((limitPrice || stopPrice || adjustedPrice) > (slPrice || Number.NEGATIVE_INFINITY) && (limitPrice || stopPrice || adjustedPrice) < (tpPrice || Number.POSITIVE_INFINITY))) {
@@ -124,7 +124,7 @@ export class Broker {
     const prevClose = first(data['close'].values.slice(-2)) as number;
     let reprocessOrders = false;
 
-    for (let i = 0; i < this.orders.length; i = 0) {
+    for (let i = 0; i < this.orders.length; i++) {
       const order = this.orders[i];
 
       /* istanbul ignore if */
@@ -232,8 +232,8 @@ export class Broker {
   }
 
   /**
-   * Long/short `price`, adjusted for commisions.
-   * In long positions, the adjusted price is a fraction higher, and vice versa.
+   * Long/short `price`, adjusted for commissions or user-defined trade execution price.
+   * In long positions, the commission-adjusted price for is a fraction higher, and vice versa.
    */
   private adjustPrice(options: { size: number, price?: number }) {
     const { size, price } = options;

src/interfaces/order-options.interface.ts

@@ -1,6 +1,7 @@
 import { Trade } from '../trade';
 
 export interface OrderOptions {
+  price?: number;
   size: number;
   limitPrice?: number;
   stopPrice?: number;

test/sma-cross.strategy.ts

@@ -33,7 +33,8 @@ export class SmaCross extends Strategy {
   next(ctx: Context) {
     const { index, signals } = ctx;
     if (index < this.params.n1 || index < this.params.n2) return;
-    if (signals.get('crossUp')) this.buy({ size: 1000 });
+    const price = ctx.data['close'];
+    if (signals.get('crossUp')) this.buy({ size: 1000, tpPrice: price * 1.15, slPrice: price * 0.9 });
     if (signals.get('crossDown')) this.sell({ size: 1000 });
   }
 }