[Feature] Buy/Sell with fixed size

[pdelbeato]

I propose to have an option like "--fixed-size " where we can set a fixed amount of currency to be bought/sold, instead of a percentage of the remaining currency.

With this option, e.g. in a bollinger strategy, a multiple touch on the lower band leads to multiple buy but with fixed amount of currency (e.g. 500 EUR every time, no matter the price) instead of a percentage (e.g. supposing a start amount of 1000 EUR, "--buy_pct 50" leads to different buy: 500, 250, 125, etc.). Every "quantum" is a trade in "my_trades", so it has its "profit" value. When there is a touch on the upper band, a sell signal is set, and only quantums which satisfy their profit value are sold.

At the moment, everything is connected with "last_trade_worth", leading to a sell with profit for the last trade, but a possible loss on previous ones.
Simple case: bollinger strategy, "--buy_pct 99" as default. Starting with 1000 EUR.
First buy: price 100, 990 EUR for 9.9 assets, 10EUR remaining.
Price go down and touch again the lower band at 80. Second buy: price 80, 9.9EUR for less than 0.1 asset, 0.1 EUR remaining.
Price go up and touch the upper band at 90. "last_trade_worth" is more than 10%, so it triggers a signal to sell everything, and sell about 10 assets at 90, total 900 EUR. I lost 100 EUR.

With a e.g. "--fixed-size 200". Same condition (bollinger strategy, "--buy_pct 99" as default. Starting with 1000 EUR)
First buy: price 100, 200 EUR for 2 assets, 800EUR remaining.
Price go down and touch again the lower band at 80. Second buy: price 80, 200EUR for 2.5 asset, 600 EUR remaining.
Price go up and touch the upper band at 90, triggering a signal to sell. Every opened trade is checked against their "profit value". The second trade triggers, so zenbot will sell 2.5 assets at 90, total 225 EUR. I gained 25 EUR and I have yet a position opened, ready to be sold when times will be good (or when the stop loss for that trade is reached).

I have a simple bot in Coffescript, tested on a known cryptobot website, and backtesting it I had very good results while the same strategy in zenbot lead to a considerable loss (same parameters, same period, same interval).

I hope to have been clear. Any comments?