diff --git a/lib/trade/src/quanta/quote/random.clj b/lib/trade/src/quanta/quote/random.clj
index 9292d6ad..9fb1eea9 100644
--- a/lib/trade/src/quanta/quote/random.clj
+++ b/lib/trade/src/quanta/quote/random.clj
@@ -5,7 +5,9 @@
   (:import [missionary Cancelled]))
 
 (defn initial-price []
-  (rand 10000))
+  ;(rand 10000)
+  10000.0
+  )
 
 (defn update-price [p]
   (let [i (rand-int 5)]
diff --git a/lib/trade/src/quanta/trade/position.clj b/lib/trade/src/quanta/trade/position.clj
index 4b02f739..e4f73062 100644
--- a/lib/trade/src/quanta/trade/position.clj
+++ b/lib/trade/src/quanta/trade/position.clj
@@ -16,37 +16,9 @@
       (order->position order)
       (error order)))
 
-  (defn ExitSignal
-    "returns a missionary task.
-   task will eventually return either of :time :profit :loss"
-    [algo-opts position]
-    (let [exit-time (get-exit-time algo-opts (:entry-date position))
-          exit-tasks (->> [(when exit-time
-                             (time-trigger exit-time))]
-                          (remove nil?))]
-      (apply m/race exit-tasks)))
+ 
 
   (defn ExitPosition [algo-opts position]
     ;(M/ap (m/?> 
     )
-  (comment
-    (require '[tick.core :as t])
-    (def algo-opts {:calendar [:crypto :m]
-                    :exit [:time 2]})
-    (def position {:entry-date (t/instant)})
-
-    (m/? (ExitSignal algo-opts position))
-    ;; => :time
-
-    ;; this one has a position that is older and older, so
-    ;; it might be that this task returns immediately, because
-    ;; the current time is already below the time of the exit-date 
-
-    (m/? (ExitSignal algo-opts {:entry-date (t/instant)}))
-    ;; => :time
-
-
-
-    
-    ; 
-    )
+ 
diff --git a/lib/trade/src/quanta/trade/position/size.clj b/lib/trade/src/quanta/trade/position/entry/size.clj
similarity index 85%
rename from lib/trade/src/quanta/trade/position/size.clj
rename to lib/trade/src/quanta/trade/position/entry/size.clj
index f2da437f..7d72c9de 100644
--- a/lib/trade/src/quanta/trade/position/size.clj
+++ b/lib/trade/src/quanta/trade/position/entry/size.clj
@@ -1,4 +1,4 @@
-(ns quanta.trade.position.size)
+(ns quanta.trade.position.entry.size)
 
 
 (defmulti positionsize
diff --git a/lib/trade/src/quanta/trade/position/exit/price.clj b/lib/trade/src/quanta/trade/position/exit/price.clj
index 237c7efc..756b62dd 100644
--- a/lib/trade/src/quanta/trade/position/exit/price.clj
+++ b/lib/trade/src/quanta/trade/position/exit/price.clj
@@ -1,29 +1,54 @@
 (ns quanta.trade.position.exit.price
   (:require
-    [tick.core :as t]
-    [missionary.core :as m]
-    [quanta.trade.position.exit :refer [get-exit-rule]]))
+   [missionary.core :as m]
+   [quanta.trade.position.exit.rule :refer [get-exit-rule]]
+   [quanta.trade.position.working :refer [working-position]]))
 
+(defn trailing-return [position]
+  (let [working-position (working-position position)]
+    (m/latest :ret-prct working-position)))
 
+(defn profit-trigger
+  "returns a missionary task that emits :profit when target is met.
+   if no profit-percent exit-rule is specified it returns nil
+   if not task continues running."
+  [algo-opts position]
+  (let [[_ target] (get-exit-rule algo-opts :profit-percent)]
+    (when target
+      (let [prct (trailing-return position)
+            rf (fn [_ tp]
+                 (println "trailing profit " (:asset position) ": " tp " target: " target)
+                 (when (> tp target)
+                   (reduced :profit)))]
+        (m/reduce rf nil prct)))))
 
+(defn loss-trigger
+  "returns a missionary task that emits :loss when target is met.
+   if no :loss-percent exit-rule is specified it returns nil.
+   if not task continues running."
+  [algo-opts position]
+  (let [[_ target] (get-exit-rule algo-opts :loss-percent)]
+    (when target
+      (let [prct (trailing-return position)
+            rf (fn [_ tp]
+                 (println "trailing loss " (:asset position) ": " tp " target: " target)
+                 (when (< tp (- 0.0 target))
+                   (reduced :loss)))]
+        (m/reduce rf nil prct)))))
 
+  (comment
+    (def algo-opts {:asset "BTCUSDT"
+                    :exit [:profit-percent 1.0]})
 
-(defn get-exit-profit [algo-opts position]
-  (let [{:keys [calendar]} algo-opts
-        [exchange-kw interval-kw] calendar
-        bars (get-time-bars algo-opts)]
-    (when bars
-      (let [cal-seq (calendar-seq exchange-kw interval-kw entry-date)
-            window (take bars cal-seq)]
-        #_{:start (first window)
-           :end (last window)}
-        (last window)))))
+    (def position
+      {:asset "BTCUSDT"
+       :qty 500
+       :entry-price 10000.0})
+
+    (m/? (profit-trigger algo-opts position))
+
+;
+    )
 
-(defn profit-trigger [exit-time]
-  (let [exit-long (-> exit-time t/instant t/long)
-        now-long (-> t/instant t/long)
-        diff-ms (* 1000 (- exit-long now-long))
-        diff-ms (max diff-ms 1)]
-    (m/sleep diff-ms :time)))
 
   
\ No newline at end of file
diff --git a/lib/trade/src/quanta/trade/position/exit.clj b/lib/trade/src/quanta/trade/position/exit/rule.clj
similarity index 95%
rename from lib/trade/src/quanta/trade/position/exit.clj
rename to lib/trade/src/quanta/trade/position/exit/rule.clj
index a4c2ea0a..232e18c0 100644
--- a/lib/trade/src/quanta/trade/position/exit.clj
+++ b/lib/trade/src/quanta/trade/position/exit/rule.clj
@@ -1,4 +1,4 @@
-(ns quanta.trade.position.exit)
+(ns quanta.trade.position.exit.rule)
 
 (defn get-exit-rule [algo-opts rule-kw]
   (let [{:keys [exit]} algo-opts
diff --git a/lib/trade/src/quanta/trade/position/exit/signal.clj b/lib/trade/src/quanta/trade/position/exit/signal.clj
new file mode 100644
index 00000000..c1dd8031
--- /dev/null
+++ b/lib/trade/src/quanta/trade/position/exit/signal.clj
@@ -0,0 +1,46 @@
+(ns quanta.trade.position.exit.signal
+   (:require
+    [missionary.core :as m]
+    [quanta.trade.position.exit.time :refer [get-exit-time time-trigger]]
+    [quanta.trade.position.exit.price :refer [profit-trigger loss-trigger]]))
+
+
+ (defn exit-signal
+  "returns a missionary task.
+   task will eventually return either of :time :profit :loss"
+  [algo-opts position]
+  (let [exit-time (get-exit-time algo-opts (:entry-date position))
+        exit-tasks (->> [(profit-trigger algo-opts position)
+                         (loss-trigger algo-opts position)
+                         (when exit-time
+                           (time-trigger exit-time))]
+                        (remove nil?))]
+    (apply m/race exit-tasks)))
+ 
+
+  (comment
+    
+   (require '[tick.core :as t])
+   (def algo-opts {:calendar [:crypto :m]
+                   :exit [:loss-percent 2.0
+                          :profit-percent 100.0
+                          :time 2]})
+   (def position {:asset "BTCUSDT"
+                  :side :long
+                  :entry-date (t/instant)
+                  :entry-price 10000.0
+                  :qty 0.1})
+    
+ 
+   (m/? (exit-signal algo-opts position))
+     ;; => :time or :profit or :loss
+ 
+     ;; this one has a position that is older and older, so
+     ;; it might be that this task returns immediately, because
+     ;; the current time is already below the time of the exit-date 
+ 
+   (m/? (exit-signal algo-opts {:entry-date (t/instant)}))
+     ;; => :time
+ 
+ ; 
+   )
\ No newline at end of file
diff --git a/lib/trade/src/quanta/trade/position/exit/time.clj b/lib/trade/src/quanta/trade/position/exit/time.clj
index 934a5258..7cbcfc7d 100644
--- a/lib/trade/src/quanta/trade/position/exit/time.clj
+++ b/lib/trade/src/quanta/trade/position/exit/time.clj
@@ -3,7 +3,7 @@
    [tick.core :as t]
    [missionary.core :as m]
    [ta.calendar.core :refer [calendar-seq]]
-   [quanta.trade.position.exit :refer [get-exit-rule]]
+   [quanta.trade.position.exit.rule :refer [get-exit-rule]]
    ))
 
 (defn get-time-bars [algo-opts]
diff --git a/lib/trade/src/quanta/trade/position/working.clj b/lib/trade/src/quanta/trade/position/working.clj
index 76d6eb1d..0e6b48e1 100644
--- a/lib/trade/src/quanta/trade/position/working.clj
+++ b/lib/trade/src/quanta/trade/position/working.clj
@@ -21,7 +21,7 @@
              :win? (> abs-ret 0.0))
       roundtrip)))
 
-(defn calculate-position [position]
+(defn working-position [position]
   (m/ap
      ; startup
    (println "start calculating position: " position)
@@ -33,7 +33,7 @@
 (comment
   (require '[tick.core :as t])
   (m/? (m/reduce println
-                 (calculate-position {:asset "BTCUSDT"
+                 (working-position {:asset "BTCUSDT"
                                       :qty 500
                                       :entry-price 1000.0
                                       :entry-date (t/instant)})))
@@ -67,7 +67,7 @@
                   :ret-prct
                   :win?] positions))
 
-  (let [flows (map calculate-position positions)]
+  (let [flows (map working-position positions)]
     (m/? 
      (m/reduce (constantly nil)
                (apply m/latest print-positions flows))))
diff --git a/lib/trade/src/ta/trade/backtest/entry.clj b/lib/trade/src/ta/trade/backtest/entry.clj
index 69d552b6..d07a8016 100644
--- a/lib/trade/src/ta/trade/backtest/entry.clj
+++ b/lib/trade/src/ta/trade/backtest/entry.clj
@@ -1,6 +1,6 @@
 (ns ta.trade.backtest.entry
   (:require 
-   [quanta.trade.position.size :refer [positionsize]]
+   [quanta.trade.position.entry.size :refer [positionsize]]
    )
   )