Commit Graph

263 Commits

Author SHA1 Message Date
c9s
0440b1ab92
config/pivotshort.yaml: change default date to 2022-01-01 2022-07-06 17:40:50 +08:00
c9s
9126045fa9
pivotshort: adjust resistance ratio 2022-07-04 02:20:30 +08:00
c9s
278fbb7b51
pivotshort: fix support take profit method 2022-07-03 17:13:01 +08:00
c9s
1e8ac0d08a
pivotshort: improve price grouping 2022-07-02 18:51:17 +08:00
c9s
3e6b975c2c
pivotshort: refactor ResistanceShort entry method 2022-06-30 18:29:02 +08:00
c9s
bfcbf8566e
config: adjust default stop ema range 2022-06-30 17:46:42 +08:00
c9s
6aa6e57d96
add ema condition to the lower shadow take profit 2022-06-30 17:42:23 +08:00
c9s
7d5474e3dd
pivotshort: call MergeStructValues to update the field value 2022-06-30 15:49:18 +08:00
c9s
cfc4fd1f81
add doc for CumulatedVolumeTakeProfit 2022-06-29 01:39:33 +08:00
c9s
3d4f765678
rename protectionStopLoss to protectiveStopLoss 2022-06-29 01:31:56 +08:00
c9s
44d0bbc3fa
config: optimize and update pivotshort config
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-29 01:23:01 +08:00
c9s
279bb66a4d
update config structure 2022-06-26 19:20:46 +08:00
c9s
0715437cc5
fix lastRecordTime
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-26 13:23:04 +08:00
c9s
751085f8ff
clean up todo comment 2022-06-24 19:24:49 +08:00
Andy Cheng
689a12d80d optimizer: refactor max num of process config 2022-06-21 14:18:28 +08:00
c9s
9b82de596b
refine optimizer executor config structure 2022-06-21 12:31:42 +08:00
Andy Cheng
edfdb5b888 optimizer: add max num of thread in config 2022-06-21 11:51:20 +08:00
Yo-An Lin
74e8540550
Merge pull request #749 from c9s/improve/optimizer-local-proc
improve: add parallel local process executor for optimizer
2022-06-20 21:47:06 +08:00
austin362667
c227272542 rsmaker: add bulit-in strategy
rsmaker: clean up
2022-06-20 17:23:13 +08:00
c9s
6afe2de9f7
optimizer: add parallel local process worker support for optimizer 2022-06-20 17:18:05 +08:00
c9s
9be38e2421
optimizer: support multi metric value functions
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-20 14:52:40 +08:00
c9s
2a1beddba4
support: fix support strategy stop order update 2022-06-19 17:49:38 +08:00
c9s
6e562e2ede
increase batch insert size to 1000 for klines
Signed-off-by: c9s <yoanlin93@gmail.com>
2022-06-19 17:41:52 +08:00
c9s
6b26d5a956
config: clean up the support config 2022-06-19 17:24:47 +08:00
zenix
aa8d188d15 fix: rename useHeikinAshi to heikinAshi in config 2022-06-17 11:38:36 +09:00
zenix
f5007752b2 feature: add heikinashi support 2022-06-17 10:58:32 +09:00
なるみ
5799497a09 marketp: add marketcap strategy 2022-06-16 16:44:02 +08:00
Yo-An Lin
f9a18e04c2
Merge pull request #729 from c9s/improve/maxapi
refactor: re-arrange maxapi files
2022-06-16 15:41:59 +08:00
c9s
4b14e7f7e5
refactor maxapi files 2022-06-16 15:22:36 +08:00
なるみ
8d9faff859 rebalance: validate symbols 2022-06-16 10:44:13 +08:00
なるみ
a4814951d4 rebalance: remove ignoreLock and simplify code 2022-06-16 01:33:28 +08:00
Yo-An Lin
e261d2c270
Merge pull request #714 from c9s/improve/sync-symbol-opt
improve: support specifying session in the sync symbol
2022-06-14 14:34:23 +08:00
zenix
bf6726a529 fix: output color output to stderr 2022-06-14 14:41:41 +09:00
zenix
28d01486ee clean: clean code, add comments, add more report on exit 2022-06-14 14:41:41 +09:00
c9s
f4c3573343
update sync config example 2022-06-14 13:03:37 +08:00
c9s
5949c7587e
make bounce short optional 2022-06-11 16:41:56 +08:00
c9s
3d0c0717ba
pivotshort: fix bounce short 2022-06-11 16:33:21 +08:00
c9s
ec68dc2f40
reimplement placeBounceSellOrders 2022-06-11 00:26:44 +08:00
c9s
46450c0122
pivotshort: rename pivotLength to window and update indicator manually 2022-06-10 15:34:57 +08:00
c9s
a9d2a9e57a
pivotshort: add breakLow.bounceRatio option 2022-06-10 11:36:04 +08:00
c9s
669b627521
add config/pivotshort_optimizer.yaml option 2022-06-10 02:42:16 +08:00
c9s
56f60bf1ab
fix roiTakeProfitPercentage comment 2022-06-10 02:40:15 +08:00
c9s
35a58268cf
pivotshort: add roiMinTakeProfitPercentage option and cumulatedVolume option 2022-06-10 02:39:14 +08:00
c9s
53913ede23
update pivotshort config 2022-06-10 01:24:15 +08:00
c9s
e575236db8
pivotshort: adjust shadow ratio calculation 2022-06-10 01:21:59 +08:00
c9s
9396ab9428
update pivotshort optimizer config 2022-06-10 00:02:47 +08:00
c9s
a8134561f5
pivotshort: add stopEMA 2022-06-09 18:16:32 +08:00
c9s
aa2ba265f1
pivotshort: refactor and add more fix 2022-06-09 17:36:22 +08:00
c9s
d032aa6699
add optimizer for pivotshort 2022-06-09 13:20:51 +08:00
c9s
a5e2c84434
add ETHUSDT for testing pivotshort 2022-06-09 12:34:23 +08:00