170 Commits

Author	SHA1	Message	Date
c9s	95c9fe4502	return metrics as a optimizer result	2022-05-20 01:42:32 +08:00
c9s	f984be8ced	add bollmaker_optimizer config	2022-05-19 20:39:09 +08:00
c9s	b4b4546220	sort metrics	2022-05-19 20:36:56 +08:00
c9s	b3da6caddb	optimizer: fix op builder	2022-05-19 20:31:25 +08:00
c9s	11ad34e9f7	add optimizer config	2022-05-19 18:27:05 +08:00
austin362667	8e93118ba6	config: add pivotshort yaml	2022-05-17 19:18:21 +08:00
austin362667	62d11181a4	pivotshort: clean up	2022-05-17 19:18:21 +08:00
austin362667	2c4a52ba30	pivot: fix futures & spot clean up ... pivot: clean up	2022-05-17 19:18:21 +08:00
austin362667	8ab696deaa	pivotshort: rename strategy & fix pivot indicator	2022-05-17 19:18:21 +08:00
austin362667	1a441425b5	strategy: pivot: add shadow TP ... strategy: pivot: add shadow TP	2022-05-17 19:18:21 +08:00
austin362667	60a8c1f42b	WIP: strategy: pivot: pivot low shorting strategy	2022-05-17 19:18:21 +08:00
Zenix	356ec71570	Merge pull request #610 from zenixls2/feature/liveSLTP ... feature: SLTP from bookticker. fix: bookTicker typename, depth buffer…	2022-05-16 20:41:15 +09:00
zenix	2e53bae0d0	update: config for ewo	2022-05-13 23:02:30 +09:00
zenix	ee27a02459	revert bollmaker default trading pair changes	2022-05-13 22:56:46 +09:00
c9s	e950ee9559	add wall strategy	2022-05-12 22:51:39 +08:00
zenix	2e79cb9fc8	fix: update old configs	2022-05-12 21:14:51 +09:00
zenix	aa2dba5dfe	fix: ewo strategy sample config	2022-05-09 15:06:43 +09:00
c9s	17928986b8	remove persistence redis setting from bollmaker	2022-05-05 17:53:24 +08:00
c9s	ee621e6d4a	add xnav config	2022-05-04 16:21:53 +08:00
zenix	4eab82ee7b	feature: add atr stoploss on ewoDgtrd strategy. remove callback. modify filter condition and add doc	2022-04-28 20:09:15 +09:00
c9s	7b2398ce39	autoborrow: use margin level instead of margin ratio	2022-04-25 19:05:16 +08:00
c9s	a57a238e09	bbgo: add more sync options	2022-04-25 17:18:42 +08:00
c9s	c70317af2b	add autoborrow strategy	2022-04-23 15:00:04 +08:00
austin362667	7f63938a50	config: add factorzoo yaml	2022-04-20 18:10:27 +08:00
Yo-An Lin	d6755d7ca0	Merge pull request #512 from zenixls2/feature/elliott_wave ... strategy: elliott wave oscillator	2022-04-15 15:53:24 +08:00
c9s	84c34f1d50	config: add sessions to the backtest config	2022-04-15 11:45:01 +08:00
zenix	4ee73149c1	feature: add heikinashi	2022-04-14 19:58:05 +09:00
zenix	2f51441256	fix: remove smartstop. use dynamic stoploss. improve profit and lower the lost	2022-04-13 21:10:07 +09:00
zenix	574c5b77b1	fix: improve order tracking in ewo, and more filters for the noise	2022-04-13 21:10:07 +09:00
zenix	fcf29f7e11	fix: doing some performance tuning	2022-04-13 21:10:07 +09:00
zenix	66a401f93f	feature: add sample config for ewo	2022-04-13 21:10:07 +09:00
zenix	42a3737f2e	fix: use series in ewo to predict values	2022-04-13 21:10:07 +09:00
なるみ	83e37f52a8	Rebalance on kline closed	2022-03-24 12:50:40 +08:00
zenix	39572c5fe0	fix: remove maker/buyer/taker/sellerCommission	2022-03-07 14:32:00 +09:00
zenix	25b5eddc03	feature: add multiple exchange support in backtest ... fix: change doc, since --exchange removed from backtest fix: test for config changes	2022-03-07 13:18:56 +09:00
zenix	05521a98b6	add skeleton strategy. fix most of the tests. fix final asset value	2022-02-15 12:01:39 +09:00
Andy Cheng	41c3b860b0	strategy: rename callBackRatio to callbackRatio	2022-02-06 17:47:14 +08:00
Andy Cheng	16f811f48f	strategy: support strategy doc	2022-02-06 17:47:14 +08:00
c9s	c0b8c36222	config: update bollmaker config	2022-02-01 01:43:12 +08:00
c9s	f96c2e6271	bbgo: add activated flag on trailing stop order	2022-02-01 00:41:28 +08:00
c9s	c7ce59cd6f	config: add more doc to the config	2022-01-31 01:52:47 +08:00
c9s	36b0db6cc8	config: update schedule strategy config	2022-01-31 01:46:02 +08:00
c9s	bed03dbd17	schedule: refactor and improve schedule strategy with QuantityOrAmount struct	2022-01-31 01:42:21 +08:00
c9s	bcb33f6887	config: update trailing stop usage doc	2022-01-31 00:18:52 +08:00
c9s	f49b7165d8	bollmaker: fix MinNotional adjustment	2022-01-27 19:56:10 +08:00
c9s	eec26663c5	update bollmaker config	2022-01-27 19:17:00 +08:00
c9s	30a9a5849f	add user data stream sync config	2022-01-27 09:34:04 +08:00
c9s	78c8cb1362	add dynamicExposurePositionScale to the sample config	2022-01-27 08:52:27 +08:00
c9s	aaec79eec9	add sync config example	2022-01-27 08:43:44 +08:00
austin362667	904e7c03ad	strategy: cleanup funding strategy ... strategy: cleanup funding strategy	2022-01-15 08:28:02 +08:00