Andy Cheng
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095eb9c134
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feature/dynamic_exposure: undo move dynamic_exposure and dynamic_spread
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2022-12-15 17:25:56 +08:00 |
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Andy Cheng
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754f8da5d4
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strategy/linregmaker: move private fields to the end of the struct
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2022-12-15 17:23:43 +08:00 |
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Andy Cheng
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5b017cd361
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feature/dynamic_spread: rename DynamicSpreadAmp to DynamicAmpSpread
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2022-12-15 17:12:04 +08:00 |
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Andy Cheng
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5c7c125c99
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feature/dynamic_spread: move to risk package
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2022-12-15 17:09:47 +08:00 |
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Andy Cheng
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4c98bed76f
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feature/dynamic_quantity: add comment for getQuantity()
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2022-12-15 17:08:36 +08:00 |
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Andy Cheng
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1002c13062
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feature/dynamic_exposure: move to risk package
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2022-12-15 17:08:35 +08:00 |
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Andy Cheng
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8b1d19124f
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strategy/linregmaker: allow using amount for order qty calculation
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2022-12-14 14:42:56 +08:00 |
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Andy Cheng
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d510c37e91
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improve/dynamic_quantity: fix dynamic qty logic
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2022-12-14 12:28:39 +08:00 |
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Andy Cheng
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2b8a5fe755
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strategy/linregmaker: fix faster decrease logic
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2022-12-14 11:52:15 +08:00 |
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Andy Cheng
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2ecdae6530
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strategy/linregmaker: remove wrong test file
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2022-12-13 17:49:31 +08:00 |
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Andy Cheng
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c6f9b0feed
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strategy/linregmaker: update config
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2022-12-13 17:37:47 +08:00 |
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Andy Cheng
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ff334ca13d
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strategy/linregmaker: calculated allowed margin when leveraged
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2022-12-13 17:16:30 +08:00 |
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Andy Cheng
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30f3ef2180
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strategy/linregmaker: add more tg notification
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2022-12-13 12:12:46 +08:00 |
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Andy Cheng
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79dcda5f52
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strategy/linregmaker: add more trend reverse logs
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2022-12-13 11:06:18 +08:00 |
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Andy Cheng
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a6956e50b7
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strategy/linregmaker: add more logs
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2022-12-12 18:23:49 +08:00 |
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Andy Cheng
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19d4033aaa
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strategy/linregmaker: adj config
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2022-11-30 13:00:29 +08:00 |
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Andy Cheng
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71137620bd
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strategy/linregmaker: qty calculation for backtest
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2022-11-25 16:39:15 +08:00 |
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Andy Cheng
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02a67a3de8
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strategy/linregmaker: initial trend
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2022-11-25 12:38:28 +08:00 |
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Andy Cheng
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5c60ad0e41
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strategy/linregmaker: re-organize strategy logic
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2022-11-25 12:27:47 +08:00 |
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Andy Cheng
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66f0f3e113
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strategy/linregmaker: remove useTickerPrice
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2022-11-24 17:06:14 +08:00 |
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Andy Cheng
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8c57dec793
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strategy/linregmaker: parameter of check main trend interval
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2022-11-24 16:51:37 +08:00 |
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Andy Cheng
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41e27a8e38
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strategy/linregmaker: default value of spread
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2022-11-23 17:44:40 +08:00 |
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Andy Cheng
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0f0549fa42
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strategy/linregmaker: dynamic exposure works on both direction
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2022-11-23 17:23:18 +08:00 |
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Andy Cheng
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fbc949a133
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strategy/linregmaker: validate basic config parameters
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2022-11-23 16:58:24 +08:00 |
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Andy Cheng
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cc124d4264
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strategy/linregmaker: works w/o dynamic qty
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2022-11-23 16:53:08 +08:00 |
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Andy Cheng
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e776c9e5ea
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strategy/linregmaker: use session standard indicator set
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2022-11-23 12:28:38 +08:00 |
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Andy Cheng
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37a2fedf15
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strategy/linregmaker: dynamic qty uses linreg slope ratio
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2022-11-22 18:24:04 +08:00 |
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Andy Cheng
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dd0f13e742
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strategy/linregmaker: misc
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2022-11-22 11:35:32 +08:00 |
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Andy Cheng
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f121218ede
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strategy/linregmaker: prototype
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2022-11-21 13:46:13 +08:00 |
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Andy Cheng
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8a81e68e27
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strategy/linregmaker: add dynamic quantity
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2022-11-18 16:42:51 +08:00 |
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Andy Cheng
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9be9ea2a47
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strategy/linregmaker: add AllowOppositePosition and FasterDecreaseRatio
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2022-11-18 15:12:38 +08:00 |
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Andy Cheng
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48c6326ac1
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strategy/linregmaker: draft
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2022-11-17 17:59:23 +08:00 |
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Andy Cheng
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faee87d2ad
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feature/dynamicExposure: dynamicExposure as a common package
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2022-10-21 17:20:31 +08:00 |
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Andy Cheng
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df05cf65d2
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feature/dynamicSpread: dynamicSpread as a common package
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2022-10-21 16:15:55 +08:00 |
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Andy Cheng
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7de9975336
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indicator/linreg: LinReg indicator
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2022-10-21 16:14:47 +08:00 |
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Andy Cheng
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7dd951e39c
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Merge pull request #996 from andycheng123/fix/general-order-executor
fix/general-order-executor: do not check for base balance for futures
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2022-10-18 19:14:18 +08:00 |
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Andy Cheng
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06c95a4735
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fix/general-order-executor: do not check for base balance for futures orders in reduceQuantityAndSubmitOrder()
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2022-10-18 18:59:04 +08:00 |
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Zenix
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4dad96755a
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Merge pull request #995 from zenixls2/feature/async_telegram_notify
feature: telegram notify to become async
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2022-10-17 19:08:41 +09:00 |
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Zenix
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798079070c
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Merge pull request #993 from zenixls2/fix/indicator_for_1s
fix: indicator timeframe 1s
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2022-10-17 18:53:05 +09:00 |
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Zenix
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6f0c4fdfd2
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Merge pull request #994 from zenixls2/feature/binance_aggTrade
feature: add aggTrade for binance
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2022-10-17 18:50:15 +09:00 |
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zenix
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8a66e5b218
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feature: telegram notify to become async
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2022-10-17 18:38:03 +09:00 |
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zenix
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9213caf9c5
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feature: add aggTrade for binance
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2022-10-17 17:01:46 +09:00 |
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Yo-An Lin
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79c93e9a0f
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Merge pull request #991 from andycheng123/fix/risk
fix/risk: remove balance check in CalculateBaseQuantity()
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2022-10-17 15:33:10 +08:00 |
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zenix
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09c85d346c
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feature: add cancelNoWait in GeneralOrderExecutor to make cancellation in 1s faster
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2022-10-17 15:14:36 +08:00 |
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zenix
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ffae290060
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fix: indicator timeframe 1s
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2022-10-17 14:23:40 +09:00 |
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Andy Cheng
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d350806cdc
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fix/risk: remove balance check in the futures part of CalculateBaseQuantity()
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2022-10-17 12:07:58 +08:00 |
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austin362667
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763bb45842
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interval: avoid syncing 1s klines as default from backtest config syncSecKLines
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2022-10-14 23:14:30 +08:00 |
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austin362667
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18acd668a7
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interval: finalize 1s support
interval: finalize 1s support
interval: finalize 1s support
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2022-10-14 23:14:30 +08:00 |
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austin362667
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905c1f25ee
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interval: add 1s support
interval: add 1s support
interval: add 1s support
interval: fix 1s for backtesting
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2022-10-14 23:14:30 +08:00 |
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Yo-An Lin
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ab8624cd98
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Merge pull request #990 from c9s/narumi/rename
fix: change variable names
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2022-10-14 02:27:26 +08:00 |
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