782 Commits

Author	SHA1	Message	Date
Andy Cheng	0a0e5ac4d8	strategy/supertrend: config switch for stop by different signals	2022-07-05 15:59:35 +08:00
Andy Cheng	1573a9acf3	strategy/supertrend: add linear regression as filter	2022-06-30 16:35:00 +08:00
Zenix	6b6686caa8	Merge pull request #778 from zenixls2/feature/series_extend ... feature: add seriesExtend	2022-06-29 12:35:48 +09:00
c9s	38920dfc7a	pivotshort: fix kline history loading	2022-06-29 11:23:05 +08:00
zenix	0b8441f4a2	rename: ToArray -> Array, ToReverseArray -> Reverse	2022-06-29 11:13:43 +09:00
c9s	16f2a06b1f	all: move exit methods to the bbgo core ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-29 01:58:15 +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	37413e4355	pivotshort: fix bounce ratio calculation	2022-06-28 23:47:34 +08:00
c9s	1617005114	pivotshort: fix pivotshort trigger condition	2022-06-28 23:47:34 +08:00
c9s	34900776f6	pivotshort: reformat code	2022-06-27 19:54:58 +08:00
c9s	10d5a8a4f2	backtest: fix stop limit order matching ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-27 19:48:14 +08:00
c9s	2784408b8b	add submit order tag	2022-06-27 18:17:57 +08:00
c9s	b97ec7bb1e	pivotshort: remove unused struct	2022-06-27 18:14:12 +08:00
c9s	1557423229	pivotshort: improve useQuantityOrBaseBalance and add bounce short check	2022-06-26 19:45:37 +08:00
c9s	4d862a4286	pivotshort: remove market trade debug	2022-06-26 19:29:01 +08:00
c9s	e1a9df0a2d	pivotshort: add safety check	2022-06-26 19:20:46 +08:00
c9s	3604bae933	pivotshort: pull out stop price check to a single method	2022-06-26 19:06:16 +08:00
c9s	ef31e90728	pivotshort: clean up ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-26 16:32:48 +08:00
c9s	e9b87f6f1e	pivotshort: refactor exit methods ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-26 16:31:48 +08:00
c9s	47677e303f	pivotshort: refactor take profit and stop loss methods ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-26 16:13:58 +08:00
c9s	4e670c67a8	pivotshort: change ratio calculation	2022-06-25 18:13:50 +08:00
c9s	2c96d079b8	skeleton: fix log WithField comment	2022-06-22 23:32:31 +08:00
c9s	2c5b553d21	skeleton: add notation	2022-06-22 23:29:29 +08:00
c9s	2550528f60	skeleton: add notification sample	2022-06-22 23:28:49 +08:00
c9s	dcbeace40e	skeleton: update more comments	2022-06-22 23:24:11 +08:00
c9s	b9cbb9d478	skeleton: add detailed comment to the skeleton	2022-06-22 23:18:11 +08:00
c9s	fa7177426f	cmd/pnl: fix trade table query	2022-06-22 18:19:11 +08:00
c9s	3150480db8	bollmaker: remove stopC	2022-06-22 16:30:29 +08:00
c9s	c26d0d7824	bollmaker: clean up commment	2022-06-22 16:20:59 +08:00
c9s	fa26d5260f	bollmaker: use bbgo.IsBackTesting	2022-06-22 16:18:50 +08:00
c9s	60d2ac1616	ewoDgtrd: clean up embedded struct	2022-06-22 15:37:02 +08:00
c9s	5d72ffaa0f	rsmaker: remove embedded bbgo.Persistence	2022-06-22 13:52:40 +08:00
c9s	51a2f14af7	rsmaker: remove unused vars	2022-06-22 13:52:18 +08:00
c9s	bae685d63d	rsmaker: refactor ClosePosition method	2022-06-22 13:51:36 +08:00
c9s	09d0a9bbc7	pivotshort: clean up ClosePosition method	2022-06-22 13:46:04 +08:00
c9s	dbc6d4fb44	bollmaker: refactor ClosePosition method	2022-06-22 13:46:04 +08:00
c9s	b3160815ff	dca: use order executor to close position	2022-06-22 13:46:04 +08:00
c9s	929ffc3e5e	dca: clean up	2022-06-22 13:46:04 +08:00
c9s	a5cb8355d4	dca: rewrite dca with the new order executor	2022-06-22 13:46:04 +08:00
c9s	5fe0f5a299	pull out bollinger settings	2022-06-22 13:46:04 +08:00
c9s	b75da154a8	rsmaker: remove legacy state struct	2022-06-22 13:46:04 +08:00
c9s	16eeeb852c	rsmaker: drop the legacy persistence state	2022-06-22 13:46:04 +08:00
c9s	3e5d252c10	rsmaker: clean up and remove unused code ... Signed-off-by: c9s <yoanlin93@gmail.com>	2022-06-22 13:46:04 +08:00
c9s	2cd44b194a	pivotshort: remove persistence from pivotshort	2022-06-22 13:46:04 +08:00
c9s	46691d5ae1	strategy/xbalance: update xbalance persistence usage	2022-06-22 13:46:04 +08:00
c9s	3112b40634	support: remove unused const	2022-06-22 13:46:03 +08:00
c9s	6ef54bf2fb	call bbgo.Sync to sync persistence	2022-06-22 13:46:03 +08:00
Yo-An Lin	d53176acdf	Merge pull request #746 from andycheng123/improve/pivotshort-control ... pivotshort: add strategy controller	2022-06-21 01:24:47 +08:00
Yo-An Lin	223b3dd95f	Merge pull request #747 from andycheng123/improve/supertrend-strategy ... strategy/supertrend: use new order executor api	2022-06-21 01:23:53 +08:00