Yo-An Lin
29376defa3
Merge pull request #958 from c9s/strategy/pivotshort
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WIP: strategy/pivotshort: more improvements
2022-09-19 17:27:31 +08:00
c9s
f9f2df29e7
types: use passed time to reset today pnl
2022-09-19 09:33:18 +08:00
Yo-An Lin
3230088f9f
Merge pull request #953 from zenixls2/fix/drift
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fix: drift minus weight, preloaded kline not enough
2022-09-17 18:15:44 +08:00
Yo-An Lin
39c347f0a0
Merge pull request #950 from c9s/strategy/pivotshort
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strategy/pivotshort
2022-09-17 18:14:41 +08:00
zenix
7044b0d8ea
fix: drift minus weight, preloaded kline not enough
2022-09-16 19:11:36 +09:00
Zenix
44de961ea1
Merge pull request #942 from zenixls2/feature/modifiable
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feature: add modify tg command. fix wdrift ma length
2022-09-16 15:23:38 +09:00
c9s
2f575488c2
pivotshort: fix log format and notification
2022-09-16 11:18:11 +08:00
c9s
9819f0941b
pivotshort: clean up debug comment
2022-09-16 01:24:01 +08:00
c9s
cd338f8fe2
pivotshort: add pivotWindow parameter
2022-09-16 01:23:15 +08:00
c9s
3d7fc75e4b
pivotshort: add MACDDivergence protection
2022-09-16 01:15:18 +08:00
c9s
e2dd7c7360
indicator: improve macd indicator update callback
2022-09-15 17:53:12 +08:00
c9s
539513ada0
pivotshort: fix breaklow parameters
2022-09-14 21:03:54 +08:00
c9s
53d622daf5
pivotshort: add the kline object to the notification
2022-09-14 19:08:54 +08:00
c9s
728cb6d56c
pivotshort: add one more kline pattern to check the break
2022-09-14 19:08:21 +08:00
c9s
67b526120a
indicator/macd: fix update callback and add log in pivotshort
2022-09-14 18:41:11 +08:00
c9s
82b4594984
pivotshort: remove unused trendEMA floats
2022-09-14 18:20:56 +08:00
c9s
ebf4abf54d
pivotshort: improve last high/low invalidation
2022-09-14 18:20:02 +08:00
Yo-An Lin
dc195e824b
Merge pull request #920 from austin362667/austin362667/factorzoo
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strategy: add trend trader
2022-09-14 15:00:08 +08:00
Yo-An Lin
a3034546f4
Merge pull request #945 from narumiruna/feature/marketcap/coinmarketcap
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FEATURE: marketcap: get marketcap values from coinmarketcap
2022-09-14 10:58:08 +08:00
zenix
d40b34e4d6
feature: add modify tg command. fix wdrift ma length
2022-09-14 11:08:10 +09:00
c9s
402ac58b53
pivotshort: fix pilotQuantity calculation
2022-09-14 03:10:48 +08:00
なるみ
7b218e65e2
remove unused field
2022-09-14 02:51:12 +08:00
なるみ
71ae75df73
fixup! get marketcap values from coinmarketcap
2022-09-14 02:47:12 +08:00
なるみ
e7a7e21b68
remove notifiability
2022-09-14 02:46:23 +08:00
なるみ
9b5f204cbe
get marketcap values from coinmarketcap
2022-09-14 02:44:57 +08:00
c9s
b4990f173d
xnav: fix negative usd value check
2022-09-14 02:20:54 +08:00
c9s
7617679651
pivotshort: add EarlyStopRatio config
2022-09-14 02:18:39 +08:00
c9s
fe9a546c65
pivotshort: improve notification
2022-09-14 02:18:39 +08:00
c9s
f0ea9a357a
pivotshort: add one more kline price compare condition
2022-09-14 02:18:39 +08:00
なるみ
0a07a70415
Merge pull request #943 from narumiruna/fix/marketcap-market-error
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FIX: fix market error
2022-09-13 23:45:41 +08:00
なるみ
9af58b07ec
fix market error
2022-09-13 23:35:29 +08:00
c9s
613b23eab5
pivotshort: add FastWindow parameter
2022-09-13 13:09:11 +08:00
c9s
e171932f07
pivotshort: fix fast high filtering
2022-09-13 11:57:38 +08:00
c9s
68d40de62c
pivotshort/failedbreakhigh: call OpenPosition method
2022-09-12 23:38:27 +08:00
c9s
b22a48cb8a
pivotshort: fix fast low pivot filtering
2022-09-12 23:32:53 +08:00
c9s
ba85e7e5ff
pivotshort: add fastWindow parameter
2022-09-12 23:26:40 +08:00
c9s
776f89b2f2
pivotshort: apply OpenPositionOptions to breakLow
2022-09-12 23:24:37 +08:00
c9s
04f7b96c6a
pivotshort: add fast pivot high filtering
2022-09-12 23:13:31 +08:00
c9s
e23ed8c783
pivotshort: add fastpivot
2022-09-12 23:13:31 +08:00
Raphanus Lo
8286356d3b
bollmaker: fix settings overriding
2022-09-12 00:27:11 +08:00
Raphanus Lo
cf16176f5e
bollmaker: fix backward compatibility of dynamic spread settings
2022-09-11 20:58:13 +08:00
c9s
a425c940fa
bollmaker: add trendEMA support
2022-09-11 17:28:54 +08:00
c9s
080b4dea95
bollmaker: add doc file for bollmaker
2022-09-11 16:56:05 +08:00
Yo-An Lin
3c4bad6124
Merge pull request #930 from andycheng123/fix/pivotshort-trendema
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Fix: Pivotshort
2022-09-11 16:53:02 +08:00
Fredrik
386ab1f6f3
refactor draw on supertrend
2022-09-11 09:48:08 +02:00
Fredrik
3a188aa66a
rename variables
2022-09-11 08:44:59 +02:00
Andy Cheng
98bd6ca1d2
strategy/pivotshort: make strategy controller work
2022-09-11 14:09:46 +08:00
Fredrik
e02840e08d
Feature: draw pnl
2022-09-11 01:19:23 +02:00
Yo-An Lin
d45bc9e509
Merge pull request #927 from c9s/refactor/submit-order
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refactor: simplify submit order
2022-09-11 02:58:47 +08:00
c9s
29105eb57f
all: simplify underlying exchange submitOrder method
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- Replace SubmitOrders with SubmitOrder
- Accept only one submit order and return one created order
- Add bbgo.BatchPlaceOrders helper method and bbgo.BatchRetryPlaceOrders method
2022-09-09 18:41:06 +08:00