Yo-An Lin
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3e07f1fa86
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Merge pull request #921 from andycheng123/improve/supertrend-strategy-profit-report
strategy/supertrend: use ma by day instead of by trade
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2022-09-08 12:15:50 +08:00 |
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Andy Cheng
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6ca1a80cf9
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strategy/supertrend: use ma by day instead of by trade
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2022-09-07 18:27:11 +08:00 |
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Zenix
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afad9cca47
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Merge pull request #910 from zenixls2/feature/ewo_renew
SerialMarketDataStore, elliottwave renewal
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2022-09-07 18:54:01 +09:00 |
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austin362667
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8b97e4c4e8
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audacity: finalize strategy
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2022-09-07 16:05:51 +08:00 |
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austin362667
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713ead669e
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audacity: stddev outlier func & all order change to maker
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2022-09-07 16:05:51 +08:00 |
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austin362667
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43a3e21a7b
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audacitymaker: rename perTrade
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2022-09-07 16:05:51 +08:00 |
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austin362667
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132f700377
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builtib: update strategy registery
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2022-09-07 16:05:51 +08:00 |
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austin362667
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1d727345ee
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strategy: redesign to audacitymaker
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2022-09-07 16:05:51 +08:00 |
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austin362667
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833d30ce64
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ktrade: add second try
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2022-09-07 16:05:51 +08:00 |
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austin362667
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6a119bfca0
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ktrade: remove ticker
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2022-09-07 16:05:51 +08:00 |
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austin362667
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a18a06819e
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ktrade: error handling
ktrade: remove error handling
ktrade: remove error handling
ktrade: remove error handling
ktrade: error handling
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2022-09-07 16:05:51 +08:00 |
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austin362667
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49f7c3de46
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ktrade: rounding instead of ceil/floor
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2022-09-07 16:05:51 +08:00 |
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austin362667
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42d7117464
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strategy: add ktrade
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2022-09-07 16:05:51 +08:00 |
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zenix
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e7a5669018
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fix: lowestPrice in elliottwave, add more logs
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2022-09-07 15:02:38 +09:00 |
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zenix
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36a5579660
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fix: SourceSelector json marshal/unmarshal without Init from strategy. smartCancel check on order status
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2022-09-06 19:08:05 +09:00 |
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zenix
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67e57b49eb
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fix: move sourceselector to bbgo folder
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2022-09-06 14:43:05 +09:00 |
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zenix
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b35bce1afd
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fix: remove non-code file
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2022-09-06 14:36:55 +09:00 |
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zenix
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1d0893b699
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fix: enable interval parsing for non-whitelisted time spans
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2022-09-06 14:26:17 +09:00 |
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zenix
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6c8902dd9c
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fix: export kline query limit as a variable for preload decisions from strategy
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2022-09-05 20:36:41 +09:00 |
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zenix
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28802dd107
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feature: re-implement heikinashi for elliottwave
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2022-09-05 19:32:35 +09:00 |
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zenix
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4a878b5596
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fix: rename generalorderexecutor.cancel to gracefulcancelorder
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2022-09-05 19:32:35 +09:00 |
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zenix
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ff7fd38372
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feature: ewo add draw function
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2022-09-05 19:32:35 +09:00 |
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zenix
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81084ddea6
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feature: SerialMarketDataStore from session
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2022-09-05 19:32:35 +09:00 |
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zenix
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938dc3c497
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feature: add serialmarketdatastore, add elliottwave strategy to replace ewoDgtrd, add active cancel on general order executor, add pca
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2022-09-05 19:32:35 +09:00 |
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Zenix
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57d283726a
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Merge pull request #900 from zenixls2/fix/backtest
fix: backtest
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2022-09-01 11:57:05 +09:00 |
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Yo-An Lin
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58487aca4b
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Merge pull request #908 from c9s/strategy/pivotshort-failed-break-high
strategy/pivotshort: failed break high improvements
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2022-08-31 13:56:59 +08:00 |
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c9s
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149b1e1444
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pivotshort: add BreakInterval config
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2022-08-31 13:00:32 +08:00 |
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c9s
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3598550d3f
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pivotshort: vwma interval should be consistent
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2022-08-31 13:00:25 +08:00 |
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c9s
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c7bff1695e
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pivotshort: avoid using 1m interval to check break
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2022-08-31 12:59:54 +08:00 |
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c9s
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df902b236c
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pivotshort: add vwma condition
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2022-08-31 12:59:48 +08:00 |
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Raphanus Lo
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0b6cc6d3cd
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strategy: bollmaker: sensitivity factor of BB width ratio
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2022-08-31 04:31:17 +08:00 |
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c9s
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9d97eedc0e
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pivotshort: add failedBreakHigh
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2022-08-31 00:37:17 +08:00 |
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c9s
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ca1e9e9657
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pivotshort: remove the legacy support take profit
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2022-08-31 00:37:12 +08:00 |
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Raphanus Lo
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6314a31554
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strategy: bollmaker: dynamic spread by weighted Bollinger width ratio
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2022-08-29 21:41:34 +08:00 |
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zenix
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1eb03c3dba
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fix: taker price, matching engine kline emit order and process order, nan in sortino and sharpe
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2022-08-29 14:11:02 +09:00 |
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c9s
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11854db51a
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pivotshort: move SupportTakeProfit to the core api
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2022-08-26 18:09:46 +08:00 |
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c9s
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c8c7211e75
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pivotshort: fix resistance short subscribe
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2022-08-26 17:55:59 +08:00 |
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c9s
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a48471d4c8
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pivotshort: refactor trend ema and stop ema
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2022-08-26 17:52:46 +08:00 |
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c9s
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52d245ecf1
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floats: move floats related functions and add crossover, crossunder funcs
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2022-08-26 16:15:39 +08:00 |
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Raphanus Lo
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a2ab9db4eb
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strategy: bollmaker: fix nil pointer
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2022-08-25 23:43:31 +08:00 |
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c9s
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5953fe49d1
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all: move float slice/map to a single package
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2022-08-25 17:31:42 +08:00 |
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Andy Cheng
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e2774ed2b5
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Merge pull request #880 from andycheng123/improve/supertrend-strategy-report
Improve: strategy-supertrend output acc. profit report to tsv file
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2022-08-25 14:25:03 +08:00 |
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Andy Cheng
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fcaa6466b6
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strategy/bollmaker: preload dynamic spreads
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2022-08-25 13:44:38 +08:00 |
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c9s
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702ce5220b
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autoborrow: improve debtRatio repay
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2022-08-25 11:05:31 +08:00 |
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Yo-An Lin
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066b0ca30e
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Merge pull request #892 from c9s/feature/pivot-right-window
feature: add pivot low right window support
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2022-08-24 19:44:44 +08:00 |
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c9s
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2e71e63fae
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all: fix interval window struct usage
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2022-08-24 18:17:37 +08:00 |
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Zenix
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3a98ae00b9
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Merge pull request #890 from zenixls2/feature/wdrift
weighted drift
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2022-08-24 16:59:25 +09:00 |
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Andy Cheng
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6176c06002
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strategy/supertrend: use pointer for AccumulatedProfitReport field in strategy struct
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2022-08-24 13:58:30 +08:00 |
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c9s
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88f243c91b
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util: move math util functions to util
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2022-08-24 11:34:55 +08:00 |
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Andy Cheng
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978db22c0a
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strategy/supertrend: accumulated daily profit uses its own window config
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2022-08-24 11:23:48 +08:00 |
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