Commit Graph

178 Commits

Author SHA1 Message Date
Andy Cheng
adbea7d4d0 strategy: add comments to supertrend config 2022-05-31 17:48:25 +08:00
Andy Cheng
6285e145a7 strategy: margin side effect 2022-05-31 15:46:55 +08:00
Andy Cheng
a5124c743f strategy: supertrend strategy TP/SL 2022-05-31 12:53:14 +08:00
Andy Cheng
7c98fca0c2 strategy: supertrend strategy doc 2022-05-30 17:02:20 +08:00
Andy Cheng
d72a4e8e94 strategy: supertrend strategy config example 2022-05-30 16:48:07 +08:00
c9s
01d1ef2255
update grid config for testing 2022-05-22 02:40:52 +08:00
c9s
f06ec76618
backtest: check quoteQuantity only when price is given 2022-05-22 01:19:43 +08:00
c9s
62de3a43ed
ci: add backtest sync test to ci flow 2022-05-20 18:07:58 +08:00
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