Commit Graph

108 Commits

Author SHA1 Message Date
c9s
9ca4e23aaf add strategy documentation 2022-01-09 22:43:49 +08:00
c9s
bba4e86fdf bollmaker: adjust default skew parameter 2022-01-09 22:37:27 +08:00
c9s
b98777afe4 bollmaker: pull out skew options 2022-01-09 22:32:23 +08:00
c9s
cd340bd596 bollmaker: check s.MaxExposurePosition 2022-01-09 03:03:54 +08:00
c9s
0cec652f38 bollmaker: skip submitOrder calls if submitOrders is empty 2022-01-09 02:35:12 +08:00
c9s
656ef942e4 bollmaker: add disable short option 2022-01-09 02:24:10 +08:00
c9s
4df5847647 bollmaker: add quantity scaling for closing position 2022-01-09 01:57:51 +08:00
c9s
4cdb5b607b rename bollpp to bollmaker 2022-01-09 01:20:47 +08:00