c9s
|
170c3b8c41
|
all: remove ftx
|
2022-11-24 17:05:20 +08:00 |
|
Yo-An Lin
|
16b4702248
|
Merge pull request #1011 from andycheng123/strategy/supertrend-config
strategy/supertrend: update supertrend config
|
2022-11-24 16:57:08 +08:00 |
|
Yo-An Lin
|
e43e56a9fe
|
Merge pull request #1008 from zenixls2/feature/speedup_live_trading
improve: speed-up live trade
|
2022-11-24 16:55:16 +08:00 |
|
Andy Cheng
|
8c57dec793
|
strategy/linregmaker: parameter of check main trend interval
|
2022-11-24 16:51:37 +08:00 |
|
a dwarf
|
70e45ccf93
|
Create bbgo_completion.md
bbgo Completion
|
2022-11-24 16:13:16 +08:00 |
|
a dwarf
|
d14d441ff8
|
upgrade cobra
bbgo Completion only supports unix-like operating systems
|
2022-11-24 16:05:02 +08:00 |
|
Andy Cheng
|
41e27a8e38
|
strategy/linregmaker: default value of spread
|
2022-11-23 17:44:40 +08:00 |
|
Andy Cheng
|
0f0549fa42
|
strategy/linregmaker: dynamic exposure works on both direction
|
2022-11-23 17:23:18 +08:00 |
|
Andy Cheng
|
fbc949a133
|
strategy/linregmaker: validate basic config parameters
|
2022-11-23 16:58:24 +08:00 |
|
Andy Cheng
|
cc124d4264
|
strategy/linregmaker: works w/o dynamic qty
|
2022-11-23 16:53:08 +08:00 |
|
Andy Cheng
|
e776c9e5ea
|
strategy/linregmaker: use session standard indicator set
|
2022-11-23 12:28:38 +08:00 |
|
Andy Cheng
|
37a2fedf15
|
strategy/linregmaker: dynamic qty uses linreg slope ratio
|
2022-11-22 18:24:04 +08:00 |
|
Andy Cheng
|
6af39e2e40
|
strategy/supertrend: update supertrend config
|
2022-11-22 11:39:15 +08:00 |
|
Andy Cheng
|
dd0f13e742
|
strategy/linregmaker: misc
|
2022-11-22 11:35:32 +08:00 |
|
Andy Cheng
|
f121218ede
|
strategy/linregmaker: prototype
|
2022-11-21 13:46:13 +08:00 |
|
zenix
|
a6e0edbb3c
|
fix: naming of prepare function of openPosition and add comments
|
2022-11-21 12:16:11 +09:00 |
|
zenix
|
109f4d0e3e
|
fix: Position not synchronized in drift. add DisableNotify for GeneralOrderExecutor
|
2022-11-21 12:16:11 +09:00 |
|
zenix
|
27800e95bd
|
feature: add cancel_replace for binance, add FastSubmitOrders, fix drift leakage on pendingOrderCounter
|
2022-11-21 12:16:11 +09:00 |
|
Yo-An Lin
|
026d712f75
|
doc: remove FTX from Supported Exchange
|
2022-11-20 21:01:37 +08:00 |
|
Yo-An Lin
|
da4a701092
|
Remove FTX
|
2022-11-20 21:00:58 +08:00 |
|
Andy Cheng
|
8a81e68e27
|
strategy/linregmaker: add dynamic quantity
|
2022-11-18 16:42:51 +08:00 |
|
Andy Cheng
|
9be9ea2a47
|
strategy/linregmaker: add AllowOppositePosition and FasterDecreaseRatio
|
2022-11-18 15:12:38 +08:00 |
|
Andy Cheng
|
48c6326ac1
|
strategy/linregmaker: draft
|
2022-11-17 17:59:23 +08:00 |
|
Yo-An Lin
|
26d3289a4b
|
Merge pull request #1009 from zenixls2/feature/profit_factor_optimizer
|
2022-11-10 19:13:19 +08:00 |
|
zenix
|
7aaea257df
|
feature: optimizer add profitFactor optimization. Optimization value use float64 instead to save memory and boost performance
|
2022-11-10 18:17:35 +09:00 |
|
Austin Liu
|
7d03c69406
|
strategy:harmonic: fix
|
2022-11-03 15:14:56 +08:00 |
|
austin362667
|
c8aa4ae400
|
strategy: improve harmonic by adding HMM filter to denoise shark signal
strategy: improve harmonic by adding HMM filter to denoise shark signal
|
2022-11-03 15:14:56 +08:00 |
|
Yo-An Lin
|
b80ac89486
|
Merge pull request #1004 from austin362667/austin362667/irr
strategy:irr rollback to original nirr and consume kline
|
2022-11-03 13:48:22 +08:00 |
|
Austin Liu
|
6c8addc4ee
|
strategy:irr: refactor fast cancel from no wait
|
2022-11-02 16:51:06 +08:00 |
|
Austin Liu
|
5467c8ef01
|
strategy:irr rollback to original nirr and consume kline
|
2022-11-02 16:48:50 +08:00 |
|
Yo-An Lin
|
335b90a97c
|
Merge pull request #989 from austin362667/austin362667/irr
strategy:irr: a mean reversion based on box of klines in same direction
|
2022-11-02 12:59:23 +08:00 |
|
c9s
|
04855b023a
|
bbgo: listen to both order signal and the wait time channel
|
2022-11-02 12:55:13 +08:00 |
|
c9s
|
3704f3f897
|
bbgo: emit sigchan when new order is added or an order is removed
|
2022-11-02 12:42:09 +08:00 |
|
c9s
|
9bf070172a
|
bbgo: remove extra order arguments from GracefulCancelActiveOrderBook to avoid confusion
|
2022-11-02 12:34:04 +08:00 |
|
c9s
|
8707fcaa97
|
bbgo: drop FastCancelActiveOrderBook
|
2022-11-02 12:31:35 +08:00 |
|
c9s
|
1120821977
|
add activeOrderBook.Symbol check
|
2022-11-02 12:27:36 +08:00 |
|
c9s
|
7b9edd0456
|
all: rename cancelNoWait to fastCancel
|
2022-11-02 12:25:34 +08:00 |
|
なるみ
|
ba7985690f
|
Merge pull request #1000 from c9s/narumi/rebalance/backtest
fix: rebalance: fix backtest
|
2022-11-01 21:02:54 +08:00 |
|
Yo-An Lin
|
999d7b3799
|
Merge pull request #997 from zenixls2/fix/serialMarketDataStore
|
2022-10-31 18:00:39 +08:00 |
|
Yo-An Lin
|
237c2d223b
|
Merge pull request #1001 from grorge123/grorge123/roiStopLoss_cancel_order
|
2022-10-31 17:57:26 +08:00 |
|
zenix
|
3695644f97
|
fix: capitalization of drift variable
|
2022-10-31 18:50:27 +09:00 |
|
zenix
|
5b7712503f
|
fix: pendingLock on orderPendingCounter delete
|
2022-10-31 11:05:55 +09:00 |
|
grorge
|
a5555cf35a
|
feat: cancel order for exit roi take profit and loss
|
2022-10-28 17:56:07 +08:00 |
|
なるみ
|
532f3c11e7
|
fix backtest
|
2022-10-28 15:33:08 +08:00 |
|
zenix
|
b2e867e51c
|
fix: unlimited length of indicators, add draw elapsed to drift
|
2022-10-27 17:35:50 +09:00 |
|
zenix
|
493b81f16c
|
fix: remove redundant notification
|
2022-10-27 17:35:50 +09:00 |
|
zenix
|
ce86544c43
|
optimize: drift strategy to use market trade signals
|
2022-10-27 17:35:50 +09:00 |
|
zenix
|
a15d125679
|
fix: instead of aggTrade, use market trade to match kline result
|
2022-10-27 17:35:50 +09:00 |
|
zenix
|
a8d60b251f
|
fix: binance market/aggregated trade parsing for QuoteQuantity. fix related bugs in timestamp in serialmarketdatastore.
|
2022-10-27 17:35:50 +09:00 |
|
zenix
|
17825fbde1
|
fix: rate settings in telegram, make elliottwave draw async
|
2022-10-27 17:35:50 +09:00 |
|