932 Commits

Author	SHA1	Message	Date
c9s	55a128ea90	pivotshort: use bbgo notify instead of just info log	2022-07-30 18:14:53 +08:00
c9s	8873101752	pivotshort: move trendEMA log	2022-07-30 18:02:28 +08:00
c9s	efaf8e9559	pivotshort: add more logs	2022-07-30 13:14:29 +08:00
c9s	bd754e1714	pivotshort: use infof log	2022-07-29 16:13:57 +08:00
Fredrik	b324149db2	added SideEffectTypeAutoRepay to supportTakeProfit	2022-07-29 09:41:35 +02:00
zenix	d46267aff9	feature: use ma for tp coefficient, rewrite trailing stop for drift, export all window param to yaml	2022-07-28 19:34:12 +09:00
c9s	30978ecbd4	pivotshort: check TrendEMA pointer	2022-07-28 11:29:27 +08:00
c9s	d61047cd26	pivotshort: add maxGradient config to trendEMA	2022-07-28 10:27:16 +08:00
c9s	5fa2606357	pivotshort: rename kLineClosedStop to fakeBreakStop	2022-07-28 09:29:10 +08:00
c9s	151d907457	use debug log for trendEMA	2022-07-27 19:22:56 +08:00
c9s	c65456e44b	pivotshort: refactor and add trendEMA to resistance short	2022-07-27 19:22:56 +08:00
c9s	2719c86400	pivotshort: drop unused tail function	2022-07-27 19:22:56 +08:00
c9s	5821dd02cb	pivotshort: fix log format	2022-07-27 19:22:56 +08:00
c9s	9b35c789ee	pivotshort: add total quantity to the notification	2022-07-27 19:22:55 +08:00
c9s	b067c02cf0	pivotshort: fix resistance order quantity calculation	2022-07-27 19:22:55 +08:00
c9s	a9eef3fb93	pivotshort: fix pivot low usage	2022-07-27 19:22:55 +08:00
Yo-An Lin	3aeb6912c9	Merge pull request #846 from c9s/strategy/pivotshort ... strategy/pivotshort: refactor breaklow + add fake break stop	2022-07-27 12:18:50 +08:00
c9s	4c6fe11796	pivotshort: rename ClosedKLineStop to fake break stop	2022-07-27 12:04:54 +08:00
c9s	7438798390	bbgo: add ClosedKLineStop trigger	2022-07-27 11:47:12 +08:00
c9s	f323e91a56	pivotshort: fix resistance short	2022-07-27 11:30:32 +08:00
Yo-An Lin	4fd571d712	Merge pull request #813 from zenixls2/feature/drift_study ... feature: drift study	2022-07-27 11:29:48 +08:00
zenix	84c7c0596d	fix: fix drift naming style, fix kline Copy -> Set	2022-07-27 12:17:33 +09:00
c9s	ac496e8488	pivotshort: refactor pivot low collector	2022-07-27 01:57:28 +08:00
c9s	b746f801f7	pivotshort: get the correct pivot low value	2022-07-27 01:56:18 +08:00
c9s	854af6b4bd	pivotshort: use new config struct stopEMA and trendEMA	2022-07-27 01:53:53 +08:00
c9s	6f64b6d08e	pivotshort: introduce new config struct	2022-07-27 01:51:47 +08:00
c9s	2822e39e7b	pivotshort: remove the legacy preloadPivot	2022-07-26 19:00:09 +08:00
c9s	3959e288fd	all: refactor standard indicator helper and fix tests	2022-07-26 18:35:50 +08:00
zenix	85f8b9510d	fix: gofmt	2022-07-26 18:00:05 +09:00
zenix	4dd4c5823f	fix: unlock lock to get latest price	2022-07-26 18:00:05 +09:00
zenix	2ceb24ad09	fix: panic on image drawing, reduce fee by smoothing the drift curve	2022-07-26 18:00:05 +09:00
zenix	553a55811c	fix: buyPrice/sellPrice calculation on one order multiple trades	2022-07-26 18:00:05 +09:00
zenix	a8fe20ae3a	fix: drift exit condition, trade_stats serialization in redis	2022-07-26 18:00:05 +09:00
zenix	a5039de6aa	feature: add omega ratio, print sharpe/omega/interval profit from trade_stats, use stdev for high/low diff for drift to estimate the variance and improve profit, add yaml marshal for dnum fixedpoint	2022-07-26 18:00:05 +09:00
zenix	b6fb5e958d	feature: deduct fee from entry, move StopLoss orders cleanup to the begin of close position function	2022-07-26 18:00:05 +09:00
zenix	ac5c7f5773	feature: add pnl / cummulative pnl graph, add continuous graph	2022-07-26 18:00:05 +09:00
zenix	62aac8ecc4	fix: indicator limits	2022-07-26 18:00:05 +09:00
zenix	0d65fe1b8a	feature: trailing stop, print mean and modify normalization function of output graph	2022-07-26 18:00:05 +09:00
zenix	c6563aa9bd	feature: add stoploss from stopPrice	2022-07-26 18:00:05 +09:00
zenix	9c73aa4adb	fix: fine tune drift config. fix atr updating issue	2022-07-26 18:00:05 +09:00
zenix	b52208d7b6	fix: bug in wrong channel subscription in drift	2022-07-26 18:00:05 +09:00
zenix	7368069c7a	fix: add persistence to drift	2022-07-26 18:00:05 +09:00
zenix	f2d37650a5	fix: drift bias on long entry position condition, make cancel faster	2022-07-26 18:00:05 +09:00
zenix	e097421b7b	feature: export canvas path for drift strategy. fix exit/entry order and fix missing columns from json parsing	2022-07-26 18:00:05 +09:00
zenix	7310feb0de	fix: highest price normalization in drift strategy	2022-07-26 18:00:05 +09:00
zenix	c51a99400d	feature: add plot for series. add autocorrelation. add clone for indicators/series	2022-07-26 18:00:05 +09:00
zenix	69b45e90e9	add drift exit condition	2022-07-26 18:00:05 +09:00
zenix	6a9e00ebd4	fix: update drift strategy	2022-07-26 18:00:05 +09:00
zenix	0ae6b6736c	feature: use drift indicator to create basic strategy for study	2022-07-26 18:00:05 +09:00
c9s	44c3e5a6f7	indicator: split pivot low indicator	2022-07-26 16:50:45 +08:00