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5,341 Commits 61 Branches 138 Tags 189 MiB
6176c06002
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961 Commits

Author SHA1 Message Date
Andy Cheng
6176c06002 strategy/supertrend: use pointer for AccumulatedProfitReport field in strategy struct 2022-08-24 13:58:30 +08:00
Andy Cheng
978db22c0a strategy/supertrend: accumulated daily profit uses its own window config 2022-08-24 11:23:48 +08:00
Andy Cheng
592eae8c3c strategy/supertrend: output by interval 2022-08-23 18:43:13 +08:00
Andy Cheng
2b638d1f8f strategy/supertrend: use pkg/data/tsv for tsv output 2022-08-16 15:49:08 +08:00
Andy Cheng
f7feb7e0fc strategy/supertrend: output acc. profit report to tsv file 2022-08-16 14:42:04 +08:00
c9s
3bdc6c7f28
bollmaker: remove unused embedded struct 2022-08-10 23:46:24 +08:00
Yo-An Lin
62aff676da
Revert "feature: add smart cancel to drift" 2022-08-09 16:25:36 +08:00
zenix
5be6e822e9 fix: highest price and lowest price reset, condition gets crossed 2022-08-09 13:26:56 +09:00
zenix
2c4e03a102 fix: takeProfitFactor NaN 2022-08-09 13:26:56 +09:00
zenix
0e3aecb549 fix: drift pnl calculation and graph drawing, filter periods other than s.Interval and 1m 2022-08-09 13:26:56 +09:00
zenix
9704c09a09 feature: output config to telegram 2022-08-09 13:26:56 +09:00
zenix
45e819ebe7 feature: create simpleinteract and remove command in notification 2022-08-09 13:26:56 +09:00
zenix
4117a83cd1 feature: send photo through telegram, register handler dynamically in strategy, fix canvas rendering 2022-08-09 13:26:56 +09:00
zenix
214e7259ed fix: date parsing in tradingview, feature: enforce trailingstop in drift, add rebalance prototype 2022-08-09 13:26:56 +09:00
zenix
53d4f21c30 feature: add smart cancel to drift 2022-08-09 13:26:56 +09:00
Andy Cheng
ef18791c6a
Merge pull request #865 from andycheng123/fix/protective-stoploss 
fix: protectivestoploss not working on long position
 2022-08-09 12:15:33 +08:00
austin362667
bb4db871b2 factorzoo: add comments for strategy 
factorzoo: add comments for strategy
 2022-08-09 00:01:34 +08:00
austin362667
d282568614 factorzoo: add customized indicators 2022-08-08 23:50:42 +08:00
austin362667
bdb04a4322 strategy: factorzoo: refactor to logistic regression 
re-format
 2022-08-08 20:09:15 +08:00
Andy Cheng
5455ae810b strategy/supertrend: only show nterval profit report in backtesting 2022-08-08 17:42:21 +08:00
Andy Cheng
c6407e92c8 strategy/supertrend: supertrend indicator adapted new indicator API 2022-08-08 13:07:59 +08:00
Andy Cheng
9d0eecc5bc strategy/supertrend: linreg adapted new indicator API 2022-08-08 12:43:38 +08:00
Andy Cheng
737f6e99ba strategy/supertrend: use CalculateQuoteQuantity() in strategy 2022-08-05 16:28:42 +08:00
Andy Cheng
b564e69f82 strategy/supertrend: add CalculateQuoteQuantity() 2022-08-05 15:59:20 +08:00
Andy Cheng
eb57e80119 strategy/supertrend: different qty calculation for spot and leveraged 2022-08-05 15:11:15 +08:00
Andy Cheng
550f2f3fd7 strategy/supertrend: adapt risk.AccountValueCalculator 2022-08-05 11:47:36 +08:00
Andy Cheng
9369ad3155 strategy/supertrend: adapt SetIntervalProfitCollector 2022-08-04 10:39:52 +08:00
Andy Cheng
5d1bfc6010 strategy/supertrend: add last period accumulated profit report 2022-08-03 15:31:20 +08:00
Andy Cheng
dc9ecdd6ca strategy/supertrend: add accumulated profit SMA report 2022-08-03 14:04:30 +08:00
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