zenix
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d46267aff9
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feature: use ma for tp coefficient, rewrite trailing stop for drift, export all window param to yaml
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2022-07-28 19:34:12 +09:00 |
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c9s
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93593ffa06
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bbgo: add close position tag log
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2022-07-28 10:27:04 +08:00 |
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Yo-An Lin
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3aeb6912c9
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Merge pull request #846 from c9s/strategy/pivotshort
strategy/pivotshort: refactor breaklow + add fake break stop
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2022-07-27 12:18:50 +08:00 |
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c9s
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7438798390
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bbgo: add ClosedKLineStop trigger
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2022-07-27 11:47:12 +08:00 |
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Yo-An Lin
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4fd571d712
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Merge pull request #813 from zenixls2/feature/drift_study
feature: drift study
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2022-07-27 11:29:48 +08:00 |
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c9s
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3fbc634d81
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bbgo: narrow down indicator interface type
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2022-07-27 02:21:25 +08:00 |
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c9s
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3959e288fd
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all: refactor standard indicator helper and fix tests
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2022-07-26 18:35:50 +08:00 |
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c9s
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0456cdc7a9
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bbgo: add hull to the standard indicator
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2022-07-26 18:27:22 +08:00 |
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c9s
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808d742efc
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bbgo: add CCI helper
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2022-07-26 18:07:43 +08:00 |
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c9s
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f5e64e8e70
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bbgo: add ATR, ATRP, EMV to the standard indicator set
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2022-07-26 18:07:43 +08:00 |
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c9s
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1d6b1de8ba
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bbgo: rename standard indicator receiver name
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2022-07-26 18:07:43 +08:00 |
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c9s
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46afc54559
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bbgo: refactor standard indicator set
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2022-07-26 18:07:43 +08:00 |
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c9s
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0df321c880
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indicator: drop the legacy CalculateAndUpdate for standard indicators
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2022-07-26 17:30:41 +08:00 |
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zenix
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a5039de6aa
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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
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2022-07-26 18:00:05 +09:00 |
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zenix
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f2d37650a5
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fix: drift bias on long entry position condition, make cancel faster
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2022-07-26 18:00:05 +09:00 |
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zenix
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6a9e00ebd4
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fix: update drift strategy
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2022-07-26 18:00:05 +09:00 |
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c9s
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83c8bc819a
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all: drop the legacy smart stops
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2022-07-26 12:08:47 +08:00 |
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c9s
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76def2fe9d
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pull out AccountValueCalculator
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2022-07-21 19:46:58 +08:00 |
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c9s
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763ae1f62f
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bbgo: fix missing var
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2022-07-21 12:36:26 +08:00 |
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c9s
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1079757833
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bbgo: bind market data store to market data stream when allocating new instance
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2022-07-21 12:35:38 +08:00 |
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c9s
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de62d9dd67
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bbgo: fix injection
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2022-07-21 12:33:29 +08:00 |
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c9s
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c78ba6a539
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bbgo: fix strategy struct field injection phase
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2022-07-21 12:18:09 +08:00 |
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c9s
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946fb96b03
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bbgo: reformat
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2022-07-21 01:32:09 +08:00 |
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c9s
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02c978b812
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bbgo: remove volatility from the standard indicator set
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2022-07-21 01:31:42 +08:00 |
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c9s
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9f937f529e
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bbgo: refactor standard indicator
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2022-07-21 01:05:08 +08:00 |
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c9s
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ab83805b34
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bbgo: add StrategyShutdown interface
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2022-07-19 17:13:35 +08:00 |
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c9s
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8af2f2f83f
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add defaulter interface
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2022-07-19 16:59:56 +08:00 |
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c9s
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808ba2fc02
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bbgo: make slack-app-token optional
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2022-07-19 11:41:49 +08:00 |
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c9s
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9302474d51
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add 1m subscribe to RoiTakeProfit
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2022-07-19 11:00:45 +08:00 |
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c9s
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6e4c28ed1b
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disable marketTrade stop
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2022-07-17 00:59:35 +08:00 |
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c9s
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2d0fbe4b99
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fix ProtectiveStopLoss subscribe
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2022-07-16 14:45:02 +08:00 |
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c9s
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2a3118a086
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indicator: clean up and update calculator method names
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2022-07-14 09:18:42 +08:00 |
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Yo-An Lin
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8119afbb44
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Merge branch 'main' into strategy/pivotshort
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2022-07-12 23:38:23 +08:00 |
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c9s
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5bd292d0b2
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bbgo: add notify(profit)
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2022-07-08 16:43:32 +08:00 |
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c9s
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81560746bd
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all: reformat code
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2022-07-07 02:26:39 +08:00 |
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c9s
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3131786c02
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bbgo: fix trailing stop binding
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2022-07-07 02:26:39 +08:00 |
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c9s
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74593720a7
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add ExitMethodSet.Bind method
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2022-07-07 02:26:39 +08:00 |
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c9s
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d2637ce261
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trailing stop: apply ClosePosition parameter
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2022-07-07 02:26:39 +08:00 |
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c9s
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b3e04a68da
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bbgo: fix trailing stop binding
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2022-07-06 21:50:38 +08:00 |
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c9s
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3d9db2786d
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add trailing stop to the exit method
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2022-07-06 10:56:10 +08:00 |
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c9s
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b49f12300c
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add long position test for trailing stop
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-07-06 10:54:53 +08:00 |
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c9s
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03481000cc
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reset activated flag when stop order is submitted
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-07-06 03:09:57 +08:00 |
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c9s
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2bc12c0522
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add trailing stop and it's test cases with gomock
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-07-06 03:04:01 +08:00 |
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c9s
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4de5b0bc9b
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add TrailingStop2
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2022-07-05 16:10:55 +08:00 |
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c9s
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b643b8ed0d
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fix LowerShadowTakeProfit kline filter condition
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2022-07-05 12:15:31 +08:00 |
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c9s
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8ac21fa16e
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fix LowerShadowTakeProfit kline filter condition
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2022-07-05 12:14:53 +08:00 |
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c9s
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193703a9a0
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all: use tradeStats constructor
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2022-07-05 11:14:50 +08:00 |
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c9s
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ecd4df86f9
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backtest: assign user data stream to backtest.Exchange before we call EmitStart
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2022-07-04 02:21:14 +08:00 |
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c9s
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b158c44b95
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fix profit stats notification
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2022-07-01 17:32:40 +08:00 |
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c9s
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1af18a5fac
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pivotshort: fix breakLow handle event
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2022-07-01 15:30:06 +08:00 |
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