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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3adeb46c65
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config: update pivotshort default config
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2022-07-27 01:58:19 +08:00 |
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c9s
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feef912930
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indicator: pivot low reformat
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2022-07-27 01:58:05 +08:00 |
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c9s
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ac496e8488
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pivotshort: refactor pivot low collector
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2022-07-27 01:57:28 +08:00 |
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c9s
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b746f801f7
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pivotshort: get the correct pivot low value
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2022-07-27 01:56:18 +08:00 |
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c9s
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854af6b4bd
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pivotshort: use new config struct stopEMA and trendEMA
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2022-07-27 01:53:53 +08:00 |
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c9s
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6f64b6d08e
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pivotshort: introduce new config struct
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2022-07-27 01:51:47 +08:00 |
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c9s
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4fd318701d
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indicator: fix slice
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2022-07-27 01:43:36 +08:00 |
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c9s
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0e18aa68f7
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indicator: fix length slice calculation
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2022-07-27 01:32:37 +08:00 |
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c9s
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5dd14feb42
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indicator: fix pivot low indicator
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2022-07-27 01:30:43 +08:00 |
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c9s
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076f196621
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risk: return quantity directly if it's not zero
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2022-07-27 01:29:53 +08:00 |
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c9s
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578e4b2801
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indicator: fix pivot low indicator
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2022-07-27 00:58:05 +08:00 |
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Yo-An Lin
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605c66556e
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Merge pull request #844 from c9s/strategy/pivotshort
strategy/pivotshort: refactor and update indicator api usage
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2022-07-26 23:43:22 +08:00 |
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zenix
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da51bf44c8
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fix: rebase error
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2022-07-26 20:14:23 +09:00 |
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c9s
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2822e39e7b
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pivotshort: remove the legacy preloadPivot
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2022-07-26 19:00:09 +08:00 |
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c9s
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f460a7901d
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indicator: refactor macd indicator
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2022-07-26 19:00:09 +08:00 |
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Yo-An Lin
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2758239e40
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Merge pull request #845 from c9s/refactor/standard-indicator
refactor: refactor standard indicator and add simple indicator interface
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2022-07-26 18:45:13 +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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2459dbd384
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indicator: refactor hull indicator
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2022-07-26 18:26:52 +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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94efa8890b
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rename inf.go to interface.go
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2022-07-26 18:07:43 +08:00 |
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c9s
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82673e501b
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indicator: fix test cases
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2022-07-26 18:07:43 +08:00 |
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c9s
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16c62eab2b
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indicator/pivotlow: drop the legacy CalculateAndUpdate
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2022-07-26 17:33:09 +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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c9s
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8bf9b280fc
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add low indicator
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2022-07-26 17:27:38 +08:00 |
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c9s
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eeab328648
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indicator: rewrite pivotlow indicator
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2022-07-26 17:00:17 +08:00 |
|
zenix
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85f8b9510d
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fix: gofmt
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2022-07-26 18:00:05 +09:00 |
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zenix
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4dd4c5823f
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fix: unlock lock to get latest price
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2022-07-26 18:00:05 +09:00 |
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zenix
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2ceb24ad09
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fix: panic on image drawing, reduce fee by smoothing the drift curve
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2022-07-26 18:00:05 +09:00 |
|
zenix
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553a55811c
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fix: buyPrice/sellPrice calculation on one order multiple trades
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2022-07-26 18:00:05 +09:00 |
|
zenix
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d2dee44647
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fix: ewma copy
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2022-07-26 18:00:05 +09:00 |
|
zenix
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a8fe20ae3a
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fix: drift exit condition, trade_stats serialization in redis
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2022-07-26 18:00:05 +09:00 |
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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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b6fb5e958d
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feature: deduct fee from entry, move StopLoss orders cleanup to the begin of close position function
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2022-07-26 18:00:05 +09:00 |
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zenix
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ac5c7f5773
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feature: add pnl / cummulative pnl graph, add continuous graph
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2022-07-26 18:00:05 +09:00 |
|
zenix
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62aac8ecc4
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fix: indicator limits
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2022-07-26 18:00:05 +09:00 |
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zenix
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0d65fe1b8a
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feature: trailing stop, print mean and modify normalization function of output graph
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2022-07-26 18:00:05 +09:00 |
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zenix
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c6563aa9bd
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feature: add stoploss from stopPrice
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2022-07-26 18:00:05 +09:00 |
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zenix
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9c73aa4adb
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fix: fine tune drift config. fix atr updating issue
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2022-07-26 18:00:05 +09:00 |
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zenix
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b52208d7b6
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fix: bug in wrong channel subscription in drift
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2022-07-26 18:00:05 +09:00 |
|
zenix
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7368069c7a
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fix: add persistence to drift
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2022-07-26 18:00:05 +09:00 |
|
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 |
|
zenix
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55704fdd21
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fix: Reverse length, alma comment
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2022-07-26 18:00:05 +09:00 |
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zenix
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e097421b7b
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feature: export canvas path for drift strategy. fix exit/entry order and fix missing columns from json parsing
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2022-07-26 18:00:05 +09:00 |
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zenix
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586f1ff269
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fix: clone on sma
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2022-07-26 18:00:05 +09:00 |
|
zenix
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83f8b7a84e
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fix: logistic regression test case
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2022-07-26 18:00:05 +09:00 |
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