zenix
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58736b1b2d
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refactor: extract stoploss, fix highest/lowest in trailingExit
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2022-09-29 20:15:10 +09:00 |
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zenix
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fd875c7060
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fix: add series.filter, fix fixedpoint.Four, fix modifiable for embedded fields, change drift to use openPosition, modify openPosition behavior
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2022-09-22 13:01:26 +09:00 |
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zenix
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6b6a24a655
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feature: add gma, add wdrift, export drift filter, fix: LastPrice truncation
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2022-08-23 17:22:45 +09:00 |
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zenix
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c1d9df8cdb
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feature: export drift1m, remove take profit, add profit report for listing pnl by date
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2022-08-15 21:06:46 +09:00 |
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zenix
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008814992f
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fix: date parsing in tradingview, feature: enforce trailingstop in drift, add rebalance prototype
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2022-08-15 21:02:59 +09:00 |
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zenix
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d11738b6b5
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feature: add smart cancel to drift
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2022-08-15 21:02:43 +09:00 |
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Yo-An Lin
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62aff676da
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Revert "feature: add smart cancel to drift"
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2022-08-09 16:25:36 +08:00 |
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Yo-An Lin
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55b4edc595
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Merge pull request #853 from zenixls2/feature/smartcancel_drift
feature: add smart cancel to drift
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2022-08-09 16:23:33 +08:00 |
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zenix
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214e7259ed
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fix: date parsing in tradingview, feature: enforce trailingstop in drift, add rebalance prototype
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2022-08-09 13:26:56 +09:00 |
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zenix
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53d4f21c30
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feature: add smart cancel to drift
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2022-08-09 13:26:56 +09:00 |
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Raphanus Lo
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76489873ee
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config: add example for order fee-amount protection
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2022-08-02 13:49:09 +08:00 |
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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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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 |
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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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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 |
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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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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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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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c51a99400d
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feature: add plot for series. add autocorrelation. add clone for indicators/series
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2022-07-26 18:00:05 +09:00 |
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zenix
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69b45e90e9
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add drift exit condition
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2022-07-26 18:00:05 +09:00 |
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zenix
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0ae6b6736c
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feature: use drift indicator to create basic strategy for study
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2022-07-26 18:00:05 +09:00 |
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