58 Commits

Author	SHA1	Message	Date
zenix	fd875c7060	fix: add series.filter, fix fixedpoint.Four, fix modifiable for embedded fields, change drift to use openPosition, modify openPosition behavior	2022-09-22 13:01:26 +09:00
c9s	2f575488c2	pivotshort: fix log format and notification	2022-09-16 11:18:11 +08:00
c9s	539513ada0	pivotshort: fix breaklow parameters	2022-09-14 21:03:54 +08:00
c9s	53d622daf5	pivotshort: add the kline object to the notification	2022-09-14 19:08:54 +08:00
c9s	728cb6d56c	pivotshort: add one more kline pattern to check the break	2022-09-14 19:08:21 +08:00
c9s	82b4594984	pivotshort: remove unused trendEMA floats	2022-09-14 18:20:56 +08:00
c9s	ebf4abf54d	pivotshort: improve last high/low invalidation	2022-09-14 18:20:02 +08:00
c9s	402ac58b53	pivotshort: fix pilotQuantity calculation	2022-09-14 03:10:48 +08:00
c9s	b22a48cb8a	pivotshort: fix fast low pivot filtering	2022-09-12 23:32:53 +08:00
c9s	ba85e7e5ff	pivotshort: add fastWindow parameter	2022-09-12 23:26:40 +08:00
c9s	776f89b2f2	pivotshort: apply OpenPositionOptions to breakLow	2022-09-12 23:24:37 +08:00
c9s	e23ed8c783	pivotshort: add fastpivot	2022-09-12 23:13:31 +08:00
Andy Cheng	98bd6ca1d2	strategy/pivotshort: make strategy controller work	2022-09-11 14:09:46 +08:00
c9s	8dca24e9ee	all: solve cyclic import	2022-09-09 17:40:17 +08:00
c9s	a48471d4c8	pivotshort: refactor trend ema and stop ema	2022-08-26 17:52:46 +08:00
c9s	55a128ea90	pivotshort: use bbgo notify instead of just info log	2022-07-30 18:14:53 +08:00
c9s	efaf8e9559	pivotshort: add more logs	2022-07-30 13:14:29 +08:00
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	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	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
c9s	44c3e5a6f7	indicator: split pivot low indicator	2022-07-26 16:50:45 +08:00
c9s	36cfaa924d	risk: move leverage quantity calculation to the risk package	2022-07-22 11:55:24 +08:00
c9s	54affd2f99	pivotshort: quantity calculation -- sub debt	2022-07-22 11:47:48 +08:00
c9s	76def2fe9d	pull out AccountValueCalculator	2022-07-21 19:46:58 +08:00
c9s	15879adf3b	pivotshort: fix trade loss ratio	2022-07-21 13:17:46 +08:00
c9s	88c0f31e87	pivotshort: add trade loss to the quantity calculating	2022-07-21 13:05:46 +08:00
c9s	756fcb4807	pivotshort: fix min leverage protection	2022-07-21 13:04:19 +08:00
c9s	b6d0482517	pivotshort: add more logs and check	2022-07-21 12:05:05 +08:00
c9s	f72cf9bfff	pivotshort: fix quantity check	2022-07-19 11:25:27 +08:00
c9s	6e4c28ed1b	disable marketTrade stop	2022-07-17 00:59:35 +08:00
c9s	a370a5e489	pivotshort: fix on start handler	2022-07-14 18:36:28 +08:00
c9s	89ffd94d98	update pivotlow on start	2022-07-14 18:35:58 +08:00
c9s	c4332fcac2	pivotshort: add leverage settings	2022-07-14 17:44:33 +08:00
c9s	adb96cac39	pivotshort: check maximum margin leverage	2022-07-14 17:38:11 +08:00
c9s	6c91af2392	pivotshort: improve useQuantityOrBaseBalance	2022-07-14 17:36:03 +08:00
c9s	8fb216ce52	pivotshort: when resistance order is filled, reset the current resistance price	2022-07-14 16:28:30 +08:00
c9s	ee163eb441	pivotshort: add trendEMA protection	2022-07-13 11:09:57 +08:00
c9s	f5f6fabe07	pivotshort: add trendEMA and add stopEMA subscribe	2022-07-13 10:49:52 +08:00
c9s	6ce9f6a2b7	fix FilterSimpleArgs	2022-07-12 17:55:15 +08:00
c9s	b521a7cf70	pivotshort: fix resistance price update algo	2022-07-12 17:45:47 +08:00