Commit Graph

520 Commits

Author SHA1 Message Date
zenix
2a942eab0e fix: rename EVWMP to VWEMP, fix backtesting fee 2022-04-15 19:12:11 +09:00
Yo-An Lin
d6755d7ca0
Merge pull request #512 from zenixls2/feature/elliott_wave
strategy: elliott wave oscillator
2022-04-15 15:53:24 +08:00
Andy Cheng
07c30f82af
strategy: add StrategyController to bollmaker 2022-04-15 15:38:40 +08:00
c9s
f91132f35c bollmaker: avoid using time in force in maker order 2022-04-15 11:40:43 +08:00
zenix
6f04789111 fix: rename packae name 2022-04-14 20:01:13 +09:00
zenix
4ee73149c1 feature: add heikinashi 2022-04-14 19:58:05 +09:00
zenix
2f51441256 fix: remove smartstop. use dynamic stoploss. improve profit and lower the lost 2022-04-13 21:10:07 +09:00
zenix
a0e218a5c6 use trailingstop 2022-04-13 21:10:07 +09:00
zenix
fcf29f7e11 fix: doing some performance tuning 2022-04-13 21:10:07 +09:00
zenix
0fe14c5fe5 feature: post orders for ewo 2022-04-13 21:10:07 +09:00
zenix
42a3737f2e fix: use series in ewo to predict values 2022-04-13 21:10:07 +09:00
zenix
017dd4175a feature: implement Elliott Wave Oscilla 2022-04-13 21:10:07 +09:00
なるみ
859933d4ed Avoid to use map[string]fixedpoint.Value 2022-04-11 23:26:05 +08:00
Andy Cheng
854a364b38
strategy: use fixedpoint.Zero instead 2022-04-10 00:03:37 +08:00
Andy Cheng
ceccba43f9
strategy: re-submit trailing stop order if previous one failed 2022-04-08 18:46:41 +08:00
Andy Cheng
d94e8e3826
strategy: check trailing stop order creation success 2022-04-08 18:41:19 +08:00
Andy Cheng
f9052f3397
strategy: fix load CurrentHighestPrice bug 2022-04-08 18:35:02 +08:00
Yo-An Lin
6c20ec3c85
Merge pull request #499 from austin362667/strategy/bollmaker
strategy: add bollmaker futures support
2022-04-07 10:11:41 +08:00
Yo-An Lin
ed0384c85a
Merge pull request #501 from andycheng123/fix-support
strategy: fix wrong support condition
2022-04-06 18:57:39 +08:00
Andy Cheng
75f3e33543
strategy: use stop limit due to sop market unsupported by binance 2022-04-02 21:32:40 +08:00
Andy Cheng
8f4ba971f1
strategy: fix typo 2022-04-02 21:27:52 +08:00
Andy Cheng
c2747ca9e4
strategy: remove TimeInForce when sending trailing stop order 2022-04-02 21:19:47 +08:00
Andy Cheng
861fd84fd4
strategy: use stop market to tp instead of stop limit 2022-03-31 11:10:53 +08:00
Andy Cheng
8782104f1a
strategy: remove unnecessary notification 2022-03-30 16:46:42 +08:00
なるみ
8881b9e105
Fix package name 2022-03-29 21:51:50 +08:00
Andy Cheng
934e4aa69f
strategy: fix wrong support condition 2022-03-29 11:46:01 +08:00
austin362667
a8484046d3 bollmaker: add TimeInForce for futures limit order support 2022-03-28 21:12:45 +08:00
Yo-An Lin
1a29bc7362
Merge pull request #492 from andycheng123/tg-control
feature: strategy controller
2022-03-26 15:41:59 +08:00
なるみ
83e37f52a8 Rebalance on kline closed 2022-03-24 12:50:40 +08:00
Andy Cheng
fb8b79f38d
interact: rename GetStrategyStatus() to GetStatus() 2022-03-21 16:12:23 +08:00
Andy Cheng
ffd5c646e9
interact: refactor interface func name 2022-03-21 15:08:15 +08:00
Andy Cheng
5f7710103d
type: add StrategyStatus type 2022-03-21 15:01:15 +08:00
Andy Cheng
ce6efd9333
strategy: add EmergencyStop() to support strategy 2022-03-21 11:51:12 +08:00
Andy Cheng
b6aff9674c
strategy: add StrategyController functions to support strategy 2022-03-21 10:20:12 +08:00
c9s
f85db9be61 improve asset summary layout and format 2022-03-18 17:13:37 +08:00
zenix
77a88aabe4 feature: add CancelOrders and CancelOrdersTo to executor 2022-03-16 21:38:09 +09:00
Yo-An Lin
00b8f7d6b7
Merge pull request #479 from andycheng123/position-closer
strategy: add PositionCloser function for support strategy
2022-03-15 21:59:21 +08:00
zenix
d6995e40ff fix: submit order on userDataStream == nil 2022-03-15 20:51:15 +09:00
Andy Cheng
72a6877094
strategy: add PositionCloser function for support strategy 2022-03-15 19:19:44 +08:00
Yo-An Lin
ab447a152f
Merge pull request #475 from andycheng123/fix-support
fix support strategy
2022-03-15 16:50:03 +08:00
Andy Cheng
231085d507
strategy: add PositionReader function for support strategy 2022-03-15 16:46:27 +08:00
Andy Cheng
b94096cb2e
strategy: cache orders.IDs() in orderIds 2022-03-15 16:44:43 +08:00
c9s
4b89f4a48b bollmaker: fix profit stats notification 2022-03-14 21:21:58 +08:00
c9s
5db4e11167 rewrite trade profit handling 2022-03-14 21:21:58 +08:00
c9s
6fec30d79c call record position on trade 2022-03-14 21:21:58 +08:00
c9s
d67b800e7e use RecordPosition 2022-03-14 21:21:58 +08:00
c9s
b1559bcbe3 fix persistence injection 2022-03-14 21:21:43 +08:00
Andy Cheng
822fea44fc
strategy: fix index out of range error 2022-03-14 12:01:17 +08:00
Andy Cheng
ad7605e7b2
strategy: do not submit order if current position < market.MinQuantity 2022-03-14 11:45:24 +08:00
c9s
b1ba5386b3 fix bbgo.Notifiability injection 2022-03-06 16:09:15 +08:00