Andy Cheng
41e27a8e38
strategy/linregmaker: default value of spread
2022-11-23 17:44:40 +08:00
Andy Cheng
0f0549fa42
strategy/linregmaker: dynamic exposure works on both direction
2022-11-23 17:23:18 +08:00
Andy Cheng
fbc949a133
strategy/linregmaker: validate basic config parameters
2022-11-23 16:58:24 +08:00
Andy Cheng
cc124d4264
strategy/linregmaker: works w/o dynamic qty
2022-11-23 16:53:08 +08:00
Andy Cheng
e776c9e5ea
strategy/linregmaker: use session standard indicator set
2022-11-23 12:28:38 +08:00
Andy Cheng
37a2fedf15
strategy/linregmaker: dynamic qty uses linreg slope ratio
2022-11-22 18:24:04 +08:00
Andy Cheng
dd0f13e742
strategy/linregmaker: misc
2022-11-22 11:35:32 +08:00
Andy Cheng
f121218ede
strategy/linregmaker: prototype
2022-11-21 13:46:13 +08:00
zenix
a6e0edbb3c
fix: naming of prepare function of openPosition and add comments
2022-11-21 12:16:11 +09:00
zenix
109f4d0e3e
fix: Position not synchronized in drift. add DisableNotify for GeneralOrderExecutor
2022-11-21 12:16:11 +09:00
zenix
27800e95bd
feature: add cancel_replace for binance, add FastSubmitOrders, fix drift leakage on pendingOrderCounter
2022-11-21 12:16:11 +09:00
Andy Cheng
8a81e68e27
strategy/linregmaker: add dynamic quantity
2022-11-18 16:42:51 +08:00
Andy Cheng
9be9ea2a47
strategy/linregmaker: add AllowOppositePosition and FasterDecreaseRatio
2022-11-18 15:12:38 +08:00
Andy Cheng
48c6326ac1
strategy/linregmaker: draft
2022-11-17 17:59:23 +08:00
Austin Liu
7d03c69406
strategy:harmonic: fix
2022-11-03 15:14:56 +08:00
austin362667
c8aa4ae400
strategy: improve harmonic by adding HMM filter to denoise shark signal
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strategy: improve harmonic by adding HMM filter to denoise shark signal
2022-11-03 15:14:56 +08:00
Austin Liu
6c8addc4ee
strategy:irr: refactor fast cancel from no wait
2022-11-02 16:51:06 +08:00
Austin Liu
5467c8ef01
strategy:irr rollback to original nirr and consume kline
2022-11-02 16:48:50 +08:00
Yo-An Lin
335b90a97c
Merge pull request #989 from austin362667/austin362667/irr
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strategy:irr: a mean reversion based on box of klines in same direction
2022-11-02 12:59:23 +08:00
c9s
7b9edd0456
all: rename cancelNoWait to fastCancel
2022-11-02 12:25:34 +08:00
なるみ
ba7985690f
Merge pull request #1000 from c9s/narumi/rebalance/backtest
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fix: rebalance: fix backtest
2022-11-01 21:02:54 +08:00
zenix
3695644f97
fix: capitalization of drift variable
2022-10-31 18:50:27 +09:00
zenix
5b7712503f
fix: pendingLock on orderPendingCounter delete
2022-10-31 11:05:55 +09:00
なるみ
532f3c11e7
fix backtest
2022-10-28 15:33:08 +08:00
zenix
b2e867e51c
fix: unlimited length of indicators, add draw elapsed to drift
2022-10-27 17:35:50 +09:00
zenix
493b81f16c
fix: remove redundant notification
2022-10-27 17:35:50 +09:00
zenix
ce86544c43
optimize: drift strategy to use market trade signals
2022-10-27 17:35:50 +09:00
zenix
17825fbde1
fix: rate settings in telegram, make elliottwave draw async
2022-10-27 17:35:50 +09:00
zenix
675f84dccf
fix: SerialMarketDataStore together with backtests
2022-10-27 17:35:50 +09:00
austin362667
6e29359c85
strategy:irr: fix logical error
2022-10-19 22:08:44 +08:00
austin362667
778a3d8be1
strategy:irr: clean up
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strategy:irr: clean up
strategy:irr: clean up
strategy:irr: clean up
2022-10-19 17:29:05 +08:00
austin362667
614209e9fd
strategy:irr fix kline time syncing
2022-10-19 17:10:33 +08:00
austin362667
612261c48c
strategy:irr add klines box mean reversion
2022-10-19 16:02:20 +08:00
austin362667
303e2c8413
strategy:irr: redesign to maker strategy
2022-10-19 16:02:20 +08:00
austin362667
42d87adeec
strategy:irr: rollback to interval time ticker
2022-10-19 16:02:20 +08:00
austin362667
7974ee8fd3
strategy:irr: seperate alphas
2022-10-19 16:02:20 +08:00
austin362667
58bdb9b194
strategy:irr remove alpha ranking
2022-10-19 16:02:20 +08:00
austin362667
2b397940b8
strategy:irr fix draw goroutine
2022-10-19 16:02:20 +08:00
austin362667
150c37995e
strategy:irr redesign trigger
2022-10-19 16:02:20 +08:00
austin362667
a3dd93dd9a
strategy:irr: add backtest/realtime ability
2022-10-19 16:02:20 +08:00
zenix
09c85d346c
feature: add cancelNoWait in GeneralOrderExecutor to make cancellation in 1s faster
2022-10-17 15:14:36 +08:00
なるみ
9330b9fde5
change variable names
2022-10-13 18:18:02 +08:00
Andy Cheng
aa492a05a1
fix/supertrend-strategy: LinReg baseline slope wrongly calculated as reciprocal
2022-10-07 13:48:16 +08:00
Yo-An Lin
4d42a61607
Merge pull request #976 from austin362667/austin362667/harmonic
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strategy: add harmonic shark pattern recognition
2022-10-05 00:37:23 +08:00
austin362667
600b17460d
strategy:irr fix drawing defer close IO issue
2022-10-04 18:47:14 +08:00
austin362667
22ef28bc39
strategy:harmonic fix drawing defer close IO issue
2022-10-04 18:44:42 +08:00
austin362667
3c52e9e145
strategy: refactor draw lib
2022-10-04 15:23:48 +08:00
austin362667
26d640ff3b
strategy: fix irr
2022-10-04 15:23:48 +08:00
austin362667
ec60c708c3
strategy: upgrade harmonic persistence sync
2022-10-04 15:22:52 +08:00
austin362667
60e51e1470
strategy: refactor harmonic draw lib
2022-10-04 15:20:17 +08:00
austin362667
f1ae7b5f30
strategy: add harmonic shark pattern recognition
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strategy: add harmonic shark pattern recognition
2022-10-04 15:20:17 +08:00
c9s
8a50474ad1
all: add context parameter to Sync()
2022-10-03 18:45:24 +08:00
c9s
f7e76c0518
all: remove bbgo.Persistence
2022-10-03 18:37:53 +08:00
c9s
59287b5116
all: support context isolation
2022-10-03 16:01:08 +08:00
zenix
5c1d0f95e2
fix/drift_stoploss
2022-10-03 14:00:18 +09:00
zenix
8e82e24c05
fix: drift close position with retry limit
2022-09-29 20:31:10 +09:00
zenix
58736b1b2d
refactor: extract stoploss, fix highest/lowest in trailingExit
2022-09-29 20:15:10 +09:00
zenix
5086af2886
fix: reduce Quantity precheck, drift condition, ewo refactor
2022-09-28 20:06:37 +09:00
c9s
7b47a51fae
irr: fix strategy id
2022-09-28 17:07:13 +08:00
Yo-An Lin
1b531b66a2
Merge pull request #959 from austin362667/austin362667/factorzoo
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stratgy: add irr
2022-09-28 17:05:03 +08:00
Yo-An Lin
bf7829973a
Merge pull request #968 from zenixls2/refactor/dump_param
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feature: add config dump / param dump / param modify for elliottwave
2022-09-28 16:50:36 +08:00
zenix
b2875eedc5
feature: add config dump / param dump / param modify for elliottwave, refactor param dump
2022-09-27 20:26:59 +09:00
zenix
ad4ee93033
fix: wrong tag in drift
2022-09-26 20:16:27 +09:00
Yo-An Lin
8d92d43710
Merge pull request #955 from narumiruna/improve-marketcap
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FEATURE: marketcap: reduce frequency of querying data from coinmarketcap
2022-09-24 01:54:30 +08:00
zenix
fdbcaef2ca
fix: use ZeroAssetError, refactor
2022-09-22 20:26:18 +09:00
なるみ
4b1f7c65ce
reduce frequency of querying data from coinmarketcap
2022-09-22 14:12:18 +08:00
zenix
ac2f7decdf
fix: dup naming, remove Leverage from drift field
2022-09-22 13:48:01 +09:00
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
247a22c4fe
xmaker: fix profit stats notification
2022-09-20 15:09:22 +08:00
austin362667
beb13449cb
strategy: refactor oneliner to irr
2022-09-20 10:32:57 +08:00
austin362667
4f99110d2b
stratgy: add oneliner
2022-09-20 10:32:57 +08:00
Yo-An Lin
29376defa3
Merge pull request #958 from c9s/strategy/pivotshort
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WIP: strategy/pivotshort: more improvements
2022-09-19 17:27:31 +08:00
c9s
f9f2df29e7
types: use passed time to reset today pnl
2022-09-19 09:33:18 +08:00
Yo-An Lin
3230088f9f
Merge pull request #953 from zenixls2/fix/drift
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fix: drift minus weight, preloaded kline not enough
2022-09-17 18:15:44 +08:00
Yo-An Lin
39c347f0a0
Merge pull request #950 from c9s/strategy/pivotshort
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strategy/pivotshort
2022-09-17 18:14:41 +08:00
zenix
7044b0d8ea
fix: drift minus weight, preloaded kline not enough
2022-09-16 19:11:36 +09:00
Zenix
44de961ea1
Merge pull request #942 from zenixls2/feature/modifiable
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feature: add modify tg command. fix wdrift ma length
2022-09-16 15:23:38 +09:00
c9s
2f575488c2
pivotshort: fix log format and notification
2022-09-16 11:18:11 +08:00
c9s
9819f0941b
pivotshort: clean up debug comment
2022-09-16 01:24:01 +08:00
c9s
cd338f8fe2
pivotshort: add pivotWindow parameter
2022-09-16 01:23:15 +08:00
c9s
3d7fc75e4b
pivotshort: add MACDDivergence protection
2022-09-16 01:15:18 +08:00
c9s
e2dd7c7360
indicator: improve macd indicator update callback
2022-09-15 17:53:12 +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
67b526120a
indicator/macd: fix update callback and add log in pivotshort
2022-09-14 18:41:11 +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
Yo-An Lin
dc195e824b
Merge pull request #920 from austin362667/austin362667/factorzoo
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strategy: add trend trader
2022-09-14 15:00:08 +08:00
Yo-An Lin
a3034546f4
Merge pull request #945 from narumiruna/feature/marketcap/coinmarketcap
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FEATURE: marketcap: get marketcap values from coinmarketcap
2022-09-14 10:58:08 +08:00
zenix
d40b34e4d6
feature: add modify tg command. fix wdrift ma length
2022-09-14 11:08:10 +09:00
c9s
402ac58b53
pivotshort: fix pilotQuantity calculation
2022-09-14 03:10:48 +08:00
なるみ
7b218e65e2
remove unused field
2022-09-14 02:51:12 +08:00
なるみ
71ae75df73
fixup! get marketcap values from coinmarketcap
2022-09-14 02:47:12 +08:00
なるみ
e7a7e21b68
remove notifiability
2022-09-14 02:46:23 +08:00
なるみ
9b5f204cbe
get marketcap values from coinmarketcap
2022-09-14 02:44:57 +08:00
c9s
b4990f173d
xnav: fix negative usd value check
2022-09-14 02:20:54 +08:00
c9s
7617679651
pivotshort: add EarlyStopRatio config
2022-09-14 02:18:39 +08:00
c9s
fe9a546c65
pivotshort: improve notification
2022-09-14 02:18:39 +08:00
c9s
f0ea9a357a
pivotshort: add one more kline price compare condition
2022-09-14 02:18:39 +08:00
なるみ
0a07a70415
Merge pull request #943 from narumiruna/fix/marketcap-market-error
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FIX: fix market error
2022-09-13 23:45:41 +08:00
なるみ
9af58b07ec
fix market error
2022-09-13 23:35:29 +08:00
c9s
613b23eab5
pivotshort: add FastWindow parameter
2022-09-13 13:09:11 +08:00
c9s
e171932f07
pivotshort: fix fast high filtering
2022-09-13 11:57:38 +08:00
c9s
68d40de62c
pivotshort/failedbreakhigh: call OpenPosition method
2022-09-12 23:38:27 +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
04f7b96c6a
pivotshort: add fast pivot high filtering
2022-09-12 23:13:31 +08:00
c9s
e23ed8c783
pivotshort: add fastpivot
2022-09-12 23:13:31 +08:00
Raphanus Lo
8286356d3b
bollmaker: fix settings overriding
2022-09-12 00:27:11 +08:00
Raphanus Lo
cf16176f5e
bollmaker: fix backward compatibility of dynamic spread settings
2022-09-11 20:58:13 +08:00
c9s
a425c940fa
bollmaker: add trendEMA support
2022-09-11 17:28:54 +08:00
c9s
080b4dea95
bollmaker: add doc file for bollmaker
2022-09-11 16:56:05 +08:00
Yo-An Lin
3c4bad6124
Merge pull request #930 from andycheng123/fix/pivotshort-trendema
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Fix: Pivotshort
2022-09-11 16:53:02 +08:00
Fredrik
386ab1f6f3
refactor draw on supertrend
2022-09-11 09:48:08 +02:00
Fredrik
3a188aa66a
rename variables
2022-09-11 08:44:59 +02:00
Andy Cheng
98bd6ca1d2
strategy/pivotshort: make strategy controller work
2022-09-11 14:09:46 +08:00
Fredrik
e02840e08d
Feature: draw pnl
2022-09-11 01:19:23 +02:00
Yo-An Lin
d45bc9e509
Merge pull request #927 from c9s/refactor/submit-order
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refactor: simplify submit order
2022-09-11 02:58:47 +08:00
c9s
29105eb57f
all: simplify underlying exchange submitOrder method
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- Replace SubmitOrders with SubmitOrder
- Accept only one submit order and return one created order
- Add bbgo.BatchPlaceOrders helper method and bbgo.BatchRetryPlaceOrders method
2022-09-09 18:41:06 +08:00
Yo-An Lin
e86df62daf
Merge pull request #925 from c9s/feature/open-position
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feature: order executor open position method
2022-09-09 17:58:12 +08:00
c9s
8dca24e9ee
all: solve cyclic import
2022-09-09 17:40:17 +08:00
c9s
2e95246687
bbgo: add OpenPosition method
2022-09-09 13:57:39 +08:00
c9s
90f3727d68
pivotshort: log submit order error
2022-09-08 23:19:14 +08:00
c9s
edc8c132d5
pivotshort: print stopEMA protection
2022-09-08 23:17:35 +08:00
Yo-An Lin
3e07f1fa86
Merge pull request #921 from andycheng123/improve/supertrend-strategy-profit-report
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strategy/supertrend: use ma by day instead of by trade
2022-09-08 12:15:50 +08:00
Andy Cheng
6ca1a80cf9
strategy/supertrend: use ma by day instead of by trade
2022-09-07 18:27:11 +08:00
Zenix
afad9cca47
Merge pull request #910 from zenixls2/feature/ewo_renew
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SerialMarketDataStore, elliottwave renewal
2022-09-07 18:54:01 +09:00
austin362667
46b3fabfe3
strategy: add trend trader
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strategy: add trend treader
strategy: add trend treader
2022-09-07 16:11:31 +08:00
austin362667
8b97e4c4e8
audacity: finalize strategy
2022-09-07 16:05:51 +08:00
austin362667
713ead669e
audacity: stddev outlier func & all order change to maker
2022-09-07 16:05:51 +08:00
austin362667
43a3e21a7b
audacitymaker: rename perTrade
2022-09-07 16:05:51 +08:00
austin362667
132f700377
builtib: update strategy registery
2022-09-07 16:05:51 +08:00
austin362667
1d727345ee
strategy: redesign to audacitymaker
2022-09-07 16:05:51 +08:00
austin362667
833d30ce64
ktrade: add second try
2022-09-07 16:05:51 +08:00
austin362667
6a119bfca0
ktrade: remove ticker
2022-09-07 16:05:51 +08:00
austin362667
a18a06819e
ktrade: error handling
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ktrade: remove error handling
ktrade: remove error handling
ktrade: remove error handling
ktrade: error handling
2022-09-07 16:05:51 +08:00
austin362667
49f7c3de46
ktrade: rounding instead of ceil/floor
2022-09-07 16:05:51 +08:00
austin362667
42d7117464
strategy: add ktrade
2022-09-07 16:05:51 +08:00
zenix
e7a5669018
fix: lowestPrice in elliottwave, add more logs
2022-09-07 15:02:38 +09:00
zenix
36a5579660
fix: SourceSelector json marshal/unmarshal without Init from strategy. smartCancel check on order status
2022-09-06 19:08:05 +09:00
zenix
67e57b49eb
fix: move sourceselector to bbgo folder
2022-09-06 14:43:05 +09:00
zenix
b35bce1afd
fix: remove non-code file
2022-09-06 14:36:55 +09:00
zenix
1d0893b699
fix: enable interval parsing for non-whitelisted time spans
2022-09-06 14:26:17 +09:00
zenix
6c8902dd9c
fix: export kline query limit as a variable for preload decisions from strategy
2022-09-05 20:36:41 +09:00
zenix
28802dd107
feature: re-implement heikinashi for elliottwave
2022-09-05 19:32:35 +09:00
zenix
4a878b5596
fix: rename generalorderexecutor.cancel to gracefulcancelorder
2022-09-05 19:32:35 +09:00
zenix
ff7fd38372
feature: ewo add draw function
2022-09-05 19:32:35 +09:00
zenix
81084ddea6
feature: SerialMarketDataStore from session
2022-09-05 19:32:35 +09:00
zenix
938dc3c497
feature: add serialmarketdatastore, add elliottwave strategy to replace ewoDgtrd, add active cancel on general order executor, add pca
2022-09-05 19:32:35 +09:00
Zenix
57d283726a
Merge pull request #900 from zenixls2/fix/backtest
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fix: backtest
2022-09-01 11:57:05 +09:00
Yo-An Lin
58487aca4b
Merge pull request #908 from c9s/strategy/pivotshort-failed-break-high
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strategy/pivotshort: failed break high improvements
2022-08-31 13:56:59 +08:00
c9s
149b1e1444
pivotshort: add BreakInterval config
2022-08-31 13:00:32 +08:00
c9s
3598550d3f
pivotshort: vwma interval should be consistent
2022-08-31 13:00:25 +08:00
c9s
c7bff1695e
pivotshort: avoid using 1m interval to check break
2022-08-31 12:59:54 +08:00
c9s
df902b236c
pivotshort: add vwma condition
2022-08-31 12:59:48 +08:00
Raphanus Lo
0b6cc6d3cd
strategy: bollmaker: sensitivity factor of BB width ratio
2022-08-31 04:31:17 +08:00
c9s
9d97eedc0e
pivotshort: add failedBreakHigh
2022-08-31 00:37:17 +08:00
c9s
ca1e9e9657
pivotshort: remove the legacy support take profit
2022-08-31 00:37:12 +08:00
Raphanus Lo
6314a31554
strategy: bollmaker: dynamic spread by weighted Bollinger width ratio
2022-08-29 21:41:34 +08:00
zenix
1eb03c3dba
fix: taker price, matching engine kline emit order and process order, nan in sortino and sharpe
2022-08-29 14:11:02 +09:00
c9s
11854db51a
pivotshort: move SupportTakeProfit to the core api
2022-08-26 18:09:46 +08:00
c9s
c8c7211e75
pivotshort: fix resistance short subscribe
2022-08-26 17:55:59 +08:00
c9s
a48471d4c8
pivotshort: refactor trend ema and stop ema
2022-08-26 17:52:46 +08:00
c9s
52d245ecf1
floats: move floats related functions and add crossover, crossunder funcs
2022-08-26 16:15:39 +08:00
Raphanus Lo
a2ab9db4eb
strategy: bollmaker: fix nil pointer
2022-08-25 23:43:31 +08:00
c9s
5953fe49d1
all: move float slice/map to a single package
2022-08-25 17:31:42 +08:00
Andy Cheng
e2774ed2b5
Merge pull request #880 from andycheng123/improve/supertrend-strategy-report
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Improve: strategy-supertrend output acc. profit report to tsv file
2022-08-25 14:25:03 +08:00
Andy Cheng
fcaa6466b6
strategy/bollmaker: preload dynamic spreads
2022-08-25 13:44:38 +08:00
c9s
702ce5220b
autoborrow: improve debtRatio repay
2022-08-25 11:05:31 +08:00
Yo-An Lin
066b0ca30e
Merge pull request #892 from c9s/feature/pivot-right-window
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feature: add pivot low right window support
2022-08-24 19:44:44 +08:00
c9s
2e71e63fae
all: fix interval window struct usage
2022-08-24 18:17:37 +08:00
Zenix
3a98ae00b9
Merge pull request #890 from zenixls2/feature/wdrift
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weighted drift
2022-08-24 16:59:25 +09:00
Andy Cheng
6176c06002
strategy/supertrend: use pointer for AccumulatedProfitReport field in strategy struct
2022-08-24 13:58:30 +08:00
c9s
88f243c91b
util: move math util functions to util
2022-08-24 11:34:55 +08:00
Andy Cheng
978db22c0a
strategy/supertrend: accumulated daily profit uses its own window config
2022-08-24 11:23:48 +08:00
Andy Cheng
592eae8c3c
strategy/supertrend: output by interval
2022-08-23 18:43:13 +08:00
zenix
6b6a24a655
feature: add gma, add wdrift, export drift filter, fix: LastPrice truncation
2022-08-23 17:22:45 +09:00
c9s
c86b29e6dc
all: resolve import cycle
2022-08-23 02:12:26 +08:00
c9s
0947c28294
all: move PrintConfig to pkg/util
2022-08-23 01:56:15 +08:00
c9s
2611012d28
types: move json struct to types package
2022-08-23 01:54:29 +08:00
c9s
5a4d71b073
strategy/autoborrow: fix reBalanceDebt check
2022-08-19 18:56:25 +08:00
c9s
834487d568
strategy/schedule: add MaxBaseBalance config
2022-08-19 16:48:43 +08:00
c9s
4622f9f34e
autoborrow: add more verbose logs
2022-08-19 16:10:13 +08:00
zenix
5030b93285
fix: move canInt to dynamic
2022-08-18 18:05:52 +09:00
zenix
e5c1152030
doc: add comment to strategy config printing func
2022-08-18 17:38:27 +09:00
zenix
5e7ea71613
feature: withdraw print config functionality from drift to be a general function
2022-08-18 17:38:27 +09:00
c9s
94e2e28edd
strategy/autoborrow: add debt re-balancing
2022-08-17 16:45:10 +08:00
Andy Cheng
2b638d1f8f
strategy/supertrend: use pkg/data/tsv for tsv output
2022-08-16 15:49:08 +08:00
Andy Cheng
f7feb7e0fc
strategy/supertrend: output acc. profit report to tsv file
2022-08-16 14:42:04 +08:00
Zenix
2e9f554f9e
Merge pull request #878 from zenixls2/drift_rebase
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Drift rebase
2022-08-16 15:35:42 +09:00
zenix
17d6b2465c
fix: drift add back symbol in InstanceID
2022-08-16 12:50:30 +09:00
zenix
14aa667d59
fix: drift pnl and cumpnl
2022-08-16 12:45:40 +09:00
zenix
9f8b8d97d0
fix: drift empty pnl. exit condition
2022-08-16 12:30:29 +09:00
zenix
71d3b926ec
fix: go1.7
2022-08-15 21:46:13 +09:00
zenix
c1d9df8cdb
feature: export drift1m, remove take profit, add profit report for listing pnl by date
2022-08-15 21:06:46 +09:00
zenix
da28750313
feature: dump parameter to tg, esp series, fix: order tag, position calculation and bp/sp of drift
2022-08-15 21:05:29 +09:00
zenix
2f75dda6ee
fix: highest price and lowest price reset, condition gets crossed
2022-08-15 21:05:08 +09:00
zenix
ba532bd98c
fix: takeProfitFactor NaN
2022-08-15 21:04:48 +09:00
zenix
e34b0c6c30
fix: drift pnl calculation and graph drawing, filter periods other than s.Interval and 1m
2022-08-15 21:04:31 +09:00
zenix
0cc3c5d485
feature: output config to telegram
2022-08-15 21:04:01 +09:00
zenix
6a4eec71d6
feature: create simpleinteract and remove command in notification
2022-08-15 21:03:48 +09:00
zenix
90e596f463
feature: send photo through telegram, register handler dynamically in strategy, fix canvas rendering
2022-08-15 21:03:14 +09:00
zenix
008814992f
fix: date parsing in tradingview, feature: enforce trailingstop in drift, add rebalance prototype
2022-08-15 21:02:59 +09:00
zenix
d11738b6b5
feature: add smart cancel to drift
2022-08-15 21:02:43 +09:00
ankion
65218d8920
pivotshort: trendema add length check
2022-08-12 00:54:40 +08:00
ankion
1b0f653450
pivotshort: trendema add initial date
2022-08-11 16:42:29 +08:00
c9s
3bdc6c7f28
bollmaker: remove unused embedded struct
2022-08-10 23:46:24 +08:00
Yo-An Lin
62aff676da
Revert "feature: add smart cancel to drift"
2022-08-09 16:25:36 +08:00
zenix
5be6e822e9
fix: highest price and lowest price reset, condition gets crossed
2022-08-09 13:26:56 +09:00
zenix
2c4e03a102
fix: takeProfitFactor NaN
2022-08-09 13:26:56 +09:00
zenix
0e3aecb549
fix: drift pnl calculation and graph drawing, filter periods other than s.Interval and 1m
2022-08-09 13:26:56 +09:00
zenix
9704c09a09
feature: output config to telegram
2022-08-09 13:26:56 +09:00
zenix
45e819ebe7
feature: create simpleinteract and remove command in notification
2022-08-09 13:26:56 +09:00
zenix
4117a83cd1
feature: send photo through telegram, register handler dynamically in strategy, fix canvas rendering
2022-08-09 13:26:56 +09:00
zenix
214e7259ed
fix: date parsing in tradingview, feature: enforce trailingstop in drift, add rebalance prototype
2022-08-09 13:26:56 +09:00
zenix
53d4f21c30
feature: add smart cancel to drift
2022-08-09 13:26:56 +09:00
Andy Cheng
ef18791c6a
Merge pull request #865 from andycheng123/fix/protective-stoploss
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fix: protectivestoploss not working on long position
2022-08-09 12:15:33 +08:00
austin362667
bb4db871b2
factorzoo: add comments for strategy
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factorzoo: add comments for strategy
2022-08-09 00:01:34 +08:00
austin362667
d282568614
factorzoo: add customized indicators
2022-08-08 23:50:42 +08:00
austin362667
bdb04a4322
strategy: factorzoo: refactor to logistic regression
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re-format
2022-08-08 20:09:15 +08:00
Andy Cheng
5455ae810b
strategy/supertrend: only show nterval profit report in backtesting
2022-08-08 17:42:21 +08:00
Andy Cheng
c6407e92c8
strategy/supertrend: supertrend indicator adapted new indicator API
2022-08-08 13:07:59 +08:00
Andy Cheng
9d0eecc5bc
strategy/supertrend: linreg adapted new indicator API
2022-08-08 12:43:38 +08:00
Andy Cheng
737f6e99ba
strategy/supertrend: use CalculateQuoteQuantity() in strategy
2022-08-05 16:28:42 +08:00
Andy Cheng
b564e69f82
strategy/supertrend: add CalculateQuoteQuantity()
2022-08-05 15:59:20 +08:00
Andy Cheng
eb57e80119
strategy/supertrend: different qty calculation for spot and leveraged
2022-08-05 15:11:15 +08:00
Andy Cheng
550f2f3fd7
strategy/supertrend: adapt risk.AccountValueCalculator
2022-08-05 11:47:36 +08:00
Andy Cheng
9369ad3155
strategy/supertrend: adapt SetIntervalProfitCollector
2022-08-04 10:39:52 +08:00
Andy Cheng
5d1bfc6010
strategy/supertrend: add last period accumulated profit report
2022-08-03 15:31:20 +08:00
Andy Cheng
dc9ecdd6ca
strategy/supertrend: add accumulated profit SMA report
2022-08-03 14:04:30 +08:00
c9s
55a128ea90
pivotshort: use bbgo notify instead of just info log
2022-07-30 18:14:53 +08:00
c9s
8873101752
pivotshort: move trendEMA log
2022-07-30 18:02:28 +08:00
c9s
efaf8e9559
pivotshort: add more logs
2022-07-30 13:14:29 +08:00
c9s
bd754e1714
pivotshort: use infof log
2022-07-29 16:13:57 +08:00
Fredrik
b324149db2
added SideEffectTypeAutoRepay to supportTakeProfit
2022-07-29 09:41:35 +02:00
zenix
d46267aff9
feature: use ma for tp coefficient, rewrite trailing stop for drift, export all window param to yaml
2022-07-28 19:34:12 +09:00
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
2719c86400
pivotshort: drop unused tail function
2022-07-27 19:22:56 +08:00
c9s
5821dd02cb
pivotshort: fix log format
2022-07-27 19:22:56 +08:00
c9s
9b35c789ee
pivotshort: add total quantity to the notification
2022-07-27 19:22:55 +08:00
c9s
b067c02cf0
pivotshort: fix resistance order quantity calculation
2022-07-27 19:22:55 +08:00
c9s
a9eef3fb93
pivotshort: fix pivot low usage
2022-07-27 19:22:55 +08:00
Yo-An Lin
3aeb6912c9
Merge pull request #846 from c9s/strategy/pivotshort
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strategy/pivotshort: refactor breaklow + add fake break stop
2022-07-27 12:18:50 +08:00
c9s
4c6fe11796
pivotshort: rename ClosedKLineStop to fake break stop
2022-07-27 12:04:54 +08:00
