zenix
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fad85d0992
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fix binance test, outptu for support and xgap strategies
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2022-02-15 12:01:39 +09:00 |
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zenix
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2ccc449657
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fix xpuremaker,xnav,techsignal,support,etf and add methods in fixedpoint
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2022-02-15 12:01:39 +09:00 |
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Andy Cheng
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f7fc7f64b4
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strategy: fix fixedpoint value compared to 0 problem
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2022-02-06 17:47:14 +08:00 |
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Andy Cheng
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41c3b860b0
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strategy: rename callBackRatio to callbackRatio
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2022-02-06 17:47:14 +08:00 |
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Andy Cheng
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a9b48ff138
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strategy: fix fixedpoint.Value compare to 0 problem
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2022-02-06 17:47:14 +08:00 |
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Andy Cheng
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8b009a984a
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strategy: fix a bug when 'trailingStopControl' is not used
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2022-02-06 17:47:14 +08:00 |
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Andy Cheng
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571c3834c5
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strategy: fix the JSON tag of 'CurrentHighestPrice'
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2022-02-06 17:47:14 +08:00 |
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Andy Cheng
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769da1e77c
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strategy: rename 'trailingStopCallBackRatio' JSON tag to 'callBackRatio'
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2022-02-06 17:47:14 +08:00 |
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Andy Cheng
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b48c7f40d7
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strategy: make TrailingStopCallBackRatio and MinimumProfitPercentage fixedpoint.Value
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2022-02-06 17:47:13 +08:00 |
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Andy Cheng
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883f43a9ad
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strategy: construct trailingStopControl in the caller
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2022-02-06 17:47:13 +08:00 |
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Andy Cheng
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60a4ab2f27
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strategy: save state on high price update and cancel trailing stop order on shutdown
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2022-02-06 17:47:13 +08:00 |
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Andy Cheng
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1bd787f44c
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strategy: return the createdOrders objects instead in submitOrders()
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2022-02-06 17:47:13 +08:00 |
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Andy Cheng
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f673fc30ad
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strategy: rename GenerateTrailingStopOrder() to GenerateStopOrder() in support strategy
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2022-02-06 17:47:13 +08:00 |
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Andy Cheng
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2a8938fce0
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re-indent with tabs
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2022-02-06 17:47:13 +08:00 |
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Andy Cheng
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66b042fea7
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strategy: trailing stop TP for support strategy
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2022-02-06 17:47:11 +08:00 |
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c9s
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b26141ac1f
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support: set default s.triggerEMA
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2022-01-10 13:51:14 +08:00 |
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c9s
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b56e988fc9
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support: fix triggerEMA check
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2022-01-10 13:49:36 +08:00 |
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c9s
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7e2acdc416
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all: add lock protected GetBase method for Position
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2022-01-09 00:35:45 +08:00 |
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Andy Cheng
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e4bdb1de06
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strategy: allow setting the interval and the window for trigger MA
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2021-12-19 18:28:47 +08:00 |
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Andy Cheng
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d281182432
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strategy: fix support strategy criteria
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2021-12-19 17:53:34 +08:00 |
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austin362667
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1703fff8b2
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types: refactor Position and related files
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2021-12-11 19:16:16 +08:00 |
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c9s
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77e7f814d9
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support: refactor PercentageTargetStop logics
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2021-10-15 16:10:57 +08:00 |
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c9s
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a2c29f4519
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support: remove legacy resistance code
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2021-10-15 12:38:16 +08:00 |
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c9s
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9e93cd66de
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strategy: update trade collector api
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2021-10-08 13:24:14 +08:00 |
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c9s
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8f74c106d6
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support: merge stash
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2021-10-08 13:14:21 +08:00 |
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c9s
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184f93ce79
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support: fix interval check
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2021-10-08 13:13:49 +08:00 |
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c9s
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01de2c5f66
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support: fix long term ema kline subscription
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2021-10-08 13:13:49 +08:00 |
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c9s
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f97eb8914a
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support: add resistance check
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2021-10-08 13:13:49 +08:00 |
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c9s
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1091010f64
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support: move property configuration to the top
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2021-10-08 13:13:49 +08:00 |
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c9s
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3539047a39
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support: show ema price
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2021-10-08 13:13:49 +08:00 |
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c9s
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3165d10986
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support: use trade collector
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2021-06-26 20:26:47 +08:00 |
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c9s
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5621effd6b
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add resistance
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2021-06-21 19:03:50 +08:00 |
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c9s
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4bc0612265
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support: add minBaseAssetBalance
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2021-06-17 19:28:11 +08:00 |
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c9s
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f9fa6e96c3
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support: refactor kline handler
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2021-06-16 20:33:52 +08:00 |
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c9s
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811319fa25
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support: fix sensitivity calculation
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2021-06-16 14:16:39 +08:00 |
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c9s
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5fecccedd6
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add resistance check
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2021-06-16 13:23:33 +08:00 |
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c9s
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3d12a7df59
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support: add sensitivity settings
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2021-06-16 13:14:10 +08:00 |
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c9s
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b60fd9e356
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support: fix quantity formatting
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2021-06-07 00:57:47 +08:00 |
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c9s
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f66095eff9
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support: add target orders to the orders
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2021-06-01 01:39:22 +08:00 |
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c9s
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e5db780be8
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notify trades and update position
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2021-06-01 01:39:22 +08:00 |
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c9s
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40c3a5870f
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support strategy improvements:
- add taker buy base volume ratio option
- add max base asset balance config
- add min quote asset balance config
- record orders and trades
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2021-06-01 01:39:22 +08:00 |
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c9s
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d932a686a0
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fix strategy market data stream usage
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2021-05-28 03:15:29 +08:00 |
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c9s
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45f1a13870
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rename Stream field to UserDataStream and add MarketDataStream
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2021-05-27 14:45:06 +08:00 |
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c9s
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6f79a7eea8
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improve support strategy messages
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2021-05-16 01:07:53 +08:00 |
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c9s
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f28cc18ce4
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support: check target quantity and min notional
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2021-05-16 01:04:46 +08:00 |
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c9s
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abd6f4c7ef
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rename bbgo.AdjustQuantityByMaxAmount to bbgo.AdjustFloatQuantityByMaxAmount
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2021-05-14 14:53:26 +08:00 |
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c9s
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610c33b819
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improve support quantity for spot session
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2021-05-11 13:25:29 +08:00 |
|
Larry850806
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6718aace8c
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Add validation for support strategy
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2021-04-02 10:32:38 +08:00 |
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c9s
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da79920ca9
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rename scale struct name to PriceVolumeScale
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2021-02-28 14:51:24 +08:00 |
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c9s
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99f236d2e0
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integrate quantity scale into support strategy and grid strategy
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2021-02-28 11:57:25 +08:00 |
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c9s
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ff5233ba3e
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support: use Notfiy
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2021-02-20 10:51:01 +08:00 |
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c9s
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0c9ca851e5
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improve support strategy
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2021-02-15 01:26:46 +08:00 |
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