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
|
ea4efccd89
|
schedule: use general order executor and fix notification message format
|
2022-07-19 17:38:32 +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 |
|
Yo-An Lin
|
191e00adeb
|
Merge pull request #827 from c9s/strategy/pivotshort
strategy/pivotshort: improve quantity calculation for margin and futures
|
2022-07-14 18:16:48 +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
|
0ba529cb45
|
pivotshort: replace orders if the active orders is empty
|
2022-07-14 16:34:03 +08:00 |
|
c9s
|
8fb216ce52
|
pivotshort: when resistance order is filled, reset the current resistance price
|
2022-07-14 16:28:30 +08:00 |
|
c9s
|
2a3118a086
|
indicator: clean up and update calculator method names
|
2022-07-14 09:18:42 +08:00 |
|
c9s
|
1152fae346
|
ewoDgtrd: upgrade order executor api
|
2022-07-14 01:36:02 +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 |
|
Yo-An Lin
|
8119afbb44
|
Merge branch 'main' into strategy/pivotshort
|
2022-07-12 23:38:23 +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 |
|
c9s
|
da4b35bd31
|
pivotshort: add 1m subscribe
|
2022-07-12 17:45:47 +08:00 |
|
c9s
|
81560746bd
|
all: reformat code
|
2022-07-07 02:26:39 +08:00 |
|
c9s
|
74593720a7
|
add ExitMethodSet.Bind method
|
2022-07-07 02:26:39 +08:00 |
|
c9s
|
2bc12c0522
|
add trailing stop and it's test cases with gomock
Signed-off-by: c9s <yoanlin93@gmail.com>
|
2022-07-06 03:04:01 +08:00 |
|
c9s
|
193703a9a0
|
all: use tradeStats constructor
|
2022-07-05 11:14:50 +08:00 |
|
c9s
|
3a37154737
|
pivotshort: fix supportTakeProfit binding
|
2022-07-04 02:20:15 +08:00 |
|
c9s
|
81f9639c85
|
pivotshort: bind supportTakeProfit method
|
2022-07-03 17:22:29 +08:00 |
|
c9s
|
278fbb7b51
|
pivotshort: fix support take profit method
|
2022-07-03 17:13:01 +08:00 |
|
c9s
|
74cac6e977
|
pivotshort: adjust layer price calculation
|
2022-07-03 15:44:37 +08:00 |
|
c9s
|
a408b20eda
|
fix resistance price calculation
|
2022-07-03 15:26:05 +08:00 |
|
c9s
|
1e8ac0d08a
|
pivotshort: improve price grouping
|
2022-07-02 18:51:17 +08:00 |
|
c9s
|
f940bb8e0a
|
implement SupportTakeProfit method
|
2022-07-02 13:21:27 +08:00 |
|
c9s
|
004e6b0e0b
|
pivotshort: fix findNextResistancePriceAndPlaceOrders
|
2022-07-02 00:28:41 +08:00 |
|
c9s
|
f1867b02c3
|
pivotshort: fix message
|
2022-07-01 18:10:39 +08:00 |
|
c9s
|
9a11fd59ed
|
pivotshort: fix open close price compare
|
2022-07-01 17:43:51 +08:00 |
|
c9s
|
04df515aea
|
pivotshort: clean up and force kline direction
|
2022-07-01 17:26:45 +08:00 |
|
c9s
|
9374125712
|
pivotshort: pull out break low logics
Signed-off-by: c9s <yoanlin93@gmail.com>
|
2022-07-01 17:22:09 +08:00 |
|
c9s
|
7f5e92d1b5
|
cancel order when shutdown
|
2022-07-01 16:29:03 +08:00 |
|
c9s
|
c792da2164
|
pivotshort: improve balance check for margin
|
2022-07-01 15:41:50 +08:00 |
|
c9s
|
09ba2d31c3
|
pivortshort: run placeResistanceOrders with margin borrow buy
|
2022-07-01 15:34:21 +08:00 |
|
c9s
|
1af18a5fac
|
pivotshort: fix breakLow handle event
|
2022-07-01 15:30:06 +08:00 |
|
c9s
|
503d851c9d
|
pivotshort: move resistance short to a single file
|
2022-07-01 01:24:34 +08:00 |
|
c9s
|
454036b166
|
use types.KLineWith to wrap callbacks
|
2022-07-01 01:06:10 +08:00 |
|
c9s
|
a4af4776d2
|
pivotshort: use active orderbook to maintain the resistance orders
|
2022-07-01 00:57:19 +08:00 |
|
c9s
|
3e6b975c2c
|
pivotshort: refactor ResistanceShort entry method
|
2022-06-30 18:29:02 +08:00 |
|
c9s
|
b15e8d0ce4
|
all: refactor exit method set and fix dynamic call/merge
Signed-off-by: c9s <yoanlin93@gmail.com>
|
2022-06-30 15:49:18 +08:00 |
|
c9s
|
527070d13d
|
all: rewrite and clean up graceful shutdown api
|
2022-06-30 15:49:18 +08:00 |
|
c9s
|
7d5474e3dd
|
pivotshort: call MergeStructValues to update the field value
|
2022-06-30 15:49:18 +08:00 |
|
c9s
|
ab3341d5ae
|
pivotshort: make preload pivot as a pure function
|
2022-06-30 15:49:17 +08:00 |
|
c9s
|
9733eec280
|
pivotshort: move pure funcs to the bottom
|
2022-06-30 15:49:17 +08:00 |
|
c9s
|
38767cd2df
|
move private methods to the bottom
|
2022-06-30 15:49:17 +08:00 |
|
c9s
|
ee45f154a1
|
pivotshort: rename bounce short to resistance short
|
2022-06-30 15:49:17 +08:00 |
|
c9s
|
4bb2e4a25f
|
fix stopEMA range check
|
2022-06-29 16:59:50 +08:00 |
|
c9s
|
cb1c5634a2
|
pivotshort: remove redundant notification
|
2022-06-29 15:14:24 +08:00 |
|
c9s
|
38920dfc7a
|
pivotshort: fix kline history loading
|
2022-06-29 11:23:05 +08:00 |
|
c9s
|
16f2a06b1f
|
all: move exit methods to the bbgo core
Signed-off-by: c9s <yoanlin93@gmail.com>
|
2022-06-29 01:58:15 +08:00 |
|
c9s
|
cfc4fd1f81
|
add doc for CumulatedVolumeTakeProfit
|
2022-06-29 01:39:33 +08:00 |
|
c9s
|
3d4f765678
|
rename protectionStopLoss to protectiveStopLoss
|
2022-06-29 01:31:56 +08:00 |
|
c9s
|
37413e4355
|
pivotshort: fix bounce ratio calculation
|
2022-06-28 23:47:34 +08:00 |
|
c9s
|
1617005114
|
pivotshort: fix pivotshort trigger condition
|
2022-06-28 23:47:34 +08:00 |
|
c9s
|
34900776f6
|
pivotshort: reformat code
|
2022-06-27 19:54:58 +08:00 |
|
c9s
|
10d5a8a4f2
|
backtest: fix stop limit order matching
Signed-off-by: c9s <yoanlin93@gmail.com>
|
2022-06-27 19:48:14 +08:00 |
|
c9s
|
2784408b8b
|
add submit order tag
|
2022-06-27 18:17:57 +08:00 |
|
c9s
|
b97ec7bb1e
|
pivotshort: remove unused struct
|
2022-06-27 18:14:12 +08:00 |
|
c9s
|
1557423229
|
pivotshort: improve useQuantityOrBaseBalance and add bounce short check
|
2022-06-26 19:45:37 +08:00 |
|
c9s
|
4d862a4286
|
pivotshort: remove market trade debug
|
2022-06-26 19:29:01 +08:00 |
|
c9s
|
e1a9df0a2d
|
pivotshort: add safety check
|
2022-06-26 19:20:46 +08:00 |
|
c9s
|
3604bae933
|
pivotshort: pull out stop price check to a single method
|
2022-06-26 19:06:16 +08:00 |
|
c9s
|
ef31e90728
|
pivotshort: clean up
Signed-off-by: c9s <yoanlin93@gmail.com>
|
2022-06-26 16:32:48 +08:00 |
|
c9s
|
e9b87f6f1e
|
pivotshort: refactor exit methods
Signed-off-by: c9s <yoanlin93@gmail.com>
|
2022-06-26 16:31:48 +08:00 |
|
c9s
|
47677e303f
|
pivotshort: refactor take profit and stop loss methods
Signed-off-by: c9s <yoanlin93@gmail.com>
|
2022-06-26 16:13:58 +08:00 |
|
c9s
|
4e670c67a8
|
pivotshort: change ratio calculation
|
2022-06-25 18:13:50 +08:00 |
|
c9s
|
09d0a9bbc7
|
pivotshort: clean up ClosePosition method
|
2022-06-22 13:46:04 +08:00 |
|
c9s
|
3e5d252c10
|
rsmaker: clean up and remove unused code
Signed-off-by: c9s <yoanlin93@gmail.com>
|
2022-06-22 13:46:04 +08:00 |
|
c9s
|
2cd44b194a
|
pivotshort: remove persistence from pivotshort
|
2022-06-22 13:46:04 +08:00 |
|
c9s
|
6ef54bf2fb
|
call bbgo.Sync to sync persistence
|
2022-06-22 13:46:03 +08:00 |
|
Andy Cheng
|
24844052d2
|
pivotshort: add strategy controller
|
2022-06-20 11:39:18 +08:00 |
|
c9s
|
b6d1b4309b
|
refactor and update the support strategy
|
2022-06-19 15:57:59 +08:00 |
|
c9s
|
88a63df186
|
all: clean up notifiability usage
|
2022-06-19 13:01:22 +08:00 |
|
c9s
|
eacd1f1ae6
|
all: rewrite notification api
Signed-off-by: c9s <yoanlin93@gmail.com>
|
2022-06-19 12:29:36 +08:00 |
|
c9s
|
88e83c944c
|
pivotshort: clean up log
|
2022-06-19 11:21:07 +08:00 |
|
c9s
|
c80fe1af33
|
pivotshort: call BindTradeStats
|
2022-06-18 16:32:53 +08:00 |
|
c9s
|
6cae9e7449
|
move GeneralOrderExecutor into bbgo package
|
2022-06-18 16:31:53 +08:00 |
|
c9s
|
d367186f3e
|
pivotshort: clean up and pull out order executor
|
2022-06-18 15:27:11 +08:00 |
|
c9s
|
47e76a9eb5
|
pivotshort: refactor and redesign order executor
Signed-off-by: c9s <yoanlin93@gmail.com>
|
2022-06-18 12:30:42 +08:00 |
|
c9s
|
0326c34013
|
pivotshort: pull out GeneralOrderExecutor
|
2022-06-18 11:45:24 +08:00 |
|
c9s
|
807a3e125c
|
pivotshort: split trade collector callbacks
|
2022-06-18 10:54:06 +08:00 |
|
zenix
|
a5ffca7fe8
|
fix: gosimple alert
|
2022-06-17 20:19:51 +09:00 |
|
c9s
|
5949c7587e
|
make bounce short optional
|
2022-06-11 16:41:56 +08:00 |
|
c9s
|
3d0c0717ba
|
pivotshort: fix bounce short
|
2022-06-11 16:33:21 +08:00 |
|
c9s
|
ec68dc2f40
|
reimplement placeBounceSellOrders
|
2022-06-11 00:26:44 +08:00 |
|
c9s
|
46450c0122
|
pivotshort: rename pivotLength to window and update indicator manually
|
2022-06-10 15:34:57 +08:00 |
|
c9s
|
91b9605884
|
pivotshort: manually update pivot indicator
|
2022-06-10 15:18:12 +08:00 |
|
c9s
|
a9d2a9e57a
|
pivotshort: add breakLow.bounceRatio option
|
2022-06-10 11:36:04 +08:00 |
|
c9s
|
35a58268cf
|
pivotshort: add roiMinTakeProfitPercentage option and cumulatedVolume option
|
2022-06-10 02:39:14 +08:00 |
|
c9s
|
e575236db8
|
pivotshort: adjust shadow ratio calculation
|
2022-06-10 01:21:59 +08:00 |
|
c9s
|
260857b5b1
|
pivotshort: add TradeStats
|
2022-06-10 00:49:32 +08:00 |
|