Commit Graph

723 Commits

Author SHA1 Message Date
c9s
900f822559 improve and fix ewma calculation 2020-12-05 13:32:41 +08:00
c9s
b188901ed0 fix ewma calculation 2020-12-05 13:32:41 +08:00
Yo-An Lin
535e07cf25 Create movingstop.yaml 2020-12-05 10:23:42 +08:00
c9s
f7a119fa5e remove debug message 2020-12-04 19:15:53 +08:00
c9s
936650d879 rename kline trend to direction 2020-12-04 10:18:51 +08:00
c9s
22771288eb fix sma kline window check 2020-12-03 20:42:26 +08:00
c9s
177607e5fb fix ewma kline window check 2020-12-03 20:42:00 +08:00
c9s
607656ff55 Merge branch 'strategy/swing' into main 2020-12-03 18:15:56 +08:00
c9s
f4aee5234a add updater to indicators 2020-12-03 18:14:16 +08:00
c9s
976a4c6732 add verbose log message for movingstop 2020-12-03 16:46:02 +08:00
c9s
17fd6a405b add StopPriceRatio support 2020-12-03 09:50:36 +08:00
c9s
19d76928fd support movingstop by BalancePercentage 2020-12-03 09:41:41 +08:00
c9s
ef03c0cf20 separate Run and CrossRun
so that we mount one strategy as cross strategy or single exchange strategy
2020-12-03 09:31:40 +08:00
c9s
d60a82256d types: remove slice preallocated cap 2020-12-03 09:27:05 +08:00
c9s
2b264905f9 add warnings and fix subscription 2020-12-03 09:26:10 +08:00
c9s
4f399ebb9f fix stop price formating 2020-12-03 09:25:47 +08:00
c9s
b75ebf2f0f scripts/max: support showing open stop orders 2020-12-03 09:25:26 +08:00
c9s
17590fcc08 include movingstop in builtin 2020-12-03 08:52:43 +08:00
c9s
9d7aa2fe22 add movingstop strategy 2020-12-03 08:52:32 +08:00
c9s
500c35fd40 add ord_type for max shell api 2020-12-03 08:52:11 +08:00
c9s
0a5bac803c ignore duplicated trade 2020-12-03 08:51:57 +08:00
c9s
edb22383c7 fix ToGlobalOrder call 2020-12-02 22:44:57 +08:00
c9s
d38b16fb3e fix cross exchange strategy subscription 2020-12-02 22:44:41 +08:00
c9s
cd34c2f4e7 scripts/max: show amount 2020-12-02 22:21:13 +08:00
c9s
c0b21fd392 scripts: fix fraction 2020-12-02 22:21:13 +08:00
c9s
fe25e38c93 add timestamp to trades layout 2020-12-02 22:21:13 +08:00
c9s
be79c098d4 improve balance layout 2020-12-02 22:21:13 +08:00
c9s
613514e6c0 max: fix trades command 2020-12-02 22:21:13 +08:00
c9s
4567901b6b rename orders to open 2020-12-02 22:21:13 +08:00
c9s
11eab78bd3 improve max command 2020-12-02 22:21:13 +08:00
c9s
ad7a176c3e maxapi: add more usage 2020-12-02 22:21:13 +08:00
c9s
de5ace5621 add max command script 2020-12-02 22:21:13 +08:00
c9s
bbf2478234 add add command for submit limit order and market order 2020-12-02 22:21:13 +08:00
c9s
837100d67e add maxapi in shell script 2020-12-02 22:21:13 +08:00
c9s
4cf5929cac improve trade parsing error 2020-12-02 22:21:13 +08:00
c9s
d226ec2e01 change field names to lower case so that we can use shorter name for the accessors 2020-12-02 22:21:13 +08:00
Yo-An Lin
607c3b0d05 Merge pull request #64 from RicoToothless/fix/backtest-config-example
fix: backtest endTime
2020-11-27 00:04:22 +08:00
ricotoothless
6ab7b04a90 fix: backtest endTime 2020-11-26 22:53:23 +08:00
c9s
e57b9f235b add quota 2020-11-23 16:47:36 +08:00
c9s
db6c90b8dd cmd: fix run command signal handling 2020-11-23 16:36:03 +08:00
c9s
1013695251 doc: add backtesting commands 2020-11-23 14:50:57 +08:00
c9s
a86078d68c max: fix tick size 2020-11-22 21:34:05 +08:00
c9s
914d5cdc94 try to keep all orders from order store 2020-11-17 15:53:46 +08:00
c9s
c40982164a fix trade slack formatting 2020-11-17 15:48:18 +08:00
c9s
8f5491d818 improve balance printing 2020-11-17 14:45:27 +08:00
c9s
18d9245b06 improve order slice lock 2020-11-17 14:31:18 +08:00
c9s
ed6d6342e7 fix account currency translation 2020-11-17 14:24:26 +08:00
c9s
95b0910a09 fix trade order id parsing 2020-11-17 14:13:37 +08:00
c9s
03d99a4cab remove debug logs 2020-11-17 13:25:59 +08:00
c9s
4bda1fee08 fix order id parsing 2020-11-17 12:46:55 +08:00