723 Commits

This Branch

This Branch

All Branches

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