957 Commits

Author	SHA1	Message	Date
zenix	d11738b6b5	feature: add smart cancel to drift	2022-08-15 21:02:43 +09:00
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 ... fix: protectivestoploss not working on long position	2022-08-09 12:15:33 +08:00
austin362667	bb4db871b2	factorzoo: add comments for strategy ... 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 ... 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 ... 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
c9s	7438798390	bbgo: add ClosedKLineStop trigger	2022-07-27 11:47:12 +08:00
c9s	f323e91a56	pivotshort: fix resistance short	2022-07-27 11:30:32 +08:00
Yo-An Lin	4fd571d712	Merge pull request #813 from zenixls2/feature/drift_study ... feature: drift study	2022-07-27 11:29:48 +08:00
zenix	84c7c0596d	fix: fix drift naming style, fix kline Copy -> Set	2022-07-27 12:17:33 +09:00
c9s	ac496e8488	pivotshort: refactor pivot low collector	2022-07-27 01:57:28 +08:00
c9s	b746f801f7	pivotshort: get the correct pivot low value	2022-07-27 01:56:18 +08:00
c9s	854af6b4bd	pivotshort: use new config struct stopEMA and trendEMA	2022-07-27 01:53:53 +08:00