c9s
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d61047cd26
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pivotshort: add maxGradient config to trendEMA
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2022-07-28 10:27:16 +08:00 |
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c9s
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5fa2606357
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pivotshort: rename kLineClosedStop to fakeBreakStop
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2022-07-28 09:29:10 +08:00 |
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c9s
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151d907457
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use debug log for trendEMA
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2022-07-27 19:22:56 +08:00 |
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c9s
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c65456e44b
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pivotshort: refactor and add trendEMA to resistance short
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2022-07-27 19:22:56 +08:00 |
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c9s
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2719c86400
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pivotshort: drop unused tail function
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2022-07-27 19:22:56 +08:00 |
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c9s
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5821dd02cb
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pivotshort: fix log format
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2022-07-27 19:22:56 +08:00 |
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c9s
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9b35c789ee
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pivotshort: add total quantity to the notification
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2022-07-27 19:22:55 +08:00 |
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c9s
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b067c02cf0
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pivotshort: fix resistance order quantity calculation
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2022-07-27 19:22:55 +08:00 |
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c9s
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a9eef3fb93
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pivotshort: fix pivot low usage
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2022-07-27 19:22:55 +08:00 |
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Yo-An Lin
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3aeb6912c9
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Merge pull request #846 from c9s/strategy/pivotshort
strategy/pivotshort: refactor breaklow + add fake break stop
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2022-07-27 12:18:50 +08:00 |
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c9s
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4c6fe11796
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pivotshort: rename ClosedKLineStop to fake break stop
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2022-07-27 12:04:54 +08:00 |
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c9s
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7438798390
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bbgo: add ClosedKLineStop trigger
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2022-07-27 11:47:12 +08:00 |
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c9s
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f323e91a56
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pivotshort: fix resistance short
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2022-07-27 11:30:32 +08:00 |
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Yo-An Lin
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4fd571d712
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Merge pull request #813 from zenixls2/feature/drift_study
feature: drift study
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2022-07-27 11:29:48 +08:00 |
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zenix
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84c7c0596d
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fix: fix drift naming style, fix kline Copy -> Set
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2022-07-27 12:17:33 +09:00 |
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c9s
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ac496e8488
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pivotshort: refactor pivot low collector
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2022-07-27 01:57:28 +08:00 |
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c9s
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b746f801f7
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pivotshort: get the correct pivot low value
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2022-07-27 01:56:18 +08:00 |
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c9s
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854af6b4bd
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pivotshort: use new config struct stopEMA and trendEMA
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2022-07-27 01:53:53 +08:00 |
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c9s
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6f64b6d08e
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pivotshort: introduce new config struct
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2022-07-27 01:51:47 +08:00 |
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c9s
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2822e39e7b
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pivotshort: remove the legacy preloadPivot
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2022-07-26 19:00:09 +08:00 |
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c9s
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3959e288fd
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all: refactor standard indicator helper and fix tests
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2022-07-26 18:35:50 +08:00 |
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zenix
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85f8b9510d
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fix: gofmt
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2022-07-26 18:00:05 +09:00 |
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zenix
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4dd4c5823f
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fix: unlock lock to get latest price
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2022-07-26 18:00:05 +09:00 |
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zenix
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2ceb24ad09
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fix: panic on image drawing, reduce fee by smoothing the drift curve
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2022-07-26 18:00:05 +09:00 |
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zenix
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553a55811c
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fix: buyPrice/sellPrice calculation on one order multiple trades
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2022-07-26 18:00:05 +09:00 |
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zenix
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a8fe20ae3a
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fix: drift exit condition, trade_stats serialization in redis
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2022-07-26 18:00:05 +09:00 |
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zenix
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a5039de6aa
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feature: add omega ratio, print sharpe/omega/interval profit from trade_stats, use stdev for high/low diff for drift to estimate the variance and improve profit, add yaml marshal for dnum fixedpoint
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2022-07-26 18:00:05 +09:00 |
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zenix
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b6fb5e958d
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feature: deduct fee from entry, move StopLoss orders cleanup to the begin of close position function
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2022-07-26 18:00:05 +09:00 |
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zenix
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ac5c7f5773
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feature: add pnl / cummulative pnl graph, add continuous graph
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2022-07-26 18:00:05 +09:00 |
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zenix
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62aac8ecc4
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fix: indicator limits
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2022-07-26 18:00:05 +09:00 |
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zenix
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0d65fe1b8a
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feature: trailing stop, print mean and modify normalization function of output graph
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2022-07-26 18:00:05 +09:00 |
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zenix
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c6563aa9bd
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feature: add stoploss from stopPrice
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2022-07-26 18:00:05 +09:00 |
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zenix
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9c73aa4adb
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fix: fine tune drift config. fix atr updating issue
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2022-07-26 18:00:05 +09:00 |
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zenix
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b52208d7b6
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fix: bug in wrong channel subscription in drift
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2022-07-26 18:00:05 +09:00 |
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zenix
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7368069c7a
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fix: add persistence to drift
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2022-07-26 18:00:05 +09:00 |
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zenix
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f2d37650a5
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fix: drift bias on long entry position condition, make cancel faster
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2022-07-26 18:00:05 +09:00 |
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zenix
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e097421b7b
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feature: export canvas path for drift strategy. fix exit/entry order and fix missing columns from json parsing
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2022-07-26 18:00:05 +09:00 |
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zenix
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7310feb0de
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fix: highest price normalization in drift strategy
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2022-07-26 18:00:05 +09:00 |
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zenix
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c51a99400d
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feature: add plot for series. add autocorrelation. add clone for indicators/series
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2022-07-26 18:00:05 +09:00 |
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zenix
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69b45e90e9
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add drift exit condition
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2022-07-26 18:00:05 +09:00 |
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zenix
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6a9e00ebd4
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fix: update drift strategy
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2022-07-26 18:00:05 +09:00 |
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zenix
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0ae6b6736c
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feature: use drift indicator to create basic strategy for study
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2022-07-26 18:00:05 +09:00 |
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c9s
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44c3e5a6f7
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indicator: split pivot low indicator
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2022-07-26 16:50:45 +08:00 |
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Yo-An Lin
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9bf48e9de4
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Merge pull request #822 from c9s/fix/api-upgrade
refactor: ewoDgtrd: upgrade order executor api
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2022-07-26 14:33:06 +08:00 |
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c9s
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8986eeb3a4
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bollmaker: apply kline filter closure
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2022-07-26 12:08:47 +08:00 |
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c9s
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c252a7dcf9
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bollmaker: fix log format issue
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2022-07-26 12:08:47 +08:00 |
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c9s
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d26dd2f1da
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bollmaker: remove status change setter
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2022-07-26 12:08:47 +08:00 |
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c9s
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83c8bc819a
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all: drop the legacy smart stops
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2022-07-26 12:08:47 +08:00 |
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c9s
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c3b6cb80c3
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bollmaker: upgrade bollmaker exits methods
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2022-07-26 12:08:47 +08:00 |
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c9s
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6ae0620730
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bollmaker: integrate exits method to bollmaker
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2022-07-26 12:08:47 +08:00 |
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