Commit Graph

1006 Commits

Author SHA1 Message Date
c9s
df902b236c
pivotshort: add vwma condition 2022-08-31 12:59:48 +08:00
c9s
9d97eedc0e
pivotshort: add failedBreakHigh 2022-08-31 00:37:17 +08:00
c9s
ca1e9e9657
pivotshort: remove the legacy support take profit 2022-08-31 00:37:12 +08:00
Raphanus Lo
6314a31554 strategy: bollmaker: dynamic spread by weighted Bollinger width ratio 2022-08-29 21:41:34 +08:00
c9s
11854db51a
pivotshort: move SupportTakeProfit to the core api 2022-08-26 18:09:46 +08:00
c9s
c8c7211e75
pivotshort: fix resistance short subscribe 2022-08-26 17:55:59 +08:00
c9s
a48471d4c8
pivotshort: refactor trend ema and stop ema 2022-08-26 17:52:46 +08:00
c9s
52d245ecf1
floats: move floats related functions and add crossover, crossunder funcs 2022-08-26 16:15:39 +08:00
Raphanus Lo
a2ab9db4eb strategy: bollmaker: fix nil pointer 2022-08-25 23:43:31 +08:00
c9s
5953fe49d1
all: move float slice/map to a single package 2022-08-25 17:31:42 +08:00
Andy Cheng
e2774ed2b5
Merge pull request #880 from andycheng123/improve/supertrend-strategy-report
Improve: strategy-supertrend output acc. profit report to tsv file
2022-08-25 14:25:03 +08:00
Andy Cheng
fcaa6466b6 strategy/bollmaker: preload dynamic spreads 2022-08-25 13:44:38 +08:00
c9s
702ce5220b
autoborrow: improve debtRatio repay 2022-08-25 11:05:31 +08:00
Yo-An Lin
066b0ca30e
Merge pull request #892 from c9s/feature/pivot-right-window
feature: add pivot low right window support
2022-08-24 19:44:44 +08:00
c9s
2e71e63fae
all: fix interval window struct usage 2022-08-24 18:17:37 +08:00
Zenix
3a98ae00b9
Merge pull request #890 from zenixls2/feature/wdrift
weighted drift
2022-08-24 16:59:25 +09:00
Andy Cheng
6176c06002 strategy/supertrend: use pointer for AccumulatedProfitReport field in strategy struct 2022-08-24 13:58:30 +08:00
c9s
88f243c91b
util: move math util functions to util 2022-08-24 11:34:55 +08:00
Andy Cheng
978db22c0a strategy/supertrend: accumulated daily profit uses its own window config 2022-08-24 11:23:48 +08:00
Andy Cheng
592eae8c3c strategy/supertrend: output by interval 2022-08-23 18:43:13 +08:00
zenix
6b6a24a655 feature: add gma, add wdrift, export drift filter, fix: LastPrice truncation 2022-08-23 17:22:45 +09:00
c9s
c86b29e6dc
all: resolve import cycle 2022-08-23 02:12:26 +08:00
c9s
0947c28294
all: move PrintConfig to pkg/util 2022-08-23 01:56:15 +08:00
c9s
2611012d28
types: move json struct to types package 2022-08-23 01:54:29 +08:00
c9s
5a4d71b073
strategy/autoborrow: fix reBalanceDebt check 2022-08-19 18:56:25 +08:00
c9s
834487d568
strategy/schedule: add MaxBaseBalance config 2022-08-19 16:48:43 +08:00
c9s
4622f9f34e
autoborrow: add more verbose logs 2022-08-19 16:10:13 +08:00
zenix
5030b93285 fix: move canInt to dynamic 2022-08-18 18:05:52 +09:00
zenix
e5c1152030 doc: add comment to strategy config printing func 2022-08-18 17:38:27 +09:00
zenix
5e7ea71613 feature: withdraw print config functionality from drift to be a general function 2022-08-18 17:38:27 +09:00
c9s
94e2e28edd
strategy/autoborrow: add debt re-balancing 2022-08-17 16:45:10 +08:00
Andy Cheng
2b638d1f8f strategy/supertrend: use pkg/data/tsv for tsv output 2022-08-16 15:49:08 +08:00
Andy Cheng
f7feb7e0fc strategy/supertrend: output acc. profit report to tsv file 2022-08-16 14:42:04 +08:00
Zenix
2e9f554f9e
Merge pull request #878 from zenixls2/drift_rebase
Drift rebase
2022-08-16 15:35:42 +09:00
zenix
17d6b2465c fix: drift add back symbol in InstanceID 2022-08-16 12:50:30 +09:00
zenix
14aa667d59 fix: drift pnl and cumpnl 2022-08-16 12:45:40 +09:00
zenix
9f8b8d97d0 fix: drift empty pnl. exit condition 2022-08-16 12:30:29 +09:00
zenix
71d3b926ec fix: go1.7 2022-08-15 21:46:13 +09:00
zenix
c1d9df8cdb feature: export drift1m, remove take profit, add profit report for listing pnl by date 2022-08-15 21:06:46 +09:00
zenix
da28750313 feature: dump parameter to tg, esp series, fix: order tag, position calculation and bp/sp of drift 2022-08-15 21:05:29 +09:00
zenix
2f75dda6ee fix: highest price and lowest price reset, condition gets crossed 2022-08-15 21:05:08 +09:00
zenix
ba532bd98c fix: takeProfitFactor NaN 2022-08-15 21:04:48 +09:00
zenix
e34b0c6c30 fix: drift pnl calculation and graph drawing, filter periods other than s.Interval and 1m 2022-08-15 21:04:31 +09:00
zenix
0cc3c5d485 feature: output config to telegram 2022-08-15 21:04:01 +09:00
zenix
6a4eec71d6 feature: create simpleinteract and remove command in notification 2022-08-15 21:03:48 +09:00
zenix
90e596f463 feature: send photo through telegram, register handler dynamically in strategy, fix canvas rendering 2022-08-15 21:03:14 +09:00
zenix
008814992f fix: date parsing in tradingview, feature: enforce trailingstop in drift, add rebalance prototype 2022-08-15 21:02:59 +09:00
zenix
d11738b6b5 feature: add smart cancel to drift 2022-08-15 21:02:43 +09:00
ankion
65218d8920 pivotshort: trendema add length check 2022-08-12 00:54:40 +08:00
ankion
1b0f653450 pivotshort: trendema add initial date 2022-08-11 16:42:29 +08:00