Commit Graph

86 Commits

Author SHA1 Message Date
austin362667
f1c0ef4e07 indicator: refactor move pivot 2022-05-17 19:18:21 +08:00
zenix
382e6ee0fb fix: error exit on wrong subscription in backtest. NaN issue in stoch indicator. feature: position management in ewo 2022-05-13 22:58:35 +09:00
zenix
2bbb36031c fix: index range in float64slice and wrong formula given by investopedia, test: add cci test 2022-05-10 17:15:26 +09:00
zenix
2311fbd95c feature: add cci indicator 2022-05-09 19:55:14 +09:00
なるみ
aa29fde9e3 indicator: add test case for boll 2022-05-03 22:28:40 +08:00
zenix
4eab82ee7b feature: add atr stoploss on ewoDgtrd strategy. remove callback. modify filter condition and add doc 2022-04-28 20:09:15 +09:00
zenix
b3741771e3 fix: window update in indicators. add: cumulative average, triangular moving average 2022-04-26 17:32:31 +09:00
Zenix
a8f0c71a53
Merge pull request #545 from zenixls2/feature/ma_series
feature: add some new ma indicators
2022-04-25 21:01:17 +09:00
zenix
3d86330428 fix: python test code in indicator 2022-04-22 19:11:07 +09:00
zenix
c18f684afd test: add test cases for dema, hull, tema, till, vidya and zlema indicators 2022-04-22 19:02:26 +09:00
zenix
5dc69a6175 fix: fix change, feature: implement vidya and till 2022-04-21 19:28:11 +09:00
zenix
22d8c2efff feature: add some new ma indicators 2022-04-19 19:22:22 +09:00
なるみ
1d363f65a9 indicator: use rma indicator in atr 2022-04-19 13:45:23 +08:00
なるみ
167f9d3eaf indicator: make parameters of update method consistent 2022-04-19 13:45:23 +08:00
なるみ
2896527c56 indicator: add rolling moving average 2022-04-18 11:43:05 +08:00
なるみ
7b4c68f766 indicator: add average true range indicator 2022-04-17 17:30:49 +08:00
Fredrik
f866787c21 improved indicators 2022-04-14 23:43:04 +02:00
Zenix
b57c94fe12
Merge pull request #505 from zenixls2/feature/series
feature: add pinescript series interface
2022-04-13 11:13:56 +09:00
なるみ
0de03e37fc Rename AbsoluteValues to Abs 2022-04-11 23:39:25 +08:00
zenix
af61952e40 fix: series not been updated 2022-04-11 17:04:56 +09:00
zenix
be0755d755 fix: simplify stoch indicator using float64slice. add ToReverseArray 2022-04-11 17:04:56 +09:00
zenix
339d36d61b feature: add mean, abs, sum, toArray, and dot operations on series. implement Float64Slice as series 2022-04-11 17:04:56 +09:00
zenix
7778f9b590 feature: add NextCross function for future cross point prediction. modify line api to use index instead of timestamp as x. 2022-04-11 17:04:56 +09:00
zenix
e171101d90 fix: ad NaN error. feature: Line indicator init functions. feature: indicator manual 2022-04-11 17:04:56 +09:00
zenix
567e7bd214 add ad,macd,rsi,sma,stoch,vwap,vwma to Series interface 2022-04-11 17:04:56 +09:00
zenix
fac61f27dc feature: add pinescript series interface 2022-04-11 17:04:56 +09:00
なるみ
18aa60077b Make VWAP better 2022-03-29 17:18:04 +08:00
なるみ
e92a872059 Fix test case 2022-03-29 02:45:33 +08:00
なるみ
e68d5f0536 Rename variables 2022-03-29 02:40:08 +08:00
なるみ
42d6bf03b5 Rename functions 2022-03-29 02:36:34 +08:00
なるみ
2a6f1f410d Simplify 2022-03-29 02:21:22 +08:00
なるみ
b074f03507 Add RSI indicator 2022-03-29 02:10:35 +08:00
zenix
8648528435 fix go fmt, fix convert.go (the legacy fixedpoint implementation) in all tests 2022-02-15 14:55:19 +09:00
zenix
9978a3cf90 fix unmarshal behavior to gain more precision 2022-02-15 12:01:39 +09:00
zenix
b8bf2af14d fixedpoint for exchange and indicators, some fixes in types 2022-02-15 12:01:38 +09:00
zenix
e221f54397 add dnum as the fixedpoint implementation. change types float64 to fixedpoint.Value
change pnl report to use fixedpoint

fix: migrate kline to use fixedpoint
2022-02-15 12:00:39 +09:00
c9s
cb189d885c fix backtest for limit maker order and bollpp strategy 2022-01-08 02:18:44 +08:00
c9s
8b93aeeeb2 fix ewma truncation 2021-12-22 00:54:13 +08:00
austin362667
f9cf71cef3 indicator: add kline close volatility
indicator: add kline close volatility
2021-12-19 14:20:09 +08:00
なるみ
b144d8e107 feature: add volume weighted moving average indicator 2021-12-17 14:36:39 +08:00
TonyQ
3e45035ab1 database: sqlite3 issue fix
database: upgrade gosqllite3 version for increasing variable amount limit
	types: update kline starttime/endtime field to prevent sqlite3
	time parsing issue.

	fix #215
2021-12-15 14:34:31 +08:00
c9s
513a799ced fix ewma calculation 2021-11-22 02:14:44 +08:00
c9s
540722e430 adjust ewma truncate size 2021-11-22 01:17:08 +08:00
Kakashi Liu
8938478d93 Truncate emwa slice to be the same size as given kLines 2021-10-19 21:38:12 +08:00
c9s
3581c1768c fix SMA indicator value length check 2021-10-14 14:22:07 +08:00
c9s
01bdef502b indicator: rename consts for max ma values 2021-06-28 14:33:27 +08:00
c9s
4ccbb82237 indicator: truncate values if length exceeded 2021-06-28 14:33:23 +08:00
なるみ
2052d05bb3 Move Float64Slice to types 2021-05-22 20:20:48 +08:00
なるみ
0377a7321e Rename KD to STOCH 2021-05-22 05:52:10 +08:00
なるみ
b9ced0955d Fix test 2021-05-22 05:36:38 +08:00