Commit Graph

386 Commits

Author SHA1 Message Date
c9s
e385b589b6
config: add grid2 config 2022-12-02 00:10:00 +08:00
Andy Cheng
6af39e2e40 strategy/supertrend: update supertrend config 2022-11-22 11:39:15 +08:00
austin362667
c8aa4ae400 strategy: improve harmonic by adding HMM filter to denoise shark signal
strategy: improve harmonic by adding HMM filter to denoise shark signal
2022-11-03 15:14:56 +08:00
Austin Liu
5467c8ef01 strategy:irr rollback to original nirr and consume kline 2022-11-02 16:48:50 +08:00
Yo-An Lin
335b90a97c
Merge pull request #989 from austin362667/austin362667/irr
strategy:irr: a mean reversion based on box of klines in same direction
2022-11-02 12:59:23 +08:00
なるみ
ba7985690f
Merge pull request #1000 from c9s/narumi/rebalance/backtest
fix: rebalance: fix backtest
2022-11-01 21:02:54 +08:00
なるみ
532f3c11e7 fix backtest 2022-10-28 15:33:08 +08:00
zenix
b2e867e51c fix: unlimited length of indicators, add draw elapsed to drift 2022-10-27 17:35:50 +09:00
zenix
ce86544c43 optimize: drift strategy to use market trade signals 2022-10-27 17:35:50 +09:00
zenix
17825fbde1 fix: rate settings in telegram, make elliottwave draw async 2022-10-27 17:35:50 +09:00
zenix
675f84dccf fix: SerialMarketDataStore together with backtests 2022-10-27 17:35:50 +09:00
austin362667
778a3d8be1 strategy:irr: clean up
strategy:irr: clean up

strategy:irr: clean up

strategy:irr: clean up
2022-10-19 17:29:05 +08:00
austin362667
612261c48c strategy:irr add klines box mean reversion 2022-10-19 16:02:20 +08:00
austin362667
303e2c8413 strategy:irr: redesign to maker strategy 2022-10-19 16:02:20 +08:00
austin362667
42d87adeec strategy:irr: rollback to interval time ticker 2022-10-19 16:02:20 +08:00
austin362667
7974ee8fd3 strategy:irr: seperate alphas 2022-10-19 16:02:20 +08:00
austin362667
150c37995e strategy:irr redesign trigger 2022-10-19 16:02:20 +08:00
austin362667
a3dd93dd9a strategy:irr: add backtest/realtime ability 2022-10-19 16:02:20 +08:00
なるみ
9330b9fde5 change variable names 2022-10-13 18:18:02 +08:00
c9s
c374a56110
config: fix config maker fee rate 2022-10-06 13:52:06 +08:00
c9s
350f6d7de2
config: fix maker fee rate config 2022-10-06 13:50:52 +08:00
Yo-An Lin
4d42a61607
Merge pull request #976 from austin362667/austin362667/harmonic
strategy: add harmonic shark pattern recognition
2022-10-05 00:37:23 +08:00
Yo-An Lin
06675d0ac8
Merge pull request #977 from austin362667/austin362667/irr
strategy: fix irr
2022-10-05 00:36:30 +08:00
c9s
a66d8df23a
update grid config for max 2022-10-04 17:37:33 +08:00
austin362667
3c52e9e145 strategy: refactor draw lib 2022-10-04 15:23:48 +08:00
austin362667
26d640ff3b strategy: fix irr 2022-10-04 15:23:48 +08:00
austin362667
60e51e1470 strategy: refactor harmonic draw lib 2022-10-04 15:20:17 +08:00
austin362667
f1ae7b5f30 strategy: add harmonic shark pattern recognition
strategy: add harmonic shark pattern recognition
2022-10-04 15:20:17 +08:00
zenix
5c1d0f95e2 fix/drift_stoploss 2022-10-03 14:00:18 +09:00
zenix
58736b1b2d refactor: extract stoploss, fix highest/lowest in trailingExit 2022-09-29 20:15:10 +09:00
zenix
5086af2886 fix: reduce Quantity precheck, drift condition, ewo refactor 2022-09-28 20:06:37 +09:00
Yo-An Lin
1b531b66a2
Merge pull request #959 from austin362667/austin362667/factorzoo
stratgy: add irr
2022-09-28 17:05:03 +08:00
Yo-An Lin
8d92d43710
Merge pull request #955 from narumiruna/improve-marketcap
FEATURE: marketcap: reduce frequency of querying data from coinmarketcap
2022-09-24 01:54:30 +08:00
なるみ
4b1f7c65ce reduce frequency of querying data from coinmarketcap 2022-09-22 14:12:18 +08:00
zenix
fd875c7060 fix: add series.filter, fix fixedpoint.Four, fix modifiable for embedded fields, change drift to use openPosition, modify openPosition behavior 2022-09-22 13:01:26 +09:00
c9s
ecc93da0cb
update xmaker configuration 2022-09-21 01:16:39 +08:00
Yo-An Lin
17b5e3566a
Merge pull request #960 from c9s/refactor/notification
improve: improve the existing notification switch settings
2022-09-20 12:25:06 +08:00
austin362667
beb13449cb strategy: refactor oneliner to irr 2022-09-20 10:32:57 +08:00
austin362667
d7b9721224 oneliner: add config 2022-09-20 10:32:57 +08:00
c9s
3133d54957
config: update config for new notification switches settings 2022-09-19 19:32:16 +08:00
Yo-An Lin
3230088f9f
Merge pull request #953 from zenixls2/fix/drift
fix: drift minus weight, preloaded kline not enough
2022-09-17 18:15:44 +08:00
zenix
7044b0d8ea fix: drift minus weight, preloaded kline not enough 2022-09-16 19:11:36 +09:00
c9s
3d7fc75e4b
pivotshort: add MACDDivergence protection 2022-09-16 01:15:18 +08:00
Yo-An Lin
dc195e824b
Merge pull request #920 from austin362667/austin362667/factorzoo
strategy: add trend trader
2022-09-14 15:00:08 +08:00
なるみ
9b5f204cbe get marketcap values from coinmarketcap 2022-09-14 02:44:57 +08:00
c9s
8d4eb611f3
bbgo: add more open position doc comments 2022-09-12 23:48:40 +08:00
c9s
db94b2690a
bbgo: check base balance only for long position 2022-09-11 17:49:24 +08:00
c9s
b805b19286
config: move buyBelowNeutralSMA back 2022-09-11 17:47:37 +08:00
c9s
ad6f07a40c
config: reformat config comments 2022-09-11 17:38:26 +08:00
c9s
a425c940fa
bollmaker: add trendEMA support 2022-09-11 17:28:54 +08:00