Commit Graph

256 Commits

Author SHA1 Message Date
zenix
4c2c647160 fix: remove bind and handler for newly added indicators 2023-01-18 19:11:23 +09:00
zenix
0b71f2f1d2 fix: query price range from volume profile trades on every updates. will make it slower on updates 2023-01-16 12:37:51 +09:00
Fredrik
c8f934cafb Rename variables 2023-01-15 10:25:22 +01:00
Fredrik
f1fbf537c4 Added functions to supertrend 2023-01-14 18:13:18 +01:00
Fredrik
96405658c9 Added indicators 2023-01-14 18:13:18 +01:00
zenix
746279d0a7 Fix klingerOscillator, add test for it 2023-01-12 19:37:36 +09:00
zenix
1ca79db4e5 fix: volume profile 2022-12-22 13:35:04 +09:00
zenix
2811dbb580 fix: tsi, add test 2022-12-22 11:55:17 +09:00
zenix
75caa6565e feature: add sar indicator 2022-12-22 11:55:17 +09:00
zenix
c0f82977b0 feature: add psar 2022-12-22 11:55:17 +09:00
zenix
2b62616513 doc: add description about indicators generated by chatgpt 2022-12-22 11:55:17 +09:00
zenix
38461167ba feature: add tsi and klinger oscillator, fix wdrift div 0 issue 2022-12-22 11:55:17 +09:00
Yo-An Lin
2b20ff4da9
Merge pull request #1027 from andycheng123/strategy/linregmaker
Strategy: LinReg Maker
2022-12-20 14:55:48 +08:00
Andy Cheng
37a2fedf15 strategy/linregmaker: dynamic qty uses linreg slope ratio 2022-11-22 18:24:04 +08:00
Andy Cheng
f121218ede strategy/linregmaker: prototype 2022-11-21 13:46:13 +08:00
zenix
b2e867e51c fix: unlimited length of indicators, add draw elapsed to drift 2022-10-27 17:35:50 +09:00
Andy Cheng
7de9975336 indicator/linreg: LinReg indicator 2022-10-21 16:14:47 +08:00
zenix
5086af2886 fix: reduce Quantity precheck, drift condition, ewo refactor 2022-09-28 20:06:37 +09:00
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
Yo-An Lin
39c347f0a0
Merge pull request #950 from c9s/strategy/pivotshort
strategy/pivotshort
2022-09-17 18:14:41 +08:00
zenix
7044b0d8ea fix: drift minus weight, preloaded kline not enough 2022-09-16 19:11:36 +09:00
Zenix
44de961ea1
Merge pull request #942 from zenixls2/feature/modifiable
feature: add modify tg command. fix wdrift ma length
2022-09-16 15:23:38 +09:00
c9s
e2dd7c7360
indicator: improve macd indicator update callback 2022-09-15 17:53:12 +08:00
c9s
8bfd1f7f30
indicator: refactor pivot function to floats 2022-09-15 17:12:10 +08:00
c9s
432f9df137
indicator: refactor pivot function to floats 2022-09-15 11:49:19 +08:00
c9s
67b526120a
indicator/macd: fix update callback and add log in pivotshort 2022-09-14 18:41:11 +08:00
c9s
7fd2b7472c
bbgo: integrate MACD indicator into standard indicator set 2022-09-14 18:33:06 +08:00
zenix
d40b34e4d6 feature: add modify tg command. fix wdrift ma length 2022-09-14 11:08:10 +09:00
c9s
f62eb301e3
fix: fix pivothigh indicator use high instead of low 2022-09-06 23:39:13 +08:00
Raphanus Lo
425d9e0475 indicator: GH & Kalman filters: remove deprecated method implementation 2022-09-05 16:51:30 +08:00
Raphanus Lo
9c684c124c feature: add G-H filter and Kalman filter
- implement G-H (alpha beta) filter and Kalman filter
- compare the predict accurateness with other indicator
2022-09-04 21:48:05 +08:00
c9s
70fb6d19a9
indicator: rename PivotHigh value field 2022-08-31 01:44:51 +08:00
c9s
8fcc3ee368
indicator: update pivot low and pivot high indicator 2022-08-31 01:44:38 +08:00
c9s
5953fe49d1
all: move float slice/map to a single package 2022-08-25 17:31:42 +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
c9s
d71fd362b7
indicator: rename KLinePriceMapper to KLineValueMapper 2022-08-24 17:53:22 +08:00
c9s
09cc91bab8
bbgo: update VWMA and add VWMA to the indicator method 2022-08-24 17:45:43 +08:00
c9s
469c6bfb28
bbgo: move rightWindow to the IntervalWindow struct 2022-08-24 17:43:28 +08:00
c9s
f43f9af20f
indicator: extract pivot calculator and pull out the function handler 2022-08-24 17:37:44 +08:00
c9s
1a9c9a6d30
indicator: fix pivot low window calculation 2022-08-24 17:34:01 +08:00
zenix
6b6a24a655 feature: add gma, add wdrift, export drift filter, fix: LastPrice truncation 2022-08-23 17:22:45 +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
Andy Cheng
c6407e92c8 strategy/supertrend: supertrend indicator adapted new indicator API 2022-08-08 13:07:59 +08:00
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
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
Yo-An Lin
4fd571d712
Merge pull request #813 from zenixls2/feature/drift_study
feature: drift study
2022-07-27 11:29:48 +08:00
c9s
feef912930
indicator: pivot low reformat 2022-07-27 01:58:05 +08:00
c9s
4fd318701d
indicator: fix slice 2022-07-27 01:43:36 +08:00
c9s
0e18aa68f7
indicator: fix length slice calculation 2022-07-27 01:32:37 +08:00
c9s
5dd14feb42
indicator: fix pivot low indicator 2022-07-27 01:30:43 +08:00
c9s
578e4b2801
indicator: fix pivot low indicator 2022-07-27 00:58:05 +08:00
c9s
2822e39e7b
pivotshort: remove the legacy preloadPivot 2022-07-26 19:00:09 +08:00
c9s
f460a7901d
indicator: refactor macd indicator 2022-07-26 19:00:09 +08:00
c9s
3959e288fd
all: refactor standard indicator helper and fix tests 2022-07-26 18:35:50 +08:00
c9s
2459dbd384
indicator: refactor hull indicator 2022-07-26 18:26:52 +08:00
c9s
808d742efc
bbgo: add CCI helper 2022-07-26 18:07:43 +08:00
c9s
f5e64e8e70
bbgo: add ATR, ATRP, EMV to the standard indicator set 2022-07-26 18:07:43 +08:00
c9s
46afc54559
bbgo: refactor standard indicator set 2022-07-26 18:07:43 +08:00
c9s
94efa8890b
rename inf.go to interface.go 2022-07-26 18:07:43 +08:00
c9s
82673e501b
indicator: fix test cases 2022-07-26 18:07:43 +08:00
c9s
16c62eab2b
indicator/pivotlow: drop the legacy CalculateAndUpdate 2022-07-26 17:33:09 +08:00
c9s
0df321c880
indicator: drop the legacy CalculateAndUpdate for standard indicators 2022-07-26 17:30:41 +08:00
c9s
8bf9b280fc
add low indicator 2022-07-26 17:27:38 +08:00
c9s
eeab328648
indicator: rewrite pivotlow indicator 2022-07-26 17:00:17 +08:00
zenix
2ceb24ad09 fix: panic on image drawing, reduce fee by smoothing the drift curve 2022-07-26 18:00:05 +09:00
zenix
d2dee44647 fix: ewma copy 2022-07-26 18:00:05 +09:00
zenix
f2d37650a5 fix: drift bias on long entry position condition, make cancel faster 2022-07-26 18:00:05 +09:00
zenix
55704fdd21 fix: Reverse length, alma comment 2022-07-26 18:00:05 +09:00
zenix
586f1ff269 fix: clone on sma 2022-07-26 18:00:05 +09:00
zenix
c51a99400d feature: add plot for series. add autocorrelation. add clone for indicators/series 2022-07-26 18:00:05 +09:00
c9s
44c3e5a6f7
indicator: split pivot low indicator 2022-07-26 16:50:45 +08:00
c9s
ea08a61e28
indicator/stoch: simplify CalculateAndUpdate 2022-07-21 01:35:27 +08:00
c9s
86c1619e50
indicator/stoch: move emitUpdate 2022-07-21 01:35:03 +08:00
c9s
9c89359a5f
indicator/stoch: move endTime check to pushK 2022-07-21 01:34:35 +08:00
c9s
6e043ba129
indicator/till: fix e1 check 2022-07-21 01:33:30 +08:00
c9s
a821641dcf
indicator/atr: implement LoadK and BindK 2022-07-21 01:27:38 +08:00
c9s
0b9d6939f3
indicator/till: add zero time check 2022-07-21 01:22:28 +08:00
c9s
2523c2261b
indicator/till: refactor CalculateAndUpdate 2022-07-21 01:21:29 +08:00
c9s
9f937f529e
bbgo: refactor standard indicator 2022-07-21 01:05:08 +08:00
c9s
4300e00580
indicator/rma: move endTime update to PushK 2022-07-21 01:05:08 +08:00
c9s
dd3bd6a325
indicator: rewrite VWMA calculator 2022-07-14 15:57:17 +08:00
c9s
2ef8ecf3d9
indicator: clean up bollinger band indicator api usage 2022-07-14 14:26:08 +08:00
c9s
a5715c6aee
indicator: rewrite boll indicator with stddev indicator 2022-07-14 14:26:08 +08:00
c9s
975d0d6995
indicator: pull out emit update 2022-07-14 11:36:34 +08:00
c9s
bbf01275cc
indicator/sma: clean CalculateAndUpdate and make cache field private 2022-07-14 11:34:53 +08:00
c9s
7696c9f21e
indicator: improve rma preload 2022-07-14 10:54:46 +08:00
c9s
da4dbf4800
indicator: macd: add link for macd https://school.stockcharts.com/doku.php?id=technical_indicators:macd-histogram 2022-07-14 10:45:22 +08:00
c9s
0b07fb5a83
indicator/macd: drop the legacy func calculateMACD 2022-07-14 10:36:16 +08:00
c9s
a7b7ed6610
rename to KLineClosedEmitter 2022-07-14 10:33:10 +08:00
c9s
77264342ce
indicator: add KLineLoader interface 2022-07-14 10:31:38 +08:00
c9s
cb481c660f
fix all indicators for KLineCalculateUpdater interface 2022-07-14 10:28:53 +08:00
c9s
e6c634690b
indicator: clean up ewma's CalculateAndUpdate 2022-07-14 09:29:54 +08:00
c9s
8d8d9a7c59
indicator/rsi: make update callback field private 2022-07-14 09:18:43 +08:00
c9s
b2538b6960
indicator: make callback field private 2022-07-14 09:18:43 +08:00
c9s
2a3118a086
indicator: clean up and update calculator method names 2022-07-14 09:18:42 +08:00
c9s
c27f416dbc
indicator: canonicalize the CalculateAndUpdate method call
also fix the xmaker boll indicator preloading
2022-07-14 09:18:42 +08:00
zenix
d1689a3b14 fix: add error message on wrong sizeof klines passed in calculateSMA 2022-07-13 12:33:57 +09:00
zenix
4e2adcf29e fix: sma calculation, length, and add test case 2022-07-13 12:28:41 +09:00
c9s
f91e1afe95
atrp: multiple 100 for percentage 2022-07-12 22:54:47 +08:00