zenix
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4c2c647160
|
fix: remove bind and handler for newly added indicators
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2023-01-18 19:11:23 +09:00 |
|
zenix
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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
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c8f934cafb
|
Rename variables
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2023-01-15 10:25:22 +01:00 |
|
Fredrik
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f1fbf537c4
|
Added functions to supertrend
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2023-01-14 18:13:18 +01:00 |
|
Fredrik
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96405658c9
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Added indicators
|
2023-01-14 18:13:18 +01:00 |
|
zenix
|
746279d0a7
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Fix klingerOscillator, add test for it
|
2023-01-12 19:37:36 +09:00 |
|
zenix
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1ca79db4e5
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fix: volume profile
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2022-12-22 13:35:04 +09:00 |
|
zenix
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2811dbb580
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fix: tsi, add test
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2022-12-22 11:55:17 +09:00 |
|
zenix
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75caa6565e
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feature: add sar indicator
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2022-12-22 11:55:17 +09:00 |
|
zenix
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c0f82977b0
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feature: add psar
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2022-12-22 11:55:17 +09:00 |
|
zenix
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2b62616513
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doc: add description about indicators generated by chatgpt
|
2022-12-22 11:55:17 +09:00 |
|
zenix
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38461167ba
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feature: add tsi and klinger oscillator, fix wdrift div 0 issue
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2022-12-22 11:55:17 +09:00 |
|
Yo-An Lin
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2b20ff4da9
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Merge pull request #1027 from andycheng123/strategy/linregmaker
Strategy: LinReg Maker
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2022-12-20 14:55:48 +08:00 |
|
Andy Cheng
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37a2fedf15
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strategy/linregmaker: dynamic qty uses linreg slope ratio
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2022-11-22 18:24:04 +08:00 |
|
Andy Cheng
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f121218ede
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strategy/linregmaker: prototype
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2022-11-21 13:46:13 +08:00 |
|
zenix
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b2e867e51c
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fix: unlimited length of indicators, add draw elapsed to drift
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2022-10-27 17:35:50 +09:00 |
|
Andy Cheng
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7de9975336
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indicator/linreg: LinReg indicator
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2022-10-21 16:14:47 +08:00 |
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zenix
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5086af2886
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fix: reduce Quantity precheck, drift condition, ewo refactor
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2022-09-28 20:06:37 +09:00 |
|
Yo-An Lin
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3230088f9f
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Merge pull request #953 from zenixls2/fix/drift
fix: drift minus weight, preloaded kline not enough
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2022-09-17 18:15:44 +08:00 |
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Yo-An Lin
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39c347f0a0
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Merge pull request #950 from c9s/strategy/pivotshort
strategy/pivotshort
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2022-09-17 18:14:41 +08:00 |
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zenix
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7044b0d8ea
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fix: drift minus weight, preloaded kline not enough
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2022-09-16 19:11:36 +09:00 |
|
Zenix
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44de961ea1
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Merge pull request #942 from zenixls2/feature/modifiable
feature: add modify tg command. fix wdrift ma length
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2022-09-16 15:23:38 +09:00 |
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c9s
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e2dd7c7360
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indicator: improve macd indicator update callback
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2022-09-15 17:53:12 +08:00 |
|
c9s
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8bfd1f7f30
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indicator: refactor pivot function to floats
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2022-09-15 17:12:10 +08:00 |
|
c9s
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432f9df137
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indicator: refactor pivot function to floats
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2022-09-15 11:49:19 +08:00 |
|
c9s
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67b526120a
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indicator/macd: fix update callback and add log in pivotshort
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2022-09-14 18:41:11 +08:00 |
|
c9s
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7fd2b7472c
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bbgo: integrate MACD indicator into standard indicator set
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2022-09-14 18:33:06 +08:00 |
|
zenix
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d40b34e4d6
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feature: add modify tg command. fix wdrift ma length
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2022-09-14 11:08:10 +09:00 |
|
c9s
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f62eb301e3
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fix: fix pivothigh indicator use high instead of low
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2022-09-06 23:39:13 +08:00 |
|
Raphanus Lo
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425d9e0475
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indicator: GH & Kalman filters: remove deprecated method implementation
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2022-09-05 16:51:30 +08:00 |
|
Raphanus Lo
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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
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2022-09-04 21:48:05 +08:00 |
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c9s
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70fb6d19a9
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indicator: rename PivotHigh value field
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2022-08-31 01:44:51 +08:00 |
|
c9s
|
8fcc3ee368
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indicator: update pivot low and pivot high indicator
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2022-08-31 01:44:38 +08:00 |
|
c9s
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5953fe49d1
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all: move float slice/map to a single package
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2022-08-25 17:31:42 +08:00 |
|
Yo-An Lin
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066b0ca30e
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Merge pull request #892 from c9s/feature/pivot-right-window
feature: add pivot low right window support
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2022-08-24 19:44:44 +08:00 |
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c9s
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2e71e63fae
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all: fix interval window struct usage
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2022-08-24 18:17:37 +08:00 |
|
c9s
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d71fd362b7
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indicator: rename KLinePriceMapper to KLineValueMapper
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2022-08-24 17:53:22 +08:00 |
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c9s
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09cc91bab8
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bbgo: update VWMA and add VWMA to the indicator method
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2022-08-24 17:45:43 +08:00 |
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c9s
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469c6bfb28
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bbgo: move rightWindow to the IntervalWindow struct
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2022-08-24 17:43:28 +08:00 |
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c9s
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f43f9af20f
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indicator: extract pivot calculator and pull out the function handler
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2022-08-24 17:37:44 +08:00 |
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c9s
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1a9c9a6d30
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indicator: fix pivot low window calculation
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2022-08-24 17:34:01 +08:00 |
|
zenix
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6b6a24a655
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feature: add gma, add wdrift, export drift filter, fix: LastPrice truncation
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2022-08-23 17:22:45 +09:00 |
|
zenix
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c1d9df8cdb
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feature: export drift1m, remove take profit, add profit report for listing pnl by date
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2022-08-15 21:06:46 +09:00 |
|
Andy Cheng
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c6407e92c8
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strategy/supertrend: supertrend indicator adapted new indicator API
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2022-08-08 13:07:59 +08:00 |
|
zenix
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d46267aff9
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feature: use ma for tp coefficient, rewrite trailing stop for drift, export all window param to yaml
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2022-07-28 19:34:12 +09:00 |
|
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 |
|
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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c9s
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feef912930
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indicator: pivot low reformat
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2022-07-27 01:58:05 +08:00 |
|
c9s
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4fd318701d
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indicator: fix slice
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2022-07-27 01:43:36 +08:00 |
|
c9s
|
0e18aa68f7
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indicator: fix length slice calculation
|
2022-07-27 01:32:37 +08:00 |
|
c9s
|
5dd14feb42
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indicator: fix pivot low indicator
|
2022-07-27 01:30:43 +08:00 |
|
c9s
|
578e4b2801
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indicator: fix pivot low indicator
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2022-07-27 00:58:05 +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 |
|
c9s
|
f460a7901d
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indicator: refactor macd indicator
|
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 |
|
c9s
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2459dbd384
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indicator: refactor hull indicator
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2022-07-26 18:26:52 +08:00 |
|
c9s
|
808d742efc
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bbgo: add CCI helper
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2022-07-26 18:07:43 +08:00 |
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c9s
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f5e64e8e70
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bbgo: add ATR, ATRP, EMV to the standard indicator set
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2022-07-26 18:07:43 +08:00 |
|
c9s
|
46afc54559
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bbgo: refactor standard indicator set
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2022-07-26 18:07:43 +08:00 |
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c9s
|
94efa8890b
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rename inf.go to interface.go
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2022-07-26 18:07:43 +08:00 |
|
c9s
|
82673e501b
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indicator: fix test cases
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2022-07-26 18:07:43 +08:00 |
|
c9s
|
16c62eab2b
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indicator/pivotlow: drop the legacy CalculateAndUpdate
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2022-07-26 17:33:09 +08:00 |
|
c9s
|
0df321c880
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indicator: drop the legacy CalculateAndUpdate for standard indicators
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2022-07-26 17:30:41 +08:00 |
|
c9s
|
8bf9b280fc
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add low indicator
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2022-07-26 17:27:38 +08:00 |
|
c9s
|
eeab328648
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indicator: rewrite pivotlow indicator
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2022-07-26 17:00:17 +08:00 |
|
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 |
|
zenix
|
d2dee44647
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fix: ewma copy
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2022-07-26 18:00:05 +09:00 |
|
zenix
|
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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55704fdd21
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fix: Reverse length, alma comment
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2022-07-26 18:00:05 +09:00 |
|
zenix
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586f1ff269
|
fix: clone on sma
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2022-07-26 18:00:05 +09:00 |
|
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 |
|
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 |
|
c9s
|
ea08a61e28
|
indicator/stoch: simplify CalculateAndUpdate
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2022-07-21 01:35:27 +08:00 |
|
c9s
|
86c1619e50
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indicator/stoch: move emitUpdate
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2022-07-21 01:35:03 +08:00 |
|
c9s
|
9c89359a5f
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indicator/stoch: move endTime check to pushK
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2022-07-21 01:34:35 +08:00 |
|
c9s
|
6e043ba129
|
indicator/till: fix e1 check
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2022-07-21 01:33:30 +08:00 |
|
c9s
|
a821641dcf
|
indicator/atr: implement LoadK and BindK
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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
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2022-07-21 01:21:29 +08:00 |
|
c9s
|
9f937f529e
|
bbgo: refactor standard indicator
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2022-07-21 01:05:08 +08:00 |
|
c9s
|
4300e00580
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indicator/rma: move endTime update to PushK
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2022-07-21 01:05:08 +08:00 |
|
c9s
|
dd3bd6a325
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indicator: rewrite VWMA calculator
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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
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indicator: rewrite boll indicator with stddev indicator
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2022-07-14 14:26:08 +08:00 |
|
c9s
|
975d0d6995
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indicator: pull out emit update
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2022-07-14 11:36:34 +08:00 |
|
c9s
|
bbf01275cc
|
indicator/sma: clean CalculateAndUpdate and make cache field private
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2022-07-14 11:34:53 +08:00 |
|
c9s
|
7696c9f21e
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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 |
|