c9s
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c65456e44b
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pivotshort: refactor and add trendEMA to resistance short
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2022-07-27 19:22:56 +08:00 |
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c9s
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2719c86400
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pivotshort: drop unused tail function
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2022-07-27 19:22:56 +08:00 |
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c9s
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5821dd02cb
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pivotshort: fix log format
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2022-07-27 19:22:56 +08:00 |
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c9s
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9b35c789ee
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pivotshort: add total quantity to the notification
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2022-07-27 19:22:55 +08:00 |
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c9s
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b067c02cf0
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pivotshort: fix resistance order quantity calculation
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2022-07-27 19:22:55 +08:00 |
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c9s
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a9eef3fb93
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pivotshort: fix pivot low usage
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2022-07-27 19:22:55 +08:00 |
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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 |
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c9s
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4c6fe11796
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pivotshort: rename ClosedKLineStop to fake break stop
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2022-07-27 12:04:54 +08:00 |
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c9s
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7438798390
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bbgo: add ClosedKLineStop trigger
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2022-07-27 11:47:12 +08:00 |
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c9s
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f323e91a56
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pivotshort: fix resistance short
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2022-07-27 11:30:32 +08:00 |
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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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zenix
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84c7c0596d
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fix: fix drift naming style, fix kline Copy -> Set
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2022-07-27 12:17:33 +09:00 |
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zenix
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3f33111182
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fix: rename kline Copy to Set
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2022-07-27 10:55:15 +09:00 |
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c9s
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3fbc634d81
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bbgo: narrow down indicator interface type
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2022-07-27 02:21:25 +08:00 |
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c9s
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3adeb46c65
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config: update pivotshort default config
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2022-07-27 01:58:19 +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 |
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c9s
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ac496e8488
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pivotshort: refactor pivot low collector
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2022-07-27 01:57:28 +08:00 |
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c9s
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b746f801f7
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pivotshort: get the correct pivot low value
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2022-07-27 01:56:18 +08:00 |
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c9s
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854af6b4bd
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pivotshort: use new config struct stopEMA and trendEMA
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2022-07-27 01:53:53 +08:00 |
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c9s
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6f64b6d08e
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pivotshort: introduce new config struct
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2022-07-27 01:51:47 +08:00 |
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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 |
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c9s
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0e18aa68f7
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indicator: fix length slice calculation
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2022-07-27 01:32:37 +08:00 |
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c9s
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5dd14feb42
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indicator: fix pivot low indicator
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2022-07-27 01:30:43 +08:00 |
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c9s
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076f196621
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risk: return quantity directly if it's not zero
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2022-07-27 01:29:53 +08:00 |
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c9s
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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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Yo-An Lin
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605c66556e
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Merge pull request #844 from c9s/strategy/pivotshort
strategy/pivotshort: refactor and update indicator api usage
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2022-07-26 23:43:22 +08:00 |
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zenix
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da51bf44c8
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fix: rebase error
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2022-07-26 20:14:23 +09:00 |
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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 |
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c9s
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f460a7901d
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indicator: refactor macd indicator
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2022-07-26 19:00:09 +08:00 |
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Yo-An Lin
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2758239e40
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Merge pull request #845 from c9s/refactor/standard-indicator
refactor: refactor standard indicator and add simple indicator interface
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2022-07-26 18:45:13 +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 |
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c9s
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0456cdc7a9
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bbgo: add hull to the standard indicator
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2022-07-26 18:27:22 +08:00 |
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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 |
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c9s
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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 |
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c9s
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1d6b1de8ba
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bbgo: rename standard indicator receiver name
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2022-07-26 18:07:43 +08:00 |
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c9s
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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
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94efa8890b
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rename inf.go to interface.go
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2022-07-26 18:07:43 +08:00 |
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c9s
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82673e501b
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indicator: fix test cases
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2022-07-26 18:07:43 +08:00 |
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c9s
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16c62eab2b
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indicator/pivotlow: drop the legacy CalculateAndUpdate
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2022-07-26 17:33:09 +08:00 |
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c9s
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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 |
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c9s
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8bf9b280fc
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add low indicator
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2022-07-26 17:27:38 +08:00 |
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c9s
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eeab328648
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indicator: rewrite pivotlow indicator
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2022-07-26 17:00:17 +08:00 |
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zenix
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85f8b9510d
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fix: gofmt
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2022-07-26 18:00:05 +09:00 |
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zenix
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4dd4c5823f
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fix: unlock lock to get latest price
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2022-07-26 18:00:05 +09:00 |
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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 |
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zenix
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553a55811c
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fix: buyPrice/sellPrice calculation on one order multiple trades
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2022-07-26 18:00:05 +09:00 |
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zenix
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d2dee44647
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fix: ewma copy
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2022-07-26 18:00:05 +09:00 |
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zenix
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a8fe20ae3a
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fix: drift exit condition, trade_stats serialization in redis
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2022-07-26 18:00:05 +09:00 |
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zenix
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a5039de6aa
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feature: add omega ratio, print sharpe/omega/interval profit from trade_stats, use stdev for high/low diff for drift to estimate the variance and improve profit, add yaml marshal for dnum fixedpoint
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2022-07-26 18:00:05 +09:00 |
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