178 Commits

Author	SHA1	Message	Date
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