zenix
|
1eb03c3dba
|
fix: taker price, matching engine kline emit order and process order, nan in sortino and sharpe
|
2022-08-29 14:11:02 +09:00 |
|
c9s
|
11854db51a
|
pivotshort: move SupportTakeProfit to the core api
|
2022-08-26 18:09:46 +08:00 |
|
c9s
|
c8c7211e75
|
pivotshort: fix resistance short subscribe
|
2022-08-26 17:55:59 +08:00 |
|
c9s
|
a48471d4c8
|
pivotshort: refactor trend ema and stop ema
|
2022-08-26 17:52:46 +08:00 |
|
c9s
|
52d245ecf1
|
floats: move floats related functions and add crossover, crossunder funcs
|
2022-08-26 16:15:39 +08:00 |
|
Raphanus Lo
|
a2ab9db4eb
|
strategy: bollmaker: fix nil pointer
|
2022-08-25 23:43:31 +08:00 |
|
c9s
|
5953fe49d1
|
all: move float slice/map to a single package
|
2022-08-25 17:31:42 +08:00 |
|
Andy Cheng
|
e2774ed2b5
|
Merge pull request #880 from andycheng123/improve/supertrend-strategy-report
Improve: strategy-supertrend output acc. profit report to tsv file
|
2022-08-25 14:25:03 +08:00 |
|
Andy Cheng
|
fcaa6466b6
|
strategy/bollmaker: preload dynamic spreads
|
2022-08-25 13:44:38 +08:00 |
|
c9s
|
702ce5220b
|
autoborrow: improve debtRatio repay
|
2022-08-25 11:05:31 +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 |
|
Zenix
|
3a98ae00b9
|
Merge pull request #890 from zenixls2/feature/wdrift
weighted drift
|
2022-08-24 16:59:25 +09:00 |
|
Andy Cheng
|
6176c06002
|
strategy/supertrend: use pointer for AccumulatedProfitReport field in strategy struct
|
2022-08-24 13:58:30 +08:00 |
|
c9s
|
88f243c91b
|
util: move math util functions to util
|
2022-08-24 11:34:55 +08:00 |
|
Andy Cheng
|
978db22c0a
|
strategy/supertrend: accumulated daily profit uses its own window config
|
2022-08-24 11:23:48 +08:00 |
|
Andy Cheng
|
592eae8c3c
|
strategy/supertrend: output by interval
|
2022-08-23 18:43:13 +08:00 |
|
zenix
|
6b6a24a655
|
feature: add gma, add wdrift, export drift filter, fix: LastPrice truncation
|
2022-08-23 17:22:45 +09:00 |
|
c9s
|
c86b29e6dc
|
all: resolve import cycle
|
2022-08-23 02:12:26 +08:00 |
|
c9s
|
0947c28294
|
all: move PrintConfig to pkg/util
|
2022-08-23 01:56:15 +08:00 |
|
c9s
|
2611012d28
|
types: move json struct to types package
|
2022-08-23 01:54:29 +08:00 |
|
c9s
|
5a4d71b073
|
strategy/autoborrow: fix reBalanceDebt check
|
2022-08-19 18:56:25 +08:00 |
|
c9s
|
834487d568
|
strategy/schedule: add MaxBaseBalance config
|
2022-08-19 16:48:43 +08:00 |
|
c9s
|
4622f9f34e
|
autoborrow: add more verbose logs
|
2022-08-19 16:10:13 +08:00 |
|
zenix
|
5030b93285
|
fix: move canInt to dynamic
|
2022-08-18 18:05:52 +09:00 |
|
zenix
|
e5c1152030
|
doc: add comment to strategy config printing func
|
2022-08-18 17:38:27 +09:00 |
|
zenix
|
5e7ea71613
|
feature: withdraw print config functionality from drift to be a general function
|
2022-08-18 17:38:27 +09:00 |
|
c9s
|
94e2e28edd
|
strategy/autoborrow: add debt re-balancing
|
2022-08-17 16:45:10 +08:00 |
|
Andy Cheng
|
2b638d1f8f
|
strategy/supertrend: use pkg/data/tsv for tsv output
|
2022-08-16 15:49:08 +08:00 |
|
Andy Cheng
|
f7feb7e0fc
|
strategy/supertrend: output acc. profit report to tsv file
|
2022-08-16 14:42:04 +08:00 |
|
Zenix
|
2e9f554f9e
|
Merge pull request #878 from zenixls2/drift_rebase
Drift rebase
|
2022-08-16 15:35:42 +09:00 |
|
zenix
|
17d6b2465c
|
fix: drift add back symbol in InstanceID
|
2022-08-16 12:50:30 +09:00 |
|
zenix
|
14aa667d59
|
fix: drift pnl and cumpnl
|
2022-08-16 12:45:40 +09:00 |
|
zenix
|
9f8b8d97d0
|
fix: drift empty pnl. exit condition
|
2022-08-16 12:30:29 +09:00 |
|
zenix
|
71d3b926ec
|
fix: go1.7
|
2022-08-15 21:46:13 +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 |
|
zenix
|
da28750313
|
feature: dump parameter to tg, esp series, fix: order tag, position calculation and bp/sp of drift
|
2022-08-15 21:05:29 +09:00 |
|
zenix
|
2f75dda6ee
|
fix: highest price and lowest price reset, condition gets crossed
|
2022-08-15 21:05:08 +09:00 |
|
zenix
|
ba532bd98c
|
fix: takeProfitFactor NaN
|
2022-08-15 21:04:48 +09:00 |
|
zenix
|
e34b0c6c30
|
fix: drift pnl calculation and graph drawing, filter periods other than s.Interval and 1m
|
2022-08-15 21:04:31 +09:00 |
|
zenix
|
0cc3c5d485
|
feature: output config to telegram
|
2022-08-15 21:04:01 +09:00 |
|
zenix
|
6a4eec71d6
|
feature: create simpleinteract and remove command in notification
|
2022-08-15 21:03:48 +09:00 |
|
zenix
|
90e596f463
|
feature: send photo through telegram, register handler dynamically in strategy, fix canvas rendering
|
2022-08-15 21:03:14 +09:00 |
|
zenix
|
008814992f
|
fix: date parsing in tradingview, feature: enforce trailingstop in drift, add rebalance prototype
|
2022-08-15 21:02:59 +09:00 |
|
zenix
|
d11738b6b5
|
feature: add smart cancel to drift
|
2022-08-15 21:02:43 +09:00 |
|
ankion
|
65218d8920
|
pivotshort: trendema add length check
|
2022-08-12 00:54:40 +08:00 |
|
ankion
|
1b0f653450
|
pivotshort: trendema add initial date
|
2022-08-11 16:42:29 +08:00 |
|
c9s
|
3bdc6c7f28
|
bollmaker: remove unused embedded struct
|
2022-08-10 23:46:24 +08:00 |
|
Yo-An Lin
|
62aff676da
|
Revert "feature: add smart cancel to drift"
|
2022-08-09 16:25:36 +08:00 |
|
zenix
|
5be6e822e9
|
fix: highest price and lowest price reset, condition gets crossed
|
2022-08-09 13:26:56 +09:00 |
|
zenix
|
2c4e03a102
|
fix: takeProfitFactor NaN
|
2022-08-09 13:26:56 +09:00 |
|
zenix
|
0e3aecb549
|
fix: drift pnl calculation and graph drawing, filter periods other than s.Interval and 1m
|
2022-08-09 13:26:56 +09:00 |
|
zenix
|
9704c09a09
|
feature: output config to telegram
|
2022-08-09 13:26:56 +09:00 |
|
zenix
|
45e819ebe7
|
feature: create simpleinteract and remove command in notification
|
2022-08-09 13:26:56 +09:00 |
|
zenix
|
4117a83cd1
|
feature: send photo through telegram, register handler dynamically in strategy, fix canvas rendering
|
2022-08-09 13:26:56 +09:00 |
|
zenix
|
214e7259ed
|
fix: date parsing in tradingview, feature: enforce trailingstop in drift, add rebalance prototype
|
2022-08-09 13:26:56 +09:00 |
|
zenix
|
53d4f21c30
|
feature: add smart cancel to drift
|
2022-08-09 13:26:56 +09:00 |
|
Andy Cheng
|
ef18791c6a
|
Merge pull request #865 from andycheng123/fix/protective-stoploss
fix: protectivestoploss not working on long position
|
2022-08-09 12:15:33 +08:00 |
|
austin362667
|
bb4db871b2
|
factorzoo: add comments for strategy
factorzoo: add comments for strategy
|
2022-08-09 00:01:34 +08:00 |
|
austin362667
|
d282568614
|
factorzoo: add customized indicators
|
2022-08-08 23:50:42 +08:00 |
|
austin362667
|
bdb04a4322
|
strategy: factorzoo: refactor to logistic regression
re-format
|
2022-08-08 20:09:15 +08:00 |
|
Andy Cheng
|
5455ae810b
|
strategy/supertrend: only show nterval profit report in backtesting
|
2022-08-08 17:42:21 +08:00 |
|
Andy Cheng
|
c6407e92c8
|
strategy/supertrend: supertrend indicator adapted new indicator API
|
2022-08-08 13:07:59 +08:00 |
|
Andy Cheng
|
9d0eecc5bc
|
strategy/supertrend: linreg adapted new indicator API
|
2022-08-08 12:43:38 +08:00 |
|
Andy Cheng
|
737f6e99ba
|
strategy/supertrend: use CalculateQuoteQuantity() in strategy
|
2022-08-05 16:28:42 +08:00 |
|
Andy Cheng
|
b564e69f82
|
strategy/supertrend: add CalculateQuoteQuantity()
|
2022-08-05 15:59:20 +08:00 |
|
Andy Cheng
|
eb57e80119
|
strategy/supertrend: different qty calculation for spot and leveraged
|
2022-08-05 15:11:15 +08:00 |
|
Andy Cheng
|
550f2f3fd7
|
strategy/supertrend: adapt risk.AccountValueCalculator
|
2022-08-05 11:47:36 +08:00 |
|
Andy Cheng
|
9369ad3155
|
strategy/supertrend: adapt SetIntervalProfitCollector
|
2022-08-04 10:39:52 +08:00 |
|
Andy Cheng
|
5d1bfc6010
|
strategy/supertrend: add last period accumulated profit report
|
2022-08-03 15:31:20 +08:00 |
|
Andy Cheng
|
dc9ecdd6ca
|
strategy/supertrend: add accumulated profit SMA report
|
2022-08-03 14:04:30 +08:00 |
|
c9s
|
55a128ea90
|
pivotshort: use bbgo notify instead of just info log
|
2022-07-30 18:14:53 +08:00 |
|
c9s
|
8873101752
|
pivotshort: move trendEMA log
|
2022-07-30 18:02:28 +08:00 |
|
c9s
|
efaf8e9559
|
pivotshort: add more logs
|
2022-07-30 13:14:29 +08:00 |
|
c9s
|
bd754e1714
|
pivotshort: use infof log
|
2022-07-29 16:13:57 +08:00 |
|
Fredrik
|
b324149db2
|
added SideEffectTypeAutoRepay to supportTakeProfit
|
2022-07-29 09:41:35 +02:00 |
|
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 |
|
c9s
|
30978ecbd4
|
pivotshort: check TrendEMA pointer
|
2022-07-28 11:29:27 +08:00 |
|
c9s
|
d61047cd26
|
pivotshort: add maxGradient config to trendEMA
|
2022-07-28 10:27:16 +08:00 |
|
c9s
|
5fa2606357
|
pivotshort: rename kLineClosedStop to fakeBreakStop
|
2022-07-28 09:29:10 +08:00 |
|
c9s
|
151d907457
|
use debug log for trendEMA
|
2022-07-27 19:22:56 +08:00 |
|
c9s
|
c65456e44b
|
pivotshort: refactor and add trendEMA to resistance short
|
2022-07-27 19:22:56 +08:00 |
|
c9s
|
2719c86400
|
pivotshort: drop unused tail function
|
2022-07-27 19:22:56 +08:00 |
|
c9s
|
5821dd02cb
|
pivotshort: fix log format
|
2022-07-27 19:22:56 +08:00 |
|
c9s
|
9b35c789ee
|
pivotshort: add total quantity to the notification
|
2022-07-27 19:22:55 +08:00 |
|
c9s
|
b067c02cf0
|
pivotshort: fix resistance order quantity calculation
|
2022-07-27 19:22:55 +08:00 |
|
c9s
|
a9eef3fb93
|
pivotshort: fix pivot low usage
|
2022-07-27 19:22:55 +08:00 |
|
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 |
|
c9s
|
4c6fe11796
|
pivotshort: rename ClosedKLineStop to fake break stop
|
2022-07-27 12:04:54 +08:00 |
|
c9s
|
7438798390
|
bbgo: add ClosedKLineStop trigger
|
2022-07-27 11:47:12 +08:00 |
|
c9s
|
f323e91a56
|
pivotshort: fix resistance short
|
2022-07-27 11:30:32 +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 |
|
zenix
|
84c7c0596d
|
fix: fix drift naming style, fix kline Copy -> Set
|
2022-07-27 12:17:33 +09:00 |
|
c9s
|
ac496e8488
|
pivotshort: refactor pivot low collector
|
2022-07-27 01:57:28 +08:00 |
|
c9s
|
b746f801f7
|
pivotshort: get the correct pivot low value
|
2022-07-27 01:56:18 +08:00 |
|
c9s
|
854af6b4bd
|
pivotshort: use new config struct stopEMA and trendEMA
|
2022-07-27 01:53:53 +08:00 |
|
c9s
|
6f64b6d08e
|
pivotshort: introduce new config struct
|
2022-07-27 01:51:47 +08:00 |
|
c9s
|
2822e39e7b
|
pivotshort: remove the legacy preloadPivot
|
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 |
|
zenix
|
85f8b9510d
|
fix: gofmt
|
2022-07-26 18:00:05 +09:00 |
|
zenix
|
4dd4c5823f
|
fix: unlock lock to get latest price
|
2022-07-26 18:00:05 +09:00 |
|
zenix
|
2ceb24ad09
|
fix: panic on image drawing, reduce fee by smoothing the drift curve
|
2022-07-26 18:00:05 +09:00 |
|
zenix
|
553a55811c
|
fix: buyPrice/sellPrice calculation on one order multiple trades
|
2022-07-26 18:00:05 +09:00 |
|
zenix
|
a8fe20ae3a
|
fix: drift exit condition, trade_stats serialization in redis
|
2022-07-26 18:00:05 +09:00 |
|
zenix
|
a5039de6aa
|
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
|
2022-07-26 18:00:05 +09:00 |
|
zenix
|
b6fb5e958d
|
feature: deduct fee from entry, move StopLoss orders cleanup to the begin of close position function
|
2022-07-26 18:00:05 +09:00 |
|
zenix
|
ac5c7f5773
|
feature: add pnl / cummulative pnl graph, add continuous graph
|
2022-07-26 18:00:05 +09:00 |
|
zenix
|
62aac8ecc4
|
fix: indicator limits
|
2022-07-26 18:00:05 +09:00 |
|
zenix
|
0d65fe1b8a
|
feature: trailing stop, print mean and modify normalization function of output graph
|
2022-07-26 18:00:05 +09:00 |
|
zenix
|
c6563aa9bd
|
feature: add stoploss from stopPrice
|
2022-07-26 18:00:05 +09:00 |
|
zenix
|
9c73aa4adb
|
fix: fine tune drift config. fix atr updating issue
|
2022-07-26 18:00:05 +09:00 |
|
zenix
|
b52208d7b6
|
fix: bug in wrong channel subscription in drift
|
2022-07-26 18:00:05 +09:00 |
|
zenix
|
7368069c7a
|
fix: add persistence to drift
|
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
|
e097421b7b
|
feature: export canvas path for drift strategy. fix exit/entry order and fix missing columns from json parsing
|
2022-07-26 18:00:05 +09:00 |
|
zenix
|
7310feb0de
|
fix: highest price normalization in drift strategy
|
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 |
|
zenix
|
69b45e90e9
|
add drift exit condition
|
2022-07-26 18:00:05 +09:00 |
|
zenix
|
6a9e00ebd4
|
fix: update drift strategy
|
2022-07-26 18:00:05 +09:00 |
|
zenix
|
0ae6b6736c
|
feature: use drift indicator to create basic strategy for study
|
2022-07-26 18:00:05 +09:00 |
|
c9s
|
44c3e5a6f7
|
indicator: split pivot low indicator
|
2022-07-26 16:50:45 +08:00 |
|
Yo-An Lin
|
9bf48e9de4
|
Merge pull request #822 from c9s/fix/api-upgrade
refactor: ewoDgtrd: upgrade order executor api
|
2022-07-26 14:33:06 +08:00 |
|
c9s
|
8986eeb3a4
|
bollmaker: apply kline filter closure
|
2022-07-26 12:08:47 +08:00 |
|
c9s
|
c252a7dcf9
|
bollmaker: fix log format issue
|
2022-07-26 12:08:47 +08:00 |
|
c9s
|
d26dd2f1da
|
bollmaker: remove status change setter
|
2022-07-26 12:08:47 +08:00 |
|
c9s
|
83c8bc819a
|
all: drop the legacy smart stops
|
2022-07-26 12:08:47 +08:00 |
|
c9s
|
c3b6cb80c3
|
bollmaker: upgrade bollmaker exits methods
|
2022-07-26 12:08:47 +08:00 |
|
c9s
|
6ae0620730
|
bollmaker: integrate exits method to bollmaker
|
2022-07-26 12:08:47 +08:00 |
|
c9s
|
549e28079b
|
autoborrow: call Debt() for repay
|
2022-07-26 11:49:04 +08:00 |
|
Yo-An Lin
|
2e7ed9f583
|
Merge pull request #840 from andycheng123/fix/supertrend-strategy
strategy/supertrend: fix exit methods problem
|
2022-07-25 15:14:22 +08:00 |
|
c9s
|
0d5d92b26d
|
pivotshort: fix tail function
|
2022-07-25 15:02:59 +08:00 |
|
Andy Cheng
|
07959c8862
|
strategy/supertrend: fix exit methods problem
|
2022-07-25 14:11:55 +08:00 |
|
c9s
|
36cfaa924d
|
risk: move leverage quantity calculation to the risk package
|
2022-07-22 11:55:24 +08:00 |
|
c9s
|
54affd2f99
|
pivotshort: quantity calculation -- sub debt
|
2022-07-22 11:47:48 +08:00 |
|
c9s
|
76def2fe9d
|
pull out AccountValueCalculator
|
2022-07-21 19:46:58 +08:00 |
|
c9s
|
15879adf3b
|
pivotshort: fix trade loss ratio
|
2022-07-21 13:17:46 +08:00 |
|
c9s
|
88c0f31e87
|
pivotshort: add trade loss to the quantity calculating
|
2022-07-21 13:05:46 +08:00 |
|
c9s
|
756fcb4807
|
pivotshort: fix min leverage protection
|
2022-07-21 13:04:19 +08:00 |
|
c9s
|
b6d0482517
|
pivotshort: add more logs and check
|
2022-07-21 12:05:05 +08:00 |
|
c9s
|
ea4efccd89
|
schedule: use general order executor and fix notification message format
|
2022-07-19 17:38:32 +08:00 |
|
c9s
|
f72cf9bfff
|
pivotshort: fix quantity check
|
2022-07-19 11:25:27 +08:00 |
|
c9s
|
29fc58cb18
|
autoborrow: fix repay amount
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2022-07-18 19:14:31 +08:00 |
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c9s
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6e4c28ed1b
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disable marketTrade stop
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2022-07-17 00:59:35 +08:00 |
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c9s
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a370a5e489
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pivotshort: fix on start handler
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2022-07-14 18:36:28 +08:00 |
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c9s
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89ffd94d98
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update pivotlow on start
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2022-07-14 18:35:58 +08:00 |
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Yo-An Lin
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191e00adeb
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Merge pull request #827 from c9s/strategy/pivotshort
strategy/pivotshort: improve quantity calculation for margin and futures
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2022-07-14 18:16:48 +08:00 |
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c9s
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c4332fcac2
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pivotshort: add leverage settings
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2022-07-14 17:44:33 +08:00 |
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c9s
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adb96cac39
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pivotshort: check maximum margin leverage
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2022-07-14 17:38:11 +08:00 |
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c9s
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6c91af2392
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pivotshort: improve useQuantityOrBaseBalance
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2022-07-14 17:36:03 +08:00 |
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c9s
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0ba529cb45
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pivotshort: replace orders if the active orders is empty
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2022-07-14 16:34:03 +08:00 |
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c9s
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8fb216ce52
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pivotshort: when resistance order is filled, reset the current resistance price
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2022-07-14 16:28:30 +08:00 |
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c9s
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2ef8ecf3d9
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indicator: clean up bollinger band indicator api usage
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2022-07-14 14:26:08 +08:00 |
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c9s
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a5715c6aee
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indicator: rewrite boll indicator with stddev indicator
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2022-07-14 14:26:08 +08:00 |
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c9s
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cb481c660f
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fix all indicators for KLineCalculateUpdater interface
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2022-07-14 10:28:53 +08:00 |
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c9s
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2a3118a086
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indicator: clean up and update calculator method names
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2022-07-14 09:18:42 +08:00 |
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c9s
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c27f416dbc
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indicator: canonicalize the CalculateAndUpdate method call
also fix the xmaker boll indicator preloading
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2022-07-14 09:18:42 +08:00 |
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c9s
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1152fae346
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ewoDgtrd: upgrade order executor api
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2022-07-14 01:36:02 +08:00 |
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c9s
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cecb278aa1
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autoborrow: use info logger for the margin level info
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2022-07-13 13:34:59 +08:00 |
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c9s
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ee163eb441
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pivotshort: add trendEMA protection
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2022-07-13 11:09:57 +08:00 |
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c9s
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f5f6fabe07
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pivotshort: add trendEMA and add stopEMA subscribe
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2022-07-13 10:49:52 +08:00 |
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Yo-An Lin
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8119afbb44
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Merge branch 'main' into strategy/pivotshort
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2022-07-12 23:38:23 +08:00 |
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c9s
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6ce9f6a2b7
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fix FilterSimpleArgs
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2022-07-12 17:55:15 +08:00 |
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c9s
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b521a7cf70
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pivotshort: fix resistance price update algo
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2022-07-12 17:45:47 +08:00 |
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c9s
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da4b35bd31
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pivotshort: add 1m subscribe
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2022-07-12 17:45:47 +08:00 |
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Yo-An Lin
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1ef2c1d668
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Merge pull request #811 from andycheng123/fix/supertrend-strategy
strategy/supertrend: fix double dema initialization problem
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2022-07-12 13:13:19 +08:00 |
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c9s
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28d9aa6820
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autoborrow: show margin level when check
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2022-07-11 16:26:25 +08:00 |
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c9s
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3f15df4c0e
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autoborrow: fix repay balance check
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2022-07-11 16:22:21 +08:00 |
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c9s
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98aaa6ce43
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autoborrow: fix repay mech
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2022-07-11 16:20:45 +08:00 |
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Andy Cheng
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1b5dc309f0
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strategy/supertrend: fix double dema initialization problem
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2022-07-11 13:37:01 +08:00 |
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Yo-An Lin
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eacbd13e6b
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Merge pull request #810 from andycheng123/fix/supertrend-strategy
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2022-07-08 21:03:01 +08:00 |
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c9s
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59fcef0b6d
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supertrend: avoid using embedded struct on DoubleDema
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2022-07-08 17:13:12 +08:00 |
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Andy Cheng
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574e142cf9
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strategy/supertrend: use types.IntervalWindow instead of types.Interval
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2022-07-08 16:42:31 +08:00 |
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c9s
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79b70d4a31
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supertrend: fix interval window for exit methods
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2022-07-08 16:31:28 +08:00 |
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c9s
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46d6ecc663
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fix types.TradeStats usage
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2022-07-08 15:44:32 +08:00 |
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c9s
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581e4be218
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supertrend: clean up and update
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2022-07-08 15:41:28 +08:00 |
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Andy Cheng
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f8777752a0
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Merge branch 'main' into improve/supertrend-strategy
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2022-07-07 10:33:30 +08:00 |
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c9s
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81560746bd
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all: reformat code
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2022-07-07 02:26:39 +08:00 |
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c9s
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74593720a7
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add ExitMethodSet.Bind method
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2022-07-07 02:26:39 +08:00 |
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Andy Cheng
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c43d4e0b24
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strategy/supertrend: func to get order side
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2022-07-06 18:11:09 +08:00 |
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Andy Cheng
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8aa5b706b6
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strategy/supertrend: fix double dema missing interval
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2022-07-06 17:05:38 +08:00 |
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Andy Cheng
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6c93c42ef6
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strategy/supertrend: pull double dema into a single file
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2022-07-06 16:45:19 +08:00 |
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Andy Cheng
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c62e7bbb58
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strategy/supertrend: refactor to smaller functions
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2022-07-06 16:26:30 +08:00 |
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c9s
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2bc12c0522
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add trailing stop and it's test cases with gomock
Signed-off-by: c9s <yoanlin93@gmail.com>
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2022-07-06 03:04:01 +08:00 |
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Andy Cheng
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2de16ac7d1
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strategy/supertrend: fix missing Bind() of DEMA
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2022-07-05 17:11:58 +08:00 |
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Andy Cheng
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91077ce61d
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strategy/supertrend: add ExitMethod
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2022-07-05 16:55:48 +08:00 |
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Andy Cheng
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f0dc9d6147
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strategy/supertrend: add TradeStats
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2022-07-05 16:30:13 +08:00 |
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Andy Cheng
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5b3ba03042
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strategy/supertrend: preload indicators
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2022-07-05 16:25:02 +08:00 |
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Andy Cheng
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0a0e5ac4d8
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strategy/supertrend: config switch for stop by different signals
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2022-07-05 15:59:35 +08:00 |
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c9s
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193703a9a0
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all: use tradeStats constructor
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2022-07-05 11:14:50 +08:00 |
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c9s
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3a37154737
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pivotshort: fix supportTakeProfit binding
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2022-07-04 02:20:15 +08:00 |
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c9s
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81f9639c85
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pivotshort: bind supportTakeProfit method
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2022-07-03 17:22:29 +08:00 |
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c9s
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278fbb7b51
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pivotshort: fix support take profit method
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2022-07-03 17:13:01 +08:00 |
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c9s
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74cac6e977
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pivotshort: adjust layer price calculation
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2022-07-03 15:44:37 +08:00 |
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c9s
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a408b20eda
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fix resistance price calculation
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2022-07-03 15:26:05 +08:00 |
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c9s
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1e8ac0d08a
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pivotshort: improve price grouping
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2022-07-02 18:51:17 +08:00 |
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c9s
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f940bb8e0a
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implement SupportTakeProfit method
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2022-07-02 13:21:27 +08:00 |
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c9s
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004e6b0e0b
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pivotshort: fix findNextResistancePriceAndPlaceOrders
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2022-07-02 00:28:41 +08:00 |
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c9s
|
f1867b02c3
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pivotshort: fix message
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2022-07-01 18:10:39 +08:00 |
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c9s
|
9a11fd59ed
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pivotshort: fix open close price compare
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2022-07-01 17:43:51 +08:00 |
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c9s
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53204f47ea
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bollmaker: remove legacy state loading
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2022-07-01 17:28:48 +08:00 |
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