524 Commits

Author	SHA1	Message	Date
austin362667	1163b89807	factorzoo: fix correlation	2022-04-20 18:10:27 +08:00
austin362667	71a032a29b	factorzoo: clean up ... factorzoo: clean up factorzoo: clean up	2022-04-20 18:10:27 +08:00
austin362667	fdbb2be45c	factorzoo: add cross-sectional factors model strategy	2022-04-20 18:10:27 +08:00
austin362667	a1fa23121d	factorzoo: add correlation indicator	2022-04-20 18:10:27 +08:00
zenix	2a942eab0e	fix: rename EVWMP to VWEMP, fix backtesting fee	2022-04-15 19:12:11 +09:00
Yo-An Lin	d6755d7ca0	Merge pull request #512 from zenixls2/feature/elliott_wave ... strategy: elliott wave oscillator	2022-04-15 15:53:24 +08:00
Andy Cheng	07c30f82af	strategy: add StrategyController to bollmaker	2022-04-15 15:38:40 +08:00
c9s	f91132f35c	bollmaker: avoid using time in force in maker order	2022-04-15 11:40:43 +08:00
zenix	6f04789111	fix: rename packae name	2022-04-14 20:01:13 +09:00
zenix	4ee73149c1	feature: add heikinashi	2022-04-14 19:58:05 +09:00
zenix	2f51441256	fix: remove smartstop. use dynamic stoploss. improve profit and lower the lost	2022-04-13 21:10:07 +09:00
zenix	a0e218a5c6	use trailingstop	2022-04-13 21:10:07 +09:00
zenix	fcf29f7e11	fix: doing some performance tuning	2022-04-13 21:10:07 +09:00
zenix	0fe14c5fe5	feature: post orders for ewo	2022-04-13 21:10:07 +09:00
zenix	42a3737f2e	fix: use series in ewo to predict values	2022-04-13 21:10:07 +09:00
zenix	017dd4175a	feature: implement Elliott Wave Oscilla	2022-04-13 21:10:07 +09:00
なるみ	859933d4ed	Avoid to use map[string]fixedpoint.Value	2022-04-11 23:26:05 +08:00
Andy Cheng	854a364b38	strategy: use fixedpoint.Zero instead	2022-04-10 00:03:37 +08:00
Andy Cheng	ceccba43f9	strategy: re-submit trailing stop order if previous one failed	2022-04-08 18:46:41 +08:00
Andy Cheng	d94e8e3826	strategy: check trailing stop order creation success	2022-04-08 18:41:19 +08:00
Andy Cheng	f9052f3397	strategy: fix load CurrentHighestPrice bug	2022-04-08 18:35:02 +08:00
Yo-An Lin	6c20ec3c85	Merge pull request #499 from austin362667/strategy/bollmaker ... strategy: add bollmaker futures support	2022-04-07 10:11:41 +08:00
Yo-An Lin	ed0384c85a	Merge pull request #501 from andycheng123/fix-support ... strategy: fix wrong support condition	2022-04-06 18:57:39 +08:00
Andy Cheng	75f3e33543	strategy: use stop limit due to sop market unsupported by binance	2022-04-02 21:32:40 +08:00
Andy Cheng	8f4ba971f1	strategy: fix typo	2022-04-02 21:27:52 +08:00
Andy Cheng	c2747ca9e4	strategy: remove TimeInForce when sending trailing stop order	2022-04-02 21:19:47 +08:00
Andy Cheng	861fd84fd4	strategy: use stop market to tp instead of stop limit	2022-03-31 11:10:53 +08:00
Andy Cheng	8782104f1a	strategy: remove unnecessary notification	2022-03-30 16:46:42 +08:00
なるみ	8881b9e105	Fix package name	2022-03-29 21:51:50 +08:00
Andy Cheng	934e4aa69f	strategy: fix wrong support condition	2022-03-29 11:46:01 +08:00
austin362667	a8484046d3	bollmaker: add TimeInForce for futures limit order support	2022-03-28 21:12:45 +08:00
Yo-An Lin	1a29bc7362	Merge pull request #492 from andycheng123/tg-control ... feature: strategy controller	2022-03-26 15:41:59 +08:00
なるみ	83e37f52a8	Rebalance on kline closed	2022-03-24 12:50:40 +08:00
Andy Cheng	fb8b79f38d	interact: rename GetStrategyStatus() to GetStatus()	2022-03-21 16:12:23 +08:00
Andy Cheng	ffd5c646e9	interact: refactor interface func name	2022-03-21 15:08:15 +08:00
Andy Cheng	5f7710103d	type: add StrategyStatus type	2022-03-21 15:01:15 +08:00
Andy Cheng	ce6efd9333	strategy: add EmergencyStop() to support strategy	2022-03-21 11:51:12 +08:00
Andy Cheng	b6aff9674c	strategy: add StrategyController functions to support strategy	2022-03-21 10:20:12 +08:00
c9s	f85db9be61	improve asset summary layout and format	2022-03-18 17:13:37 +08:00
zenix	77a88aabe4	feature: add CancelOrders and CancelOrdersTo to executor	2022-03-16 21:38:09 +09:00
Yo-An Lin	00b8f7d6b7	Merge pull request #479 from andycheng123/position-closer ... strategy: add PositionCloser function for support strategy	2022-03-15 21:59:21 +08:00
zenix	d6995e40ff	fix: submit order on userDataStream == nil	2022-03-15 20:51:15 +09:00
Andy Cheng	72a6877094	strategy: add PositionCloser function for support strategy	2022-03-15 19:19:44 +08:00
Yo-An Lin	ab447a152f	Merge pull request #475 from andycheng123/fix-support ... fix support strategy	2022-03-15 16:50:03 +08:00
Andy Cheng	231085d507	strategy: add PositionReader function for support strategy	2022-03-15 16:46:27 +08:00
Andy Cheng	b94096cb2e	strategy: cache orders.IDs() in orderIds	2022-03-15 16:44:43 +08:00
c9s	4b89f4a48b	bollmaker: fix profit stats notification	2022-03-14 21:21:58 +08:00
c9s	5db4e11167	rewrite trade profit handling	2022-03-14 21:21:58 +08:00
c9s	6fec30d79c	call record position on trade	2022-03-14 21:21:58 +08:00
c9s	d67b800e7e	use RecordPosition	2022-03-14 21:21:58 +08:00