zenix
fd875c7060
fix: add series.filter, fix fixedpoint.Four, fix modifiable for embedded fields, change drift to use openPosition, modify openPosition behavior
2022-09-22 13:01:26 +09:00
c9s
ecc93da0cb
update xmaker configuration
2022-09-21 01:16:39 +08:00
Yo-An Lin
17b5e3566a
Merge pull request #960 from c9s/refactor/notification
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improve: improve the existing notification switch settings
2022-09-20 12:25:06 +08:00
c9s
3133d54957
config: update config for new notification switches settings
2022-09-19 19:32:16 +08:00
Yo-An Lin
3230088f9f
Merge pull request #953 from zenixls2/fix/drift
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fix: drift minus weight, preloaded kline not enough
2022-09-17 18:15:44 +08:00
zenix
7044b0d8ea
fix: drift minus weight, preloaded kline not enough
2022-09-16 19:11:36 +09:00
c9s
3d7fc75e4b
pivotshort: add MACDDivergence protection
2022-09-16 01:15:18 +08:00
Yo-An Lin
dc195e824b
Merge pull request #920 from austin362667/austin362667/factorzoo
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strategy: add trend trader
2022-09-14 15:00:08 +08:00
なるみ
9b5f204cbe
get marketcap values from coinmarketcap
2022-09-14 02:44:57 +08:00
c9s
8d4eb611f3
bbgo: add more open position doc comments
2022-09-12 23:48:40 +08:00
c9s
db94b2690a
bbgo: check base balance only for long position
2022-09-11 17:49:24 +08:00
c9s
b805b19286
config: move buyBelowNeutralSMA back
2022-09-11 17:47:37 +08:00
c9s
ad6f07a40c
config: reformat config comments
2022-09-11 17:38:26 +08:00
c9s
a425c940fa
bollmaker: add trendEMA support
2022-09-11 17:28:54 +08:00
Fredrik
e02840e08d
Feature: draw pnl
2022-09-11 01:19:23 +02:00
Zenix
afad9cca47
Merge pull request #910 from zenixls2/feature/ewo_renew
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SerialMarketDataStore, elliottwave renewal
2022-09-07 18:54:01 +09:00
austin362667
46b3fabfe3
strategy: add trend trader
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strategy: add trend treader
strategy: add trend treader
2022-09-07 16:11:31 +08:00
austin362667
8b97e4c4e8
audacity: finalize strategy
2022-09-07 16:05:51 +08:00
austin362667
43a3e21a7b
audacitymaker: rename perTrade
2022-09-07 16:05:51 +08:00
austin362667
1d727345ee
strategy: redesign to audacitymaker
2022-09-07 16:05:51 +08:00
austin362667
1cc285985c
config: add ktrade
2022-09-07 16:05:51 +08:00
zenix
1d0893b699
fix: enable interval parsing for non-whitelisted time spans
2022-09-06 14:26:17 +09:00
zenix
28802dd107
feature: re-implement heikinashi for elliottwave
2022-09-05 19:32:35 +09:00
zenix
ff7fd38372
feature: ewo add draw function
2022-09-05 19:32:35 +09:00
zenix
938dc3c497
feature: add serialmarketdatastore, add elliottwave strategy to replace ewoDgtrd, add active cancel on general order executor, add pca
2022-09-05 19:32:35 +09:00
Raphanus Lo
0b6cc6d3cd
strategy: bollmaker: sensitivity factor of BB width ratio
2022-08-31 04:31:17 +08:00
Raphanus Lo
6314a31554
strategy: bollmaker: dynamic spread by weighted Bollinger width ratio
2022-08-29 21:41:34 +08:00
zenix
6b6a24a655
feature: add gma, add wdrift, export drift filter, fix: LastPrice truncation
2022-08-23 17:22:45 +09:00
Andy Cheng
cd09ee0e34
Merge pull request #877 from andycheng123/improve/supertrend-strategy
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strategy/supertrend: update example config
2022-08-16 15:38:21 +08:00
zenix
9f8b8d97d0
fix: drift empty pnl. exit condition
2022-08-16 12:30:29 +09:00
zenix
e3309ad709
fix: redundant params
2022-08-15 21:28:14 +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
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
Andy Cheng
f288e47270
strategy/supertrend: update example config
2022-08-15 18:10:56 +08:00
Yo-An Lin
62aff676da
Revert "feature: add smart cancel to drift"
2022-08-09 16:25:36 +08:00
Yo-An Lin
55b4edc595
Merge pull request #853 from zenixls2/feature/smartcancel_drift
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feature: add smart cancel to drift
2022-08-09 16:23:33 +08:00
Raphanus Lo
ed975b7ed9
Merge pull request #860 from COLDTURNIP/feature/exchange_order_amount_protection
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exchange: order fee-amount protection
2022-08-09 15:01:53 +08:00
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
austin362667
c06998e0d4
config: add factorzoo
2022-08-09 00:01:36 +08:00
austin362667
c98eb22b95
strategy: factorzoo: add config
2022-08-08 20:09:15 +08:00
Andy Cheng
550f2f3fd7
strategy/supertrend: adapt risk.AccountValueCalculator
2022-08-05 11:47:36 +08:00
Andy Cheng
1277586e16
strategy/supertrend: remove redundant part of config
2022-08-03 10:09:12 +08:00
Andy Cheng
b00efaaaf3
strategy/supertrend: re-organize exits part of config
2022-08-03 10:05:27 +08:00
Raphanus Lo
76489873ee
config: add example for order fee-amount protection
2022-08-02 13:49:09 +08:00
Raphanus Lo
68af2d0ff8
optimizer: rename optimizeex to hoptimize
2022-08-02 12:44:42 +08:00
Raphanus Lo
4ea70de439
config: add more example for optimizeex
2022-07-30 20:50:02 +08:00
Raphanus Lo
67f8b1c32c
optimizeex: hyperparameter optimization tool
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Currently support the following search algorithms:
- Tree-structured Parzen Estimators (tpe, default)
- Covariance Matrix Adaptation Evolution Strategy (cmaes)
- Quasi-monte carlo sampling based on Sobol sequence (sobol)
- random search (random)
And the following objective function:
- profit
- volume
- equity
2022-07-29 17:09:54 +08:00
