git pu

ai.js

@@ -14,7 +14,7 @@ let avgDrawdown = 0
 let avgProfit = 0
 
 
-function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, maxTradeDays, targetPercentage, candlesData, fft, ProfitZeroProfit, fftRunup, ProfitZeroProfitRunup, ProfitZeroDrawDownProfit, ProfitZeroDrawDown, ddPlusRunCount, RunupDrawDownZeroRunupDrawDown,ProfitZeroRunupProfit,ProfitZeroRunupDrawDown,RunUpDrawDownZeroProfit,RunUpDrawDownZeroDrawDownProfit,RunUpDrawDownZeroDrawdown,RunUpDrawDownZeroRunupProfit, usage) {
+function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, maxTradeDays, targetPercentage, candlesData, fft, ProfitZeroProfit, fftRunup, ProfitZeroProfitRunup, ProfitZeroDrawDownProfit, ProfitZeroDrawDown, ddPlusRunCount, RunupDrawDownZeroRunupDrawDown,ProfitZeroRunupProfit,ProfitZeroRunupDrawDown,RunUpDrawDownZeroProfit,RunUpDrawDownZeroDrawDownProfit,RunUpDrawDownZeroDrawdown,RunUpDrawDownZeroRunupProfit,RunupZeroRunupDrawDown,RunupZeroProfit,RunupZeroProfitDrawDown,RunupZeroDrawDown,RunupZeroProfitRunup, usage) {
     let type = config.type + ' param:' + config.param + ' base:' + config.base + ' target:' + config.target + ' targetPercentage:' + targetPercentage.enable
     if (usage === 'fft') {
         type = type + ' ' + usage + ' ' + fft
@@ -51,6 +51,26 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
     else if (usage === 'RunUpDrawDownZeroRunupProfit') {
         type = type + ' ' + usage + ' ' + RunUpDrawDownZeroRunupProfit
     }
+    else if (usage === 'RunupZeroRunupDrawDown') {
+        type = type + ' ' + usage + ' ' + RunupZeroRunupDrawDown
+    }
+    else if (usage === 'RunupZeroProfit') {
+        type = type + ' ' + usage + ' ' + RunupZeroProfit
+    }
+    else if (usage === 'RunupZeroProfitDrawDown') {
+        type = type + ' ' + usage + ' ' + RunupZeroProfitDrawDown
+    }
+    else if (usage === 'RunupZeroDrawDown') {
+        type = type + ' ' + usage + ' ' + RunupZeroDrawDown
+    }
+    else if (usage === 'RunupZeroProfitRunup') {
+        type = type + ' ' + usage + ' ' + RunupZeroProfitRunup
+    }
+
+
+
+
+
 
 
 
@@ -116,6 +136,14 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
     let diffDrawdownProfitAll = 0
     let RunupDrawDownDiffDrawdownProfitAll = 0
 
+    let VarRunupZeroDrawDown=0
+    let VarRunupZeroProfit=0
+    let VarRunupZeroProfitDrawDown=0
+    let VarRunupZeroProfitRunup=0
+    let VarRunupZeroRunupDrawDown=0
+
+
+
     let dur
     try {
         dur = getNewMinDiff(data[0].openDate, data[data.length - 1].closeDate)
@@ -230,6 +258,45 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
                     runBefore = true
             }
 
+            else if (usage === 'RunupZeroRunupDrawDown') {
+                if (VarRunupZeroRunupDrawDown > RunupZeroRunupDrawDown)
+                    runBefore = false
+                else
+                    runBefore = true
+            }
+            else if (usage === 'RunupZeroProfit') {
+                if (VarRunupZeroProfit > RunupZeroProfit)
+                    runBefore = false
+                else
+                    runBefore = true
+            }
+
+            else if (usage === 'RunupZeroProfitDrawDown') {
+                if (VarRunupZeroProfitDrawDown > RunupZeroProfitDrawDown)
+                    runBefore = false
+                else
+                    runBefore = true
+            }
+            else if (usage === 'RunupZeroDrawDown') {
+                if (VarRunupZeroDrawDown > RunupZeroDrawDown)
+                    runBefore = false
+                else
+                    runBefore = true
+            }
+            else if (usage === 'RunupZeroProfitRunup') {
+                if (VarRunupZeroProfitRunup > RunupZeroProfitRunup)
+                    runBefore = false
+                else
+                    runBefore = true
+            }
+
+
+
+
+
+
+
+
 
         }
 
@@ -261,9 +328,18 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
 
 
         if (data[i].runUp < avgRunup) {
-
+            VarRunupZeroRunupDrawDown = VarRunupZeroRunupDrawDown + (data[i].runUp + data[i].drawDown)
+            VarRunupZeroProfit = VarRunupZeroProfit + data[i].profit
+            VarRunupZeroProfitDrawDown = VarRunupZeroProfitDrawDown + (data[i].drawDown - data[i].profit)
+            VarRunupZeroDrawDown = VarRunupZeroDrawDown + data[i].drawDown
+            VarRunupZeroProfitRunup=VarRunupZeroProfitRunup+(data[i].runUp + data[i].profit)
 
         } else {
+            VarRunupZeroRunupDrawDown=0
+            VarRunupZeroProfit=0
+            VarRunupZeroProfitDrawDown=0
+            VarRunupZeroDrawDown=0
+            VarRunupZeroProfitRunup=0
 //zero
         }
 
@@ -399,6 +475,9 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
 
             obj = d
             obj.signal = data[i]
+            obj.avgRunup=avgRunup
+            obj.avgDrawdown=avgDrawdown
+
 
             //  obj.signal.openTimeStamp = data[i].unixOpen
             //  obj.signal.closeTimeStamp = data[i].unixClose

combiner.js

@@ -75,6 +75,15 @@ async function run() {
             i.RunUpDrawDownZeroRunupProfit=config.RunUpDrawDownZeroRunupProfit
 
 
+            i.RunupZeroRunupDrawDown=config.RunupZeroRunupDrawDown
+            i.RunupZeroProfit=config.RunupZeroProfit
+            i.RunupZeroProfitDrawDown=config.RunupZeroProfitDrawDown
+            i.RunupZeroDrawDown=config.RunupZeroDrawDown
+            i.RunupZeroProfitRunup=config.RunupZeroProfitRunup
+
+
+
+
             i.usage= config.usage
             i.detail=config.detail
 

generate.js

@@ -23,7 +23,7 @@ async function run(usage)
 {
     for (let n=1;n<40;n++)
     {
-        let obj={sort:'profitPerMonthDrawDown',alocatedReserve:3,alocatedReserveCompound:3,risk:0,start:10000,pfTrade:2,side:'both',riskFreeLevel:100,onlyShortLong:false,loss:0,level:200,dur:1500,maxTradeDays:40,targetPercentage:{enable:false},fft:1,ProfitZeroProfit:(n*-1),fftRunup:2,ProfitZeroProfitRunup:{count:7,percent:15},ProfitZeroDrawDownProfit:(n*-1),ProfitZeroDrawDown:(n*-1),ddPlusRunCount:4,RunupDrawDownZeroRunupDrawDown:(n*-1),ProfitZeroRunupProfit:(n*-1),ProfitZeroRunupDrawDown:(n*-1),RunUpDrawDownZeroProfit:(n*-1),RunUpDrawDownZeroDrawDownProfit:(n*-1),RunUpDrawDownZeroDrawdown:(n*-1),RunUpDrawDownZeroRunupProfit:(n*-1),usage:usage}
+        let obj={sort:'profitPerMonthDrawDown',alocatedReserve:3,alocatedReserveCompound:3,risk:0,start:10000,pfTrade:2,side:'both',riskFreeLevel:100,onlyShortLong:false,loss:0,level:200,dur:1500,maxTradeDays:40,targetPercentage:{enable:false},fft:1,ProfitZeroProfit:(n*-1),fftRunup:2,ProfitZeroProfitRunup:{count:7,percent:15},ProfitZeroDrawDownProfit:(n*-1),ProfitZeroDrawDown:(n*-1),ddPlusRunCount:4,RunupDrawDownZeroRunupDrawDown:(n*-1),ProfitZeroRunupProfit:(n*-1),ProfitZeroRunupDrawDown:(n*-1),RunUpDrawDownZeroProfit:(n*-1),RunUpDrawDownZeroDrawDownProfit:(n*-1),RunUpDrawDownZeroDrawdown:(n*-1),RunUpDrawDownZeroRunupProfit:(n*-1),RunupZeroRunupDrawDown:(n*-1),RunupZeroProfit:(n*-1),RunupZeroProfitDrawDown:(n*-1),RunupZeroDrawDown:(n*-1),RunupZeroProfitRunup:(n*-1),usage:usage}
         // let detail=['configs2.json-211021092159_O1_BNC_BTCUSD_Lp1_Y211020a - Copy_Mn.csv&zarib param:1.1 base:200 target:1']
         obj.detail=[]
         // let all=[]