Commit 3b6dd61d authored by Ahmad Nemati's avatar Ahmad Nemati

git pu

parent 899551d0
...@@ -13,11 +13,11 @@ let avgRunup = 0 ...@@ -13,11 +13,11 @@ let avgRunup = 0
let avgDrawdown = 0 let avgDrawdown = 0
let avgProfit = 0 let avgProfit = 0
let startt = 30 let startt = 30
let baseCompund=100 let baseCompund = 100
let baseMeta=0 let baseMeta = 0
let baseDrawDown=0 let baseDrawDown = 0
let tempMeta=0 let tempMeta = 0
let tempDrawDown=0 let tempDrawDown = 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, RunupZeroRunupDrawDown, RunupZeroProfit, RunupZeroProfitDrawDown, RunupZeroDrawDown, RunupZeroProfitRunup, DrawDownZeroDrawDown, DrawDownnZeroProfit, DrawDownZeroProfitDrawDown, DrawDownZeroProfitRunup, DrawDownZeroRunupDrawDown, ProfitDrawDownZeroDrawDown, ProfitDrawDownZeroProfit, ProfitDrawDownZeroProfitDrawDown, ProfitDrawDownZeroProfitRunup, ProfitDrawDownZeroRunupDrawDown 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, DrawDownZeroDrawDown, DrawDownnZeroProfit, DrawDownZeroProfitDrawDown, DrawDownZeroProfitRunup, DrawDownZeroRunupDrawDown, ProfitDrawDownZeroDrawDown, ProfitDrawDownZeroProfit, ProfitDrawDownZeroProfitDrawDown, ProfitDrawDownZeroProfitRunup, ProfitDrawDownZeroRunupDrawDown
...@@ -255,7 +255,6 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max ...@@ -255,7 +255,6 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
for (let i = 0; i < data.length; i++) { for (let i = 0; i < data.length; i++) {
if (allDonePer < -70) if (allDonePer < -70)
return null return null
if (maxDays > maxTradeDays) if (maxDays > maxTradeDays)
...@@ -568,24 +567,21 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max ...@@ -568,24 +567,21 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
if (runBefore === false) if (runBefore === false)
continue continue
allDone++ allDone++
if (data[i].profit>0.1) if (data[i].profit > 0.1)
baseCompund=baseCompund+(data[i].profit-0.1) baseCompund = baseCompund + (data[i].profit - 0.1)
if (data[i].profit>0.1) if (data[i].profit > 0.1) {
{ tempMeta = 0
tempMeta=0 tempDrawDown = 0
tempDrawDown=0
} } else {
else tempMeta = tempMeta + data[i].profit + 0.1
{ tempDrawDown = tempDrawDown + data[i].drawDown
tempMeta=tempMeta+data[i].profit+0.1
tempDrawDown=tempDrawDown+data[i].drawDown
if (tempMeta < baseMeta) if (tempMeta < baseMeta)
baseMeta=tempMeta baseMeta = tempMeta
if (tempDrawDown<baseDrawDown) if (tempDrawDown < baseDrawDown)
baseDrawDown=tempDrawDown baseDrawDown = tempDrawDown
} }
if (data[i].side === 'LONG') { if (data[i].side === 'LONG') {
...@@ -768,8 +764,11 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max ...@@ -768,8 +764,11 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
runBefore = false runBefore = false
profitLossString = profitLossString + data[i].profit + '_' profitLossString = profitLossString + data[i].profit + '_'
lossDone++
lossDonePer = lossDonePer + data[i].profit - 0.1 if (data[i].profit <= 0.1) {
lossDone++
lossDonePer = lossDonePer + data[i].profit - 0.1
}
allDonePer = allDonePer + data[i].profit - 0.1 allDonePer = allDonePer + data[i].profit - 0.1
if (data[i].side === 'LONG') { if (data[i].side === 'LONG') {
allLongDonePer = allLongDonePer + data[i].profit - 0.1 allLongDonePer = allLongDonePer + data[i].profit - 0.1
...@@ -913,7 +912,7 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max ...@@ -913,7 +912,7 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
percentage = null percentage = null
} }
let profitPerMonth = (allDonePer/dur)*30 let profitPerMonth = (allDonePer / dur) * 30
// let percentage2 = maxReserve + newT // let percentage2 = maxReserve + newT
...@@ -967,7 +966,7 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max ...@@ -967,7 +966,7 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
totalPlus: totalPlus, totalPlus: totalPlus,
totalCompound: baseCompund, totalCompound: baseCompund,
profitPerMonth: Math.abs(profitPerMonth), profitPerMonth: Math.abs(profitPerMonth),
compoundPerMonth: (baseCompund / dur)*30, compoundPerMonth: (baseCompund / dur) * 30,
dateString: dateString, dateString: dateString,
runupString: runupString, runupString: runupString,
sideString: sideString, sideString: sideString,
...@@ -1031,7 +1030,7 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max ...@@ -1031,7 +1030,7 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
delete opt.risk delete opt.risk
delete opt.levels delete opt.levels
delete opt.durDetailText delete opt.durDetailText
delete opt.metaDetailText delete opt.metaDetailText
delete opt.CompoundPerMonthDrawDown delete opt.CompoundPerMonthDrawDown
delete opt.profitPerMonthDrawDown delete opt.profitPerMonthDrawDown
......
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