git pu

ai.js

@@ -13,8 +13,8 @@ let avgRunup = 0
 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,RunupZeroRunupDrawDown,RunupZeroProfit,RunupZeroProfitDrawDown,RunupZeroDrawDown,RunupZeroProfitRunup, 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, DrawDownZeroDrawDown,DrawDownnZeroProfit,DrawDownZeroProfitDrawDown,DrawDownZeroProfitRunup,DrawDownZeroRunupDrawDown, usage) {
     let type = config.type + ' param:' + config.param + ' base:' + config.base + ' target:' + config.target + ' targetPercentage:' + targetPercentage.enable
     if (usage === 'fft') {
         type = type + ' ' + usage + ' ' + fft
@@ -67,6 +67,31 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
         type = type + ' ' + usage + ' ' + RunupZeroProfitRunup
     }
 
+    else if (usage === 'RunupZeroProfitRunup') {
+        type = type + ' ' + usage + ' ' + RunupZeroProfitRunup
+    }
+
+    else if (usage === 'DrawDownZeroDrawDown') {
+        type = type + ' ' + usage + ' ' + DrawDownZeroDrawDown
+    }
+
+    else if (usage === 'DrawDownnZeroProfit') {
+        type = type + ' ' + usage + ' ' + DrawDownnZeroProfit
+    }
+
+    else if (usage === 'DrawDownZeroProfitDrawDown') {
+        type = type + ' ' + usage + ' ' + DrawDownZeroProfitDrawDown
+    }
+    else if (usage === 'DrawDownZeroProfitRunup') {
+        type = type + ' ' + usage + ' ' + DrawDownZeroProfitRunup
+    }
+
+    else if (usage === 'DrawDownZeroRunupDrawDown') {
+        type = type + ' ' + usage + ' ' + DrawDownZeroRunupDrawDown
+    }
+
+
+
 
 
 
@@ -144,6 +169,14 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
 
 
 
+    let VarDrawDownZeroDrawDown=0
+    let VarDrawDownnZeroProfit=0
+    let VarDrawDownZeroProfitDrawDown=0
+    let VarDrawDownZeroProfitRunup=0
+    let VarDrawDownZeroRunupDrawDown=0
+
+
+
     let dur
     try {
         dur = getNewMinDiff(data[0].openDate, data[data.length - 1].closeDate)
@@ -290,6 +323,54 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
                     runBefore = true
             }
 
+            else if (usage === 'DrawDownZeroDrawDown') {
+                if (VarDrawDownZeroDrawDown > DrawDownZeroDrawDown)
+                    runBefore = false
+                else
+                    runBefore = true
+            }
+
+            else if (usage === 'DrawDownnZeroProfit') {
+                if (VarDrawDownnZeroProfit > DrawDownnZeroProfit)
+                    runBefore = false
+                else
+                    runBefore = true
+            }
+
+            else if (usage === 'DrawDownZeroProfitDrawDown') {
+                if (VarDrawDownZeroProfitDrawDown > DrawDownZeroProfitDrawDown)
+                    runBefore = false
+                else
+                    runBefore = true
+            }
+
+            else if (usage === 'DrawDownZeroProfitRunup') {
+                if (VarDrawDownZeroProfitRunup > DrawDownZeroProfitRunup)
+                    runBefore = false
+                else
+                    runBefore = true
+            }
+
+            else if (usage === 'DrawDownZeroRunupDrawDown') {
+                if (VarDrawDownZeroRunupDrawDown > DrawDownZeroRunupDrawDown)
+                    runBefore = false
+                else
+                    runBefore = true
+            }
+
+
+
+
+
+
+
+
+
+            //
+
+
+
+
 
 
 
@@ -303,6 +384,7 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
 
 
 
+
         if ((data[i].profit + data[i].runUp) < 0) {
 
 
@@ -319,9 +401,18 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
 
 
         if (data[i].drawDown < avgDrawdown) {
-
+            VarDrawDownZeroRunupDrawDown = VarDrawDownZeroRunupDrawDown + (data[i].runUp + data[i].drawDown)
+            VarDrawDownnZeroProfit = VarDrawDownnZeroProfit + data[i].profit
+            VarDrawDownZeroProfitDrawDown = VarDrawDownZeroProfitDrawDown + (data[i].drawDown - data[i].profit)
+            VarDrawDownZeroDrawDown = VarDrawDownZeroDrawDown + data[i].drawDown
+            VarDrawDownZeroProfitRunup=VarDrawDownZeroProfitRunup+(data[i].runUp + data[i].profit)
 
         } else {
+             VarDrawDownZeroDrawDown=0
+             VarDrawDownnZeroProfit=0
+             VarDrawDownZeroProfitDrawDown=0
+             VarDrawDownZeroProfitRunup=0
+             VarDrawDownZeroRunupDrawDown=0
 //zero
         }
 

combiner.js

@@ -84,6 +84,19 @@ async function run() {
 
 
 
+            i.DrawDownZeroDrawDown=config.DrawDownZeroDrawDown
+            i.DrawDownnZeroProfit=config.DrawDownnZeroProfit
+            i.DrawDownZeroProfitDrawDown=config.DrawDownZeroProfitDrawDown
+            i.DrawDownZeroProfitRunup=config.DrawDownZeroProfitRunup
+            i.DrawDownZeroRunupDrawDown=config.DrawDownZeroRunupDrawDown
+
+
+
+
+
+
+
+
             i.usage= config.usage
             i.detail=config.detail
 

csv.js

@@ -140,7 +140,7 @@ function initData(data, config, name, risk, pfTrade, side, riskFreeLevel,detail,
 
     let cz = []
     for (let i = 0; i < config.length; i++) {
-        let d = ai.run(arr, config[i], config[i].risk, config[i].pfTrade, config[i].riskFreeLevel,detail,config[i].loss,config[i].dur,config[i].maxTradeDays,config[i].targetPercentage,candles,config[i].fft,config[i].ProfitZeroProfit,config[i].fftRunup,config[i].ProfitZeroProfitRunup,config[i].ProfitZeroDrawDownProfit,config[i].ProfitZeroDrawDown,config[i].ddPlusRunCount,config[i].RunupDrawDownZeroRunupDrawDown,config[i].ProfitZeroRunupProfit,config[i].ProfitZeroRunupDrawDown,config[i].RunUpDrawDownZeroProfit,config[i].RunUpDrawDownZeroDrawDownProfit,config[i].RunUpDrawDownZeroDrawdown,config[i].RunUpDrawDownZeroRunupProfit,config[i].RunupZeroRunupDrawDown,config[i].RunupZeroProfit,config[i].RunupZeroProfitDrawDown,config[i].RunupZeroDrawDown,config[i].RunupZeroProfitRunup,config[i].usage)
+        let d = ai.run(arr, config[i], config[i].risk, config[i].pfTrade, config[i].riskFreeLevel,detail,config[i].loss,config[i].dur,config[i].maxTradeDays,config[i].targetPercentage,candles,config[i].fft,config[i].ProfitZeroProfit,config[i].fftRunup,config[i].ProfitZeroProfitRunup,config[i].ProfitZeroDrawDownProfit,config[i].ProfitZeroDrawDown,config[i].ddPlusRunCount,config[i].RunupDrawDownZeroRunupDrawDown,config[i].ProfitZeroRunupProfit,config[i].ProfitZeroRunupDrawDown,config[i].RunUpDrawDownZeroProfit,config[i].RunUpDrawDownZeroDrawDownProfit,config[i].RunUpDrawDownZeroDrawdown,config[i].RunUpDrawDownZeroRunupProfit,config[i].RunupZeroRunupDrawDown,config[i].RunupZeroProfit,config[i].RunupZeroProfitDrawDown,config[i].RunupZeroDrawDown,config[i].RunupZeroProfitRunup,config[i].DrawDownZeroDrawDown,config[i].DrawDownnZeroProfit,config[i].DrawDownZeroProfitDrawDown,config[i].DrawDownZeroProfitRunup,config[i].DrawDownZeroRunupDrawDown,config[i].usage)
         if (d !== null)
             cz.push(d)
     }

final.js

@@ -120,7 +120,7 @@ async function run(root, name, directory, timestamp) {
     let las = []
     for (let i = 0; i < last.length; i++) {
         if (i < last.length)
-            if (last[i].total > 0 && last[i].pftrade >= 0.000001 && last[i].maxLevel ===0 ) {
+            if (last[i].total > 5 && last[i].pftrade >= 0.000001 && last[i].maxLevel ===0 ) {
                 delete last[i].durDetailText
                 delete last[i].metaDetailText
                 let needContinue = false

generate.js

@@ -22,7 +22,7 @@ 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),RunupZeroRunupDrawDown:(n*-1),RunupZeroProfit:(n*-1),RunupZeroProfitDrawDown:(n*-1),RunupZeroDrawDown:(n*-1),RunupZeroProfitRunup:(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),DrawDownZeroDrawDown:(n*-1),DrawDownnZeroProfit:(n*-1),DrawDownZeroProfitDrawDown:(n*-1),DrawDownZeroProfitRunup:(n*-1),DrawDownZeroRunupDrawDown:(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=[]