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, ddPlusRunPercent,ProfitZeroRunupProfit,ProfitZeroRunupDrawDown, 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, usage) {
     let type = config.type + ' param:' + config.param + ' base:' + config.base + ' target:' + config.target + ' targetPercentage:' + targetPercentage.enable
     if (usage === 'fft') {
         type = type + ' ' + usage + ' ' + fft
@@ -30,8 +30,8 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
         type = type + ' ' + usage + ' ' + ProfitZeroDrawDown
     } else if (usage === 'ddPlusRunCount') {
         type = type + ' ' + usage + ' ' + ddPlusRunCount
-    } else if (usage === 'ddPlusRunPercent') {
-        type = type + ' ' + usage + ' ' + ddPlusRunPercent
+    } else if (usage === 'RunupDrawDownZeroRunupDrawDown') {
+        type = type + ' ' + usage + ' ' + RunupDrawDownZeroRunupDrawDown
     }
     else if (usage === 'ProfitZeroRunupProfit') {
         type = type + ' ' + usage + ' ' + ProfitZeroRunupProfit
@@ -39,6 +39,9 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
     else if (usage === 'ProfitZeroRunupDrawDown') {
         type = type + ' ' + usage + ' ' + ProfitZeroRunupDrawDown
     }
+    else if (usage === 'RunUpDrawDownZeroProfit') {
+        type = type + ' ' + usage + ' ' + RunUpDrawDownZeroProfit
+    }
 
 
     let saveData = []
@@ -86,6 +89,7 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
     let canCreateRunupPercent = false
     let countDrop = 0
     let allLossProfit = 0
+    let RunUpDrawDownAllLossProfit = 0
     let drawDownPlusRunUpCount = 0
     let drawDownPlusRunUpPercent = 0
     let VarProfitZeroRunupProfit=0
@@ -145,8 +149,8 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
                     runBefore = false
                 else
                     runBefore = true
-            } else if (usage === 'ddPlusRunPercent') {
-                if (drawDownPlusRunUpPercent > ddPlusRunPercent)
+            } else if (usage === 'RunupDrawDownZeroRunupDrawDown') {
+                if (drawDownPlusRunUpPercent > RunupDrawDownZeroRunupDrawDown)
                     runBefore = false
                 else
                     runBefore = true
@@ -186,18 +190,19 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
                     runBefore = true
             }
 
+            else if (usage === 'RunUpDrawDownZeroProfit') {
+                if (RunUpDrawDownAllLossProfit > RunUpDrawDownZeroProfit)
+                    runBefore = false
+                else
+                    runBefore = true
+            }
 
-        }
 
-        if ((data[i].runUp + data[i].drawDown) < 0) {
-            drawDownPlusRunUpCount++
-            drawDownPlusRunUpPercent = drawDownPlusRunUpPercent + (data[i].runUp + data[i].drawDown)
-        } else {
-            drawDownPlusRunUpCount = 0
-            drawDownPlusRunUpPercent = 0
         }
 
 
+
+
         if ((data[i].profit + data[i].runUp) < 0) {
 
 
@@ -229,6 +234,19 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
 //zero
         }
 
+        if ((data[i].runUp + data[i].drawDown) < 0) {
+            drawDownPlusRunUpCount++
+            drawDownPlusRunUpPercent = drawDownPlusRunUpPercent + (data[i].runUp + data[i].drawDown)
+            RunUpDrawDownAllLossProfit = RunUpDrawDownAllLossProfit + data[i].profit
+            // diffDrawdownProfitAll = diffDrawdownProfitAll + (data[i].drawDown - data[i].profit)
+            // ProfitZeroDrawDownPercent = ProfitZeroDrawDownPercent + data[i].drawDown
+            // VarProfitZeroRunupProfit=VarProfitZeroRunupProfit+(data[i].runUp + data[i].profit)
+        } else {
+            drawDownPlusRunUpCount = 0
+            drawDownPlusRunUpPercent = 0
+            RunUpDrawDownAllLossProfit=0
+        }
+
 
         if (data[i].profit < 0) {
             allLossProfit = allLossProfit + data[i].profit

combiner.js

@@ -65,10 +65,11 @@ async function run() {
             i.ProfitZeroDrawDownProfit=config.ProfitZeroDrawDownProfit
             i.ProfitZeroDrawDown=config.ProfitZeroDrawDown
             i.ddPlusRunCount=config.ddPlusRunCount
-            i.ddPlusRunPercent=config.ddPlusRunPercent
+            i.RunupDrawDownZeroRunupDrawDown=config.RunupDrawDownZeroRunupDrawDown
 
             i.ProfitZeroRunupProfit=config.ProfitZeroRunupProfit
             i.ProfitZeroRunupDrawDown=config.ProfitZeroRunupDrawDown
+            i.RunUpDrawDownZeroProfit=config.RunUpDrawDownZeroProfit
             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].ddPlusRunPercent,config[i].ProfitZeroRunupProfit,config[i].ProfitZeroRunupDrawDown,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].usage)
         if (d !== null)
             cz.push(d)
     }

generate.js

@@ -22,7 +22,7 @@ async function run()
 {
     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,ddPlusRunPercent:-2,ProfitZeroRunupProfit:(n*-1),ProfitZeroRunupDrawDown:(n*-1),usage:'ProfitZeroRunupProfit'}
+        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:-2,ProfitZeroRunupProfit:(n*-1),ProfitZeroRunupDrawDown:(n*-1),RunUpDrawDownZeroProfit:(n*-1),usage:'ProfitZeroRunupProfit'}
         // 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=[]