Commit 72453bcc authored by Ahmad Nemati's avatar Ahmad Nemati

git pu

parent 7dc8e739
......@@ -15,7 +15,7 @@ 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, DrawDownZeroDrawDown,DrawDownnZeroProfit,DrawDownZeroProfitDrawDown,DrawDownZeroProfitRunup,DrawDownZeroRunupDrawDown,ProfitDrawDownZeroDrawDown,ProfitDrawDownZeroProfit,ProfitDrawDownZeroProfitDrawDown,ProfitDrawDownZeroProfitRunup,ProfitDrawDownZeroRunupDrawDown
, usage) {
,ProfitRunupZeroDrawDown,ProfitRunupZeroProfit,ProfitRunupZeroProfitDrawDown,ProfitRunupZeroProfitRunup,ProfitRunupZeroRunupDrawDown, usage) {
let type = config.type + ' param:' + config.param + ' base:' + config.base + ' target:' + config.target + ' targetPercentage:' + targetPercentage.enable
if (usage === 'fft') {
type = type + ' ' + usage + ' ' + fft
......@@ -112,6 +112,25 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
type = type + ' ' + usage + ' ' + ProfitDrawDownZeroRunupDrawDown
}
else if (usage === 'ProfitRunupZeroDrawDown') {
type = type + ' ' + usage + ' ' + ProfitRunupZeroDrawDown
}
else if (usage === 'ProfitRunupZeroProfit') {
type = type + ' ' + usage + ' ' + ProfitRunupZeroProfit
}
else if (usage === 'ProfitRunupZeroProfitDrawDown') {
type = type + ' ' + usage + ' ' + ProfitRunupZeroProfitDrawDown
}
else if (usage === 'ProfitRunupZeroProfitRunup') {
type = type + ' ' + usage + ' ' + ProfitRunupZeroProfitRunup
}
else if (usage === 'ProfitRunupZeroRunupDrawDown') {
type = type + ' ' + usage + ' ' + ProfitRunupZeroRunupDrawDown
}
......@@ -119,7 +138,6 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
ProfitDrawDownZeroDrawDown,ProfitDrawDownZeroProfit,ProfitDrawDownZeroProfitDrawDown,ProfitDrawDownZeroProfitRunup,ProfitDrawDownZeroRunupDrawDown
......@@ -210,6 +228,15 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
let VarProfitRunupZeroDrawDown=0
let VarProfitRunupZeroProfit=0
let VarProfitRunupZeroProfitDrawDown=0
let VarProfitRunupZeroProfitRunup=0
let VarProfitRunupZeroRunupDrawDown=0
let dur
try {
dur = getNewMinDiff(data[0].openDate, data[data.length - 1].closeDate)
......@@ -426,6 +453,42 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
runBefore = true
}
else if (usage === 'ProfitRunupZeroDrawDown') {
if (VarProfitRunupZeroDrawDown > ProfitRunupZeroDrawDown)
runBefore = false
else
runBefore = true
}
else if (usage === 'ProfitRunupZeroProfit') {
if (VarProfitRunupZeroProfit > ProfitRunupZeroProfit)
runBefore = false
else
runBefore = true
}
else if (usage === 'ProfitRunupZeroProfitDrawDown') {
if (VarProfitRunupZeroProfitDrawDown > ProfitRunupZeroProfitDrawDown)
runBefore = false
else
runBefore = true
}
else if (usage === 'ProfitRunupZeroProfitRunup') {
if (VarProfitRunupZeroProfitRunup > ProfitRunupZeroProfitRunup)
runBefore = false
else
runBefore = true
}
else if (usage === 'ProfitRunupZeroRunupDrawDown') {
if (VarProfitRunupZeroRunupDrawDown > ProfitRunupZeroRunupDrawDown)
runBefore = false
else
runBefore = true
}
......@@ -448,6 +511,7 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
}
......@@ -456,9 +520,17 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
if ((data[i].profit + data[i].runUp) < 0) {
VarProfitRunupZeroRunupDrawDown = VarProfitRunupZeroRunupDrawDown + (data[i].runUp + data[i].drawDown)
VarProfitRunupZeroProfit = VarProfitRunupZeroProfit + data[i].profit
VarProfitRunupZeroProfitDrawDown = VarProfitRunupZeroProfitDrawDown + (data[i].drawDown - data[i].profit)
VarProfitRunupZeroDrawDown = VarProfitRunupZeroDrawDown + data[i].drawDown
VarProfitRunupZeroProfitRunup=VarProfitRunupZeroProfitRunup+(data[i].runUp + data[i].profit)
} else {
//zero
VarProfitRunupZeroDrawDown=0
VarProfitRunupZeroProfit=0
VarProfitRunupZeroProfitDrawDown=0
VarProfitRunupZeroProfitRunup=0
VarProfitRunupZeroRunupDrawDown=0
}
if ((data[i].profit + data[i].drawDown) < 0) {
......
......@@ -99,6 +99,13 @@ async function run() {
i.ProfitDrawDownZeroRunupDrawDown=config.ProfitDrawDownZeroRunupDrawDown
i.ProfitRunupZeroDrawDown=config.ProfitRunupZeroDrawDown
i.ProfitRunupZeroProfit=config.ProfitRunupZeroProfit
i.ProfitRunupZeroProfitDrawDown=config.ProfitRunupZeroProfitDrawDown
i.ProfitRunupZeroProfitRunup=config.ProfitRunupZeroProfitRunup
i.ProfitRunupZeroRunupDrawDown=config.ProfitRunupZeroRunupDrawDown
......
......@@ -141,7 +141,7 @@ 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].DrawDownZeroDrawDown,config[i].DrawDownnZeroProfit,config[i].DrawDownZeroProfitDrawDown,config[i].DrawDownZeroProfitRunup,config[i].DrawDownZeroRunupDrawDown,config[i].ProfitDrawDownZeroDrawDown,config[i].ProfitDrawDownZeroProfit,config[i].ProfitDrawDownZeroProfitDrawDown,config[i].ProfitDrawDownZeroProfitRunup,config[i].ProfitDrawDownZeroRunupDrawDown
,config[i].usage)
,config[i].ProfitRunupZeroDrawDown,config[i].ProfitRunupZeroProfit,config[i].ProfitRunupZeroProfitDrawDown,config[i].ProfitRunupZeroProfitRunup,config[i].ProfitRunupZeroRunupDrawDown ,config[i].usage)
if (d !== null)
cz.push(d)
}
......
......@@ -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),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),ProfitDrawDownZeroDrawDown:(n*-1),ProfitDrawDownZeroProfit:(n*-1),ProfitDrawDownZeroProfitDrawDown:(n*-1),ProfitDrawDownZeroProfitRunup:(n*-1),ProfitDrawDownZeroRunupDrawDown:(n*-1)
,usage:usage}
,ProfitRunupZeroDrawDown:(n*-1),ProfitRunupZeroProfit:(n*-1),ProfitRunupZeroProfitDrawDown:(n*-1),ProfitRunupZeroProfitRunup:(n*-1),ProfitRunupZeroRunupDrawDown:(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=[]
......
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