git pu

ai.js

@@ -14,7 +14,8 @@ 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, DrawDownZeroDrawDown,DrawDownnZeroProfit,DrawDownZeroProfitDrawDown,DrawDownZeroProfitRunup,DrawDownZeroRunupDrawDown, 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,ProfitDrawDownZeroDrawDown,ProfitDrawDownZeroProfit,ProfitDrawDownZeroProfitDrawDown,ProfitDrawDownZeroProfitRunup,ProfitDrawDownZeroRunupDrawDown
+    , usage) {
     let type = config.type + ' param:' + config.param + ' base:' + config.base + ' target:' + config.target + ' targetPercentage:' + targetPercentage.enable
     if (usage === 'fft') {
         type = type + ' ' + usage + ' ' + fft
@@ -91,12 +92,36 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
     }
 
 
+    else if (usage === 'ProfitDrawDownZeroDrawDown') {
+        type = type + ' ' + usage + ' ' + ProfitDrawDownZeroDrawDown
+    }
+
+    else if (usage === 'ProfitDrawDownZeroProfit') {
+        type = type + ' ' + usage + ' ' + ProfitDrawDownZeroProfit
+    }
+
+    else if (usage === 'ProfitDrawDownZeroProfitDrawDown') {
+        type = type + ' ' + usage + ' ' + ProfitDrawDownZeroProfitDrawDown
+    }
+
+    else if (usage === 'ProfitDrawDownZeroProfitRunup') {
+        type = type + ' ' + usage + ' ' + ProfitDrawDownZeroProfitRunup
+    }
+
+    else if (usage === 'ProfitDrawDownZeroRunupDrawDown') {
+        type = type + ' ' + usage + ' ' + ProfitDrawDownZeroRunupDrawDown
+    }
+
+
 
 
 
 
 
 
+    ProfitDrawDownZeroDrawDown,ProfitDrawDownZeroProfit,ProfitDrawDownZeroProfitDrawDown,ProfitDrawDownZeroProfitRunup,ProfitDrawDownZeroRunupDrawDown
+
+
 
 
 
@@ -177,6 +202,14 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
 
 
 
+    let VarProfitDrawDownZeroDrawDown=0
+    let VarProfitDrawDownZeroProfit=0
+    let VarProfitDrawDownZeroProfitDrawDown=0
+    let VarProfitDrawDownZeroProfitRunup=0
+    let VarProfitDrawDownZeroRunupDrawDown=0
+
+
+
     let dur
     try {
         dur = getNewMinDiff(data[0].openDate, data[data.length - 1].closeDate)
@@ -359,6 +392,42 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
             }
 
 
+            else if (usage === 'ProfitDrawDownZeroDrawDown') {
+                if (VarProfitDrawDownZeroDrawDown > ProfitDrawDownZeroDrawDown)
+                    runBefore = false
+                else
+                    runBefore = true
+            }
+
+            else if (usage === 'ProfitDrawDownZeroProfit') {
+                if (VarProfitDrawDownZeroProfit > ProfitDrawDownZeroProfit)
+                    runBefore = false
+                else
+                    runBefore = true
+            }
+
+            else if (usage === 'ProfitDrawDownZeroProfitDrawDown') {
+                if (VarProfitDrawDownZeroProfitDrawDown > ProfitDrawDownZeroProfitDrawDown)
+                    runBefore = false
+                else
+                    runBefore = true
+            }
+            else if (usage === 'ProfitDrawDownZeroProfitRunup') {
+                if (VarProfitDrawDownZeroProfitRunup > ProfitDrawDownZeroProfitRunup)
+                    runBefore = false
+                else
+                    runBefore = true
+            }
+
+            else if (usage === 'ProfitDrawDownZeroRunupDrawDown') {
+                if (VarProfitDrawDownZeroRunupDrawDown > ProfitDrawDownZeroRunupDrawDown)
+                    runBefore = false
+                else
+                    runBefore = true
+            }
+
+
+
 
 
 
@@ -393,10 +462,18 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
         }
 
         if ((data[i].profit + data[i].drawDown) < 0) {
-
+            VarProfitDrawDownZeroRunupDrawDown = VarProfitDrawDownZeroRunupDrawDown + (data[i].runUp + data[i].drawDown)
+            VarProfitDrawDownZeroProfit = VarProfitDrawDownZeroProfit + data[i].profit
+            VarProfitDrawDownZeroProfitDrawDown = VarProfitDrawDownZeroProfitDrawDown + (data[i].drawDown - data[i].profit)
+            VarProfitDrawDownZeroDrawDown = VarProfitDrawDownZeroDrawDown + data[i].drawDown
+            VarProfitDrawDownZeroProfitRunup=VarProfitDrawDownZeroProfitRunup+(data[i].runUp + data[i].profit)
 
         } else {
-//zero
+             VarProfitDrawDownZeroDrawDown=0
+             VarProfitDrawDownZeroProfit=0
+             VarProfitDrawDownZeroProfitDrawDown=0
+             VarProfitDrawDownZeroProfitRunup=0
+             VarProfitDrawDownZeroRunupDrawDown=0
         }
 
 

combiner.js

@@ -92,6 +92,19 @@ async function run() {
 
 
 
+            i.ProfitDrawDownZeroDrawDown=config.ProfitDrawDownZeroDrawDown
+            i.ProfitDrawDownZeroProfit=config.ProfitDrawDownZeroProfit
+            i.ProfitDrawDownZeroProfitDrawDown=config.ProfitDrawDownZeroProfitDrawDown
+            i.ProfitDrawDownZeroProfitRunup=config.ProfitDrawDownZeroProfitRunup
+            i.ProfitDrawDownZeroRunupDrawDown=config.ProfitDrawDownZeroRunupDrawDown
+
+
+
+
+
+
+
+
 
 
 

csv.js

@@ -140,7 +140,8 @@ 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].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].ProfitDrawDownZeroDrawDown,config[i].ProfitDrawDownZeroProfit,config[i].ProfitDrawDownZeroProfitDrawDown,config[i].ProfitDrawDownZeroProfitRunup,config[i].ProfitDrawDownZeroRunupDrawDown
+            ,config[i].usage)
         if (d !== null)
             cz.push(d)
     }

generate.js

@@ -22,7 +22,8 @@ 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),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),ProfitDrawDownZeroDrawDown:(n*-1),ProfitDrawDownZeroProfit:(n*-1),ProfitDrawDownZeroProfitDrawDown:(n*-1),ProfitDrawDownZeroProfitRunup:(n*-1),ProfitDrawDownZeroRunupDrawDown:(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=[]