git pu

ai.js

@@ -11,7 +11,7 @@ let candles = []
 let timeFrame = 0
 
 
-function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, maxTradeDays, targetPercentage, candlesData, fft, fftPercent, fftRunup, fftPercentRunup, fftDiffDrawDownProfit, usage) {
+function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, maxTradeDays, targetPercentage, candlesData, fft, fftPercent, fftRunup, fftPercentRunup, fftDiffDrawDownProfit,fftDrawDown, usage) {
     let type = config.type + ' param:' + config.param + ' base:' + config.base + ' target:' + config.target + ' targetPercentage:' + targetPercentage.enable
     if (usage === 'fft') {
             type = type + ' ' + usage + ' ' + fft
@@ -25,6 +25,10 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
     else if (usage ==='fftPercentRunup') {
         type = type + ' ' + usage + '  Count:' + fftPercentRunup.count +' Percent:'+fftPercentRunup.percent
     }
+    else if (usage ==='fftDrawDown') {
+        type = type + ' ' + usage + ' ' + fftDrawDown
+    }
+
 
     let saveData = []
     candles = candlesData
@@ -71,6 +75,7 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
 
 
     let countDropRunup = 0
+    let fftDrawDownPercent=0
     let allLossProfitRunup = 0
 
     let diffDrawdownProfitAll = 0
@@ -109,7 +114,13 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
                     runBefore=false
                 else
                     runBefore=true
-            } else if (usage === 'fftRunup') {
+            }else if (usage === 'fftDrawDown') {
+                if (fftDrawDownPercent > fftDrawDown)
+                    runBefore=false
+                else
+                    runBefore=true
+            }
+            else if (usage === 'fftRunup') {
                 if (countDropRunup < fftRunup)
                     runBefore=false
                 else
@@ -133,11 +144,13 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
         if (data[i].profit < 0) {
             allLossProfit = allLossProfit + data[i].profit
             diffDrawdownProfitAll = diffDrawdownProfitAll + (data[i].drawDown - data[i].profit)
+            fftDrawDownPercent=fftDrawDownPercent+data[i].drawDown
             countDrop++
         } else {
             allLossProfit = 0
             diffDrawdownProfitAll = 0
             countDrop = 0
+            fftDrawDownPercent=0
         }
         if (data[i].runUp < config.target) {
             allLossProfitRunup = allLossProfitRunup + data[i].runUp

combiner.js

@@ -14,7 +14,7 @@ async function run() {
         "riskFreeLevel": 100,
         "onlyShortLong": false,
         "loss": 0,
-        "level": 1000,
+        "level": 10,
         "dur": 365,
         "maxTradeDays": 100,
         "targetPercentage": {
@@ -63,6 +63,7 @@ async function run() {
             i.fftRunup= config.fftRunup
             i.fftPercentRunup= config.fftPercentRunup
             i.fftDiffDrawDownProfit=config.fftDiffDrawDownProfit
+            i.fftDrawDown=config.fftDrawDown
             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,config[i].detail,config[i].loss,config[i].dur,config[i].maxTradeDays,config[i].targetPercentage,candles,config[i].fft,config[i].fftPercent,config[i].fftRunup,config[i].fftPercentRunup,config[i].fftDiffDrawDownProfit,config[i].usage)
+        let d = ai.run(arr, config[i], config[i].risk, config[i].pfTrade, config[i].riskFreeLevel,config[i].detail,config[i].loss,config[i].dur,config[i].maxTradeDays,config[i].targetPercentage,candles,config[i].fft,config[i].fftPercent,config[i].fftRunup,config[i].fftPercentRunup,config[i].fftDiffDrawDownProfit,config[i].fftDrawDown,config[i].usage)
         if (d !== null)
             cz.push(d)
     }

generate.js

@@ -20,7 +20,7 @@ run()
 
 async function run()
 {
-    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:true},fft:1,fftPercent:-2,fftRunup:2,fftPercentRunup:{count:7,percent:15},fftDiffDrawDownProfit:-0.5,usage:'fft'}
+    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:true},fft:1,fftPercent:-2,fftRunup:2,fftPercentRunup:{count:7,percent:15},fftDiffDrawDownProfit:-0.5,fftDrawDown:-1,usage:'fft'}
     let detail=['configs2.json-211021092159_O1_BNC_BTCUSD_Lp1_Y211020a - Copy_Mn.csv&zarib param:1.1 base:200 target:1']
     obj.detail=detail
     let all=[]