init

ai.js

@@ -11,8 +11,8 @@ let candles = []
 let timeFrame = 0
 
 
-function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, maxTradeDays, targetPercentage, candlesData,fft) {
-    let type = config.type + ' param:' + config.param + ' base:' + config.base + ' target:' + config.target + ' targetPercentage:' + targetPercentage.enable + ' fft:' + fft
+function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, maxTradeDays, targetPercentage, candlesData,fft,fftPercent) {
+    let type = config.type + ' param:' + config.param + ' base:' + config.base + ' target:' + config.target + ' targetPercentage:' + targetPercentage.enable + ' fft:' + fft + ' fftPercent:' + fftPercent
     let saveData = []
     candles = candlesData
     timeFrame = candles[1].t - candles[0].t
@@ -52,6 +52,7 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
     let durDetail = []
     let runBefore=false
     let countDrop=0
+    let allLossProfit=0
 
     let dur
     try {
@@ -75,14 +76,20 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
             return null
 
 
-        if (data[i].profit <0)
+        if (data[i].profit <0) {
+            allLossProfit=allLossProfit+data[i].profit
             countDrop++
-        else
-            countDrop=0
+        }
+        else {
+            allLossProfit=0
+            countDrop = 0
+        }
         if (runBefore ===false)
         {
 
-            if (countDrop <fft)
+            // if (countDrop <fft)
+            //     continue
+            if (allLossProfit> fftPercent)
                 continue
         }
         runBefore=true

analyse.js

@@ -36,6 +36,7 @@ async function format(name) {
 let list=[]
     let pluser=0
     let allProfit=0
+    let con=0
     for (let i = 1; i <(res.length-1); i ++) {
 let d=res[i].split(',')
         try {
@@ -44,6 +45,7 @@ let d=res[i].split(',')
             {
                 allProfit=allProfit+profit
                 pluser++
+                con++
             }
            else
             {
@@ -72,7 +74,8 @@ let d=res[i].split(',')
 
         arr.push({number:arr2[i],count:counter})
     }
-    console.log('Avg Profit:'+(allProfit/list.length))
+    console.log('Count Profit<0:'+con , 'Sum profit<0:'+allProfit,'Avg Profit:'+(allProfit/con))
+
     console.log(arr)
 //     arr= await Promise.all(arr)
 // //console.log(arr)

csv.js

@@ -6,7 +6,7 @@ let moment = require('moment-timezone')
 let ai = require('./ai')
 
 
-async function parse(directory, name, configs, risk, pfTrade, side, riskFreeLevel,detail,onlyShortLong,loss,dur,maxTradeDays,targetPercentage,candles,fft) {
+async function parse(directory, name, configs, risk, pfTrade, side, riskFreeLevel,detail,onlyShortLong,loss,dur,maxTradeDays,targetPercentage,candles,fft,fftPercent) {
 
     return new Promise(function (resolve, reject) {
         let arr = []
@@ -15,12 +15,12 @@ async function parse(directory, name, configs, risk, pfTrade, side, riskFreeLeve
             .pipe(csv.parse({headers: true}))
             .on('error', error => reject(error))
             .on('data', row => arr.push(row))
-            .on('end', rowCount => resolve(initData(arr, configs, name, risk, pfTrade, side, riskFreeLevel,detail,onlyShortLong,loss,dur,maxTradeDays,targetPercentage,candles,fft)));
+            .on('end', rowCount => resolve(initData(arr, configs, name, risk, pfTrade, side, riskFreeLevel,detail,onlyShortLong,loss,dur,maxTradeDays,targetPercentage,candles,fft,fftPercent)));
     });
 }
 
 
-function initData(data, config, name, risk, pfTrade, side, riskFreeLevel,detail,onlyShortLong,loss,dur,maxTradeDays,targetPercentage,candles,fft) {
+function initData(data, config, name, risk, pfTrade, side, riskFreeLevel,detail,onlyShortLong,loss,dur,maxTradeDays,targetPercentage,candles,fft,fftPercent) {
 
     data = JSON.stringify(data)
 
@@ -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], risk, pfTrade, riskFreeLevel,detail,loss,dur,maxTradeDays,targetPercentage,candles,fft)
+        let d = ai.run(arr, config[i], risk, pfTrade, riskFreeLevel,detail,loss,dur,maxTradeDays,targetPercentage,candles,fft,fftPercent)
         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}
+    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}
     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=[]

run.js

@@ -44,7 +44,7 @@ async function run() {
     for (let i = 0; i < files.length; i++)
         if (files[i].includes('.csv')) {
             csvFile = files[i]
-            arr.push(csv.parse(directory, files[i], configs.data, configs.risk, configs.pfTrade, configs.side, configs.riskFreeLevel, JSON.parse(checks), configs.onlyShortLong, configs.loss,configs.dur,configs.maxTradeDays,configs.targetPercentage,arr5,configs.fft))
+            arr.push(csv.parse(directory, files[i], configs.data, configs.risk, configs.pfTrade, configs.side, configs.riskFreeLevel, JSON.parse(checks), configs.onlyShortLong, configs.loss,configs.dur,configs.maxTradeDays,configs.targetPercentage,arr5,configs.fft,configs.fftPercent))
         }
 
     arr = await Promise.all(arr)