init

ai.js

@@ -61,6 +61,7 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
     let detailLevel = []
     let durDetail = []
     let runBefore = false
+    let canCreateRunupPercent=false
     let countDrop = 0
     let allLossProfit = 0
 
@@ -111,6 +112,26 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
             countDropRunup = 0
         }
 
+        if (usage ==='fftPercentRunup')
+        {
+            let temp = 0
+            for (let z = i + 1; z <= (i + fftPercentRunup.count); z++) {
+                try {
+
+                    let runup = data[z].runUp
+                    temp = temp + runup
+                }
+                catch (e)
+                {
+
+                }
+            }
+
+            if (temp <= fftPercentRunup.percent) {
+                canCreateRunupPercent=true
+            }
+        }
+
 
         if (runBefore === false) {
 
@@ -127,10 +148,14 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
                 if (diffDrawdownProfitAll > fftDiffDrawDownProfit)
                     continue
             }
+            else if (usage ==='fftPercentRunup') {
+                if (canCreateRunupPercent ===false)
+                    continue
+            }
 
 
         }
-
+        canCreateRunupPercent=false
         runBefore = true
         let obj
         if (step === 0) {

analyse2.js

+const fs = require('fs')
+let moment = require('moment-timezone')
+const _ = require('lodash')
+init()
+
+
+async function init() {
+    try {
+        await fs.mkdirSync('analyse')
+
+    } catch (e) {
+
+    }
+    let files = await fs.readdirSync('analyse')
+    let prom = []
+    for (let i = 0; i < files.length; i++) {
+        if (files[i].includes('.csv')) {
+            prom.push(format(files[i]))
+        }
+
+    }
+
+    await Promise.all(prom)
+
+}
+
+
+async function format(name) {
+    let res = await fs.readFileSync('./analyse/' + name, 'utf8');
+    res = res.match(/.+/g)
+    // console.log(res.length)
+
+    let counter = 0
+
+    for (let i = 1; i < (res.length - 1); i++) {
+        // let d = res[i].split(',')
+        // try {
+        //
+        //     let runup = parseFloat(d[8])
+        //     if (runup>=15) {
+        //
+        //         let temp=0
+        //         for (let z=i-5;z<i;z++)
+        //         {
+        //             let d2 = res[z].split(',')
+        //             let inlineRunup=parseFloat(d2[8])
+        //             temp=temp+inlineRunup
+        //
+        //         }
+        //         if (temp<15) {
+        //             counter++
+        //             console.log('run up:' + runup + ' with 5 inline runup:' + temp)
+        //         }
+        //
+        //     }
+        //
+        //
+        //
+        //
+        //
+        // } catch (e) {
+        //
+        // }
+
+        let temp = 0
+        for (let z = i + 1; z <= (i + 7); z++) {
+          try {
+              let d = res[z].split(',')
+              let runup = parseFloat(d[8])
+              temp = temp + runup
+          }
+          catch (e)
+          {
+
+          }
+        }
+
+        if (temp <= 10) {
+            counter++
+            console.log('run 15 up:'+temp )
+        }
+
+
+    }
+
+
+    console.log(counter)
+}
+
+
+function createFile(name, body) {
+    return new Promise(function (resolve, reject) {
+        fs.writeFile('analyse/' + name, body, 'utf8', function (err) {
+            if (err) reject(err);
+            else resolve(true);
+        });
+    });
+}
\ No newline at end of file

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:2,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,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=[]