git pu

ai.js

@@ -14,7 +14,7 @@ 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, 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, usage) {
     let type = config.type + ' param:' + config.param + ' base:' + config.base + ' target:' + config.target + ' targetPercentage:' + targetPercentage.enable
     if (usage === 'fft') {
         type = type + ' ' + usage + ' ' + fft
@@ -45,6 +45,14 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
     else if (usage === 'RunUpDrawDownZeroDrawDownProfit') {
         type = type + ' ' + usage + ' ' + RunUpDrawDownZeroDrawDownProfit
     }
+    else if (usage === 'RunUpDrawDownZeroDrawdown') {
+        type = type + ' ' + usage + ' ' + RunUpDrawDownZeroDrawdown
+    }
+    else if (usage === 'RunUpDrawDownZeroRunupProfit') {
+        type = type + ' ' + usage + ' ' + RunUpDrawDownZeroRunupProfit
+    }
+
+
 
 
 
@@ -97,10 +105,12 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
     let drawDownPlusRunUpCount = 0
     let drawDownPlusRunUpPercent = 0
     let VarProfitZeroRunupProfit=0
+    let VarDrawDownZeroProfit=0
     let VarProfitZeroRunupDrawDown=0
 
     let countDropRunup = 0
     let ProfitZeroDrawDownPercent = 0
+    let runUpDrawDownZeroDrawDownPercent = 0
     let allLossProfitRunup = 0
 
     let diffDrawdownProfitAll = 0
@@ -207,6 +217,18 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
                 else
                     runBefore = true
             }
+            else if (usage === 'RunUpDrawDownZeroDrawdown') {
+                if (runUpDrawDownZeroDrawDownPercent > RunUpDrawDownZeroDrawdown)
+                    runBefore = false
+                else
+                    runBefore = true
+            }
+            else if (usage === 'RunUpDrawDownZeroRunupProfit') {
+                if (VarDrawDownZeroProfit > RunUpDrawDownZeroRunupProfit)
+                    runBefore = false
+                else
+                    runBefore = true
+            }
 
 
         }
@@ -250,13 +272,15 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
             drawDownPlusRunUpPercent = drawDownPlusRunUpPercent + (data[i].runUp + data[i].drawDown)
             RunUpDrawDownAllLossProfit = RunUpDrawDownAllLossProfit + data[i].profit
             RunupDrawDownDiffDrawdownProfitAll = RunupDrawDownDiffDrawdownProfitAll + (data[i].drawDown - data[i].profit)
-            // ProfitZeroDrawDownPercent = ProfitZeroDrawDownPercent + data[i].drawDown
-            // VarProfitZeroRunupProfit=VarProfitZeroRunupProfit+(data[i].runUp + data[i].profit)
+            runUpDrawDownZeroDrawDownPercent = runUpDrawDownZeroDrawDownPercent + data[i].drawDown
+            VarDrawDownZeroProfit=VarDrawDownZeroProfit+(data[i].runUp + data[i].profit)
         } else {
             drawDownPlusRunUpCount = 0
             drawDownPlusRunUpPercent = 0
             RunUpDrawDownAllLossProfit=0
             RunupDrawDownDiffDrawdownProfitAll=0
+            runUpDrawDownZeroDrawDownPercent=0
+            VarDrawDownZeroProfit=0
         }
 
 

combiner.js

@@ -71,6 +71,10 @@ async function run() {
             i.ProfitZeroRunupDrawDown=config.ProfitZeroRunupDrawDown
             i.RunUpDrawDownZeroProfit=config.RunUpDrawDownZeroProfit
             i.RunUpDrawDownZeroDrawDownProfit=config.RunUpDrawDownZeroDrawDownProfit
+            i.RunUpDrawDownZeroDrawdown=config.RunUpDrawDownZeroDrawdown
+            i.RunUpDrawDownZeroRunupProfit=config.RunUpDrawDownZeroRunupProfit
+
+
             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,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].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].usage)
         if (d !== null)
             cz.push(d)
     }

generate.js

@@ -22,7 +22,7 @@ async function run()
 {
     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:-2,ProfitZeroRunupProfit:(n*-1),ProfitZeroRunupDrawDown:(n*-1),RunUpDrawDownZeroProfit:(n*-1),RunUpDrawDownZeroDrawDownProfit:(n*-1),usage:'ProfitZeroRunupProfit'}
+        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:-2,ProfitZeroRunupProfit:(n*-1),ProfitZeroRunupDrawDown:(n*-1),RunUpDrawDownZeroProfit:(n*-1),RunUpDrawDownZeroDrawDownProfit:(n*-1),RunUpDrawDownZeroDrawdown:(n*-1),VarDrawDownZeroProfit:(n*-1),usage:'ProfitZeroRunupProfit'}
         // 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=[]