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, fftDrawDown, ddPlusRunCount, usage) {
+function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, maxTradeDays, targetPercentage, candlesData, fft, fftPercent, fftRunup, fftPercentRunup, fftDiffDrawDownProfit, fftDrawDown, ddPlusRunCount, ddPlusRunPercent, usage) {
     let type = config.type + ' param:' + config.param + ' base:' + config.base + ' target:' + config.target + ' targetPercentage:' + targetPercentage.enable
     if (usage === 'fft') {
         type = type + ' ' + usage + ' ' + fft
@@ -27,6 +27,8 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
         type = type + ' ' + usage + ' ' + fftDrawDown
     } else if (usage === 'ddPlusRunCount') {
         type = type + ' ' + usage + ' ' + ddPlusRunCount
+    } else if (usage === 'ddPlusRunPercent') {
+        type = type + ' ' + usage + ' ' + ddPlusRunPercent
     }
 
 
@@ -73,6 +75,7 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
     let countDrop = 0
     let allLossProfit = 0
     let drawDownPlusRunUpCount = 0
+    let drawDownPlusRunUpPercent= 0
 
     let countDropRunup = 0
     let fftDrawDownPercent = 0
@@ -119,6 +122,11 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
                     runBefore = false
                 else
                     runBefore = true
+            } else if (usage === 'ddPlusRunPercent') {
+                if (drawDownPlusRunUpPercent > ddPlusRunPercent)
+                    runBefore = false
+                else
+                    runBefore = true
             } else if (usage === 'fftDrawDown') {
                 if (fftDrawDownPercent > fftDrawDown)
                     runBefore = false
@@ -146,8 +154,10 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
 
         if ((data[i].runUp + data[i].drawDown) < 0) {
             drawDownPlusRunUpCount++
+            drawDownPlusRunUpPercent=drawDownPlusRunUpPercent+(data[i].runUp + data[i].drawDown)
         } else {
             drawDownPlusRunUpCount = 0
+            drawDownPlusRunUpPercent=0
         }
 
         if (data[i].profit < 0) {

combiner.js

@@ -65,6 +65,7 @@ async function run() {
             i.fftDiffDrawDownProfit=config.fftDiffDrawDownProfit
             i.fftDrawDown=config.fftDrawDown
             i.ddPlusRunCount=config.ddPlusRunCount
+            i.ddPlusRunPercent=config.ddPlusRunPercent
             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].fftPercent,config[i].fftRunup,config[i].fftPercentRunup,config[i].fftDiffDrawDownProfit,config[i].fftDrawDown,config[i].ddPlusRunCount,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].fftPercent,config[i].fftRunup,config[i].fftPercentRunup,config[i].fftDiffDrawDownProfit,config[i].fftDrawDown,config[i].ddPlusRunCount,config[i].ddPlusRunPercent,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,fftDrawDown:-1,ddPlusRunCount:4,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,ddPlusRunCount:4,ddPlusRunPercent:-2,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=[]