git pu

ai.js

@@ -9,9 +9,12 @@ let dynamic = 'dynamic'
 let elsa = 'elsa'
 let candles = []
 let timeFrame = 0
+let avgRunup = 0
+let avgDrawdown = 0
+let avgProfit = 0
 
 
-function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, maxTradeDays, targetPercentage, candlesData, fft, fftPercent, fftRunup, fftPercentRunup, fftDiffDrawDownProfit, fftDrawDown, ddPlusRunCount, ddPlusRunPercent, usage) {
+function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, maxTradeDays, targetPercentage, candlesData, fft, fftPercent, fftRunup, fftPercentRunup, fftDiffDrawDownProfit, fftDrawDown, ddPlusRunCount, ddPlusRunPercent,ProfitZeroRunupProfit,ProfitZeroRunupDrawDown, usage) {
     let type = config.type + ' param:' + config.param + ' base:' + config.base + ' target:' + config.target + ' targetPercentage:' + targetPercentage.enable
     if (usage === 'fft') {
         type = type + ' ' + usage + ' ' + fft
@@ -30,6 +33,12 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
     } else if (usage === 'ddPlusRunPercent') {
         type = type + ' ' + usage + ' ' + ddPlusRunPercent
     }
+    else if (usage === 'ProfitZeroRunupProfit') {
+        type = type + ' ' + usage + ' ' + ProfitZeroRunupProfit
+    }
+    else if (usage === 'ProfitZeroRunupDrawDown') {
+        type = type + ' ' + usage + ' ' + ProfitZeroRunupDrawDown
+    }
 
 
     let saveData = []
@@ -78,7 +87,9 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
     let countDrop = 0
     let allLossProfit = 0
     let drawDownPlusRunUpCount = 0
-    let drawDownPlusRunUpPercent= 0
+    let drawDownPlusRunUpPercent = 0
+    let VarProfitZeroRunupProfit=0
+    let VarProfitZeroRunupDrawDown=0
 
     let countDropRunup = 0
     let fftDrawDownPercent = 0
@@ -103,6 +114,15 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
     if (pfTrade < newP)
         return null
 
+    for (let i = 0; i < data.length; i++) {
+        avgProfit = avgProfit + data[i].profit
+        avgDrawdown = avgDrawdown + data[i].drawDown
+        avgRunup = avgRunup + data[i].runUp
+    }
+
+    avgProfit = avgProfit / data.length
+    avgRunup = avgRunup / data.length
+    avgDrawdown = avgDrawdown / data.length
 
     for (let i = 0; i < data.length; i++) {
 
@@ -152,24 +172,75 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
                     runBefore = true
             }
 
+            else if (usage === 'ProfitZeroRunupProfit') {
+                if (VarProfitZeroRunupProfit > ProfitZeroRunupProfit)
+                    runBefore = false
+                else
+                    runBefore = true
+            }
+
+            else if (usage === 'ProfitZeroRunupDrawDown') {
+                if (VarProfitZeroRunupDrawDown > ProfitZeroRunupDrawDown)
+                    runBefore = false
+                else
+                    runBefore = true
+            }
+
 
         }
 
         if ((data[i].runUp + data[i].drawDown) < 0) {
             drawDownPlusRunUpCount++
-            drawDownPlusRunUpPercent=drawDownPlusRunUpPercent+(data[i].runUp + data[i].drawDown)
+            drawDownPlusRunUpPercent = drawDownPlusRunUpPercent + (data[i].runUp + data[i].drawDown)
         } else {
             drawDownPlusRunUpCount = 0
-            drawDownPlusRunUpPercent=0
+            drawDownPlusRunUpPercent = 0
+        }
+
+
+        if ((data[i].profit + data[i].runUp) < 0) {
+
+
+        } else {
+            //zero
         }
 
+        if ((data[i].profit + data[i].drawDown) < 0) {
+
+
+        } else {
+//zero
+        }
+
+
+        if (data[i].drawDown < avgDrawdown) {
+
+
+        } else {
+//zero
+        }
+
+
+
+        if (data[i].runUp < avgRunup) {
+
+
+        } else {
+//zero
+        }
+
+
         if (data[i].profit < 0) {
             allLossProfit = allLossProfit + data[i].profit
             diffDrawdownProfitAll = diffDrawdownProfitAll + (data[i].drawDown - data[i].profit)
             fftDrawDownPercent = fftDrawDownPercent + data[i].drawDown
+            VarProfitZeroRunupProfit=VarProfitZeroRunupProfit+(data[i].runUp + data[i].profit)
+            VarProfitZeroRunupDrawDown=VarProfitZeroRunupDrawDown+(data[i].runUp + data[i].drawDown)
             countDrop++
         } else {
             allLossProfit = 0
+            VarProfitZeroRunupProfit=0
+            VarProfitZeroRunupDrawDown=0
             diffDrawdownProfitAll = 0
             countDrop = 0
             fftDrawDownPercent = 0
@@ -204,8 +275,8 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
             continue
         if (step === 0) {
             dateString = dateString + data[i].openDate.split(' ')[0] + '_'
-            runupString=runupString+data[i].runUp + '_'
-            sideString=sideString+data[i].side  + '_'
+            runupString = runupString + data[i].runUp + '_'
+            sideString = sideString + data[i].side + '_'
         }
         canCreateRunupPercent = false
         runBefore = true
@@ -510,8 +581,8 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
         profitPerMonth: Math.abs(profitPerMonth),
         compoundPerMonth: compoundPerMonth,
         dateString: dateString,
-        runupString:runupString,
-        sideString:sideString,
+        runupString: runupString,
+        sideString: sideString,
         firstMaxAllocatedMoney: firstMaxAllocatedMoney,
         maxAllocatedMoney: maxAllocatedMoney,
 
@@ -537,8 +608,8 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
 
     }
 
-    if (opt.total ===0)
-        return  null
+    if (opt.total === 0)
+        return null
 
     if (needPrintData) {
         fs.writeFile('detail/' + opt.platform + '-' + 'param' + config.param + 'base' + config.base + 'target' + config.target + '.json', JSON.stringify(saveData, null, 2), 'utf8', function (err) {

analyse2.js

@@ -31,60 +31,35 @@ async function format(name) {
     // console.log(res.length)
 
     let counter = 0
+let sum=0
+    let green=0
+    let red=0
+    for (let i = 1; i < (res.length ); i++) {
+
+
+        let d = res[i].split(',')
+        let profit = parseFloat(d[7])
+        let runup= parseFloat(d[8])
+        let drawDown=parseFloat(d[9])
+        console.log(drawDown)
+        if (profit+drawDown  >0)
+            green++
+        else
+            red++
+        // if (runup>=-1.66)
+        //     green++
+        // else
+        //     red++
+       // console.log(runup)
+        sum=sum+runup
 
-    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(green,red)
 
-    }
 
 
-    console.log(counter)
 }
 
 

combiner.js

@@ -66,6 +66,9 @@ async function run() {
             i.fftDrawDown=config.fftDrawDown
             i.ddPlusRunCount=config.ddPlusRunCount
             i.ddPlusRunPercent=config.ddPlusRunPercent
+
+            i.ProfitZeroRunupProfit=config.ProfitZeroRunupProfit
+            i.ProfitZeroRunupDrawDown=config.ProfitZeroRunupDrawDown
             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].ddPlusRunPercent,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].ProfitZeroRunupProfit,config[i].ProfitZeroRunupDrawDown,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,ddPlusRunPercent:-2,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,ProfitZeroRunupProfit:-2,ProfitZeroRunupDrawDown:-20,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=[]