init

ai.js

@@ -23,6 +23,7 @@ function run(data, config,risk,pfTrade) {
     let levels=[]
     let dur = getMinDiff(data[0].openDate, data[data.length - 1].closeDate)
     let newP=dur/data.length
+  //  console.log(data.length)
   //  console.log(newP)
     if (pfTrade>newP)
         return null

generate.js

@@ -20,7 +20,7 @@ run()
 
 async function run()
 {
-    let obj={sort:'profitPerMonthDrawDown',alocatedReserve:3,alocatedReserveCompound:3,risk:0,start:1000,pfTrade:1}
+    let obj={sort:'profitPerMonthDrawDown',alocatedReserve:3,alocatedReserveCompound:3,risk:0,start:10000,pfTrade:0.1}
     let all=[]
     for (let i=0;i<arr.length;i++)
         all.push(add(arr[i]))

run.js

@@ -3,6 +3,7 @@ let csv = require('./csv')
 let _ = require('lodash')
 let directory
 let csvFile
+let drawDown=[30,40,50]
 //const perf = require('execution-time')();
 run()
 
@@ -36,6 +37,7 @@ async function run() {
     }
     //   console.log(arr2)
     arr2 = _.without(arr2, undefined, null);
+    generateBaseDrawDown(arr2)
     arr2 = _.orderBy(arr2, ['profitPerMonthDrawDown'], ['desc']);
     let arr20Max = []
     let arr1000Compound = []
@@ -115,6 +117,63 @@ async function run() {
     // console.log(d)
 }
 
+async function generateBaseDrawDown(arrLast)
+{
+
+    for (let z=0;z<drawDown.length;z++)
+    {
+        let arr2=arrLast
+        let newArr=[]
+
+        for (let i=0;i<arr2.length;i++) {
+            console.log(arr2[i].drawDown)
+            if (arr2[i].drawDown >= drawDown[z])
+                newArr.push(arr2[i])
+        }
+
+        arr2=newArr
+
+        arr2 = _.orderBy(arr2, ['profitPerMonthDrawDown'], ['desc']);
+        let arr20Max = []
+        let arr1000Compound = []
+        let arr3=[]
+
+        let arrReserv = _.orderBy(arr2, ['percentage'], ['asc']);
+        let arrCompound = _.orderBy(arr2, ['CompoundPerMonthDrawDown'], ['desc']);
+        let arrResrv200 = []
+        let arrReservCompound = []
+        for (let i = 0; i < 1000; i++) {
+            if (typeof arr2[i] !== "undefined")
+                arr3.push(arr2[i])
+            if (typeof arrReserv[i] !== "undefined")
+                arrResrv200.push(arrReserv[i])
+            if (typeof arrCompound[i] !== "undefined")
+                arr1000Compound.push(arrCompound[i])
+        }
+
+
+
+        let arr20MaxNew = []
+        let arrReservCompoundNew = []
+        for (let i = 0; i < 1000; i++) {
+            if (typeof arr20Max[i] !== "undefined")
+                if (i < arr20Max.length)
+                    arr20MaxNew.push(arr20Max[i])
+            if (typeof arrReservCompound[i] !== "undefined")
+                if (i < arrReservCompound.length)
+                    arrReservCompoundNew.push(arrReservCompound[i])
+
+        }
+
+
+
+        createfileADV('profitPerMonth1000DrawDown'+drawDown[z], JSON.stringify(arr3, null, 2))
+        createfileADV('compound1000DrawDown'+drawDown[z], JSON.stringify(arr1000Compound, null, 2))
+
+
+    }
+}
+
 
 async function startAgain(arr, start) {
     let count = 0