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help us strategies #298

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69b3f33
Enable short/long trades without exit of open trade
egisz Apr 22, 2020
5f0ec1e
fix eslint errors
egisz Apr 23, 2020
e7b47b6
Merge branch 'master' of https://github.com/Haehnchen/crypto-trading-…
egisz Nov 27, 2020
658dfa5
fix conflicts with upstream, add tests
egisz Nov 27, 2020
38df531
Add debug information to the notifier
juandelacruz-calvo Nov 30, 2021
0a51d4c
Add debug information to the notifier also in `visitStrategy`
juandelacruz-calvo Nov 30, 2021
2b1b72f
Refactor debug information on the notifier to use a message configure…
juandelacruz-calvo Nov 30, 2021
f386171
Comment start notification message
juandelacruz-calvo Nov 30, 2021
2ab9866
add strategies
juandelacruz-calvo Dec 1, 2021
550c499
include ADX with DMI indicator and update tradingview template
juandelacruz-calvo Dec 1, 2021
b899eae
Updated ADX strategy name
juandelacruz-calvo Dec 1, 2021
0d8ee56
Update price change algorithm to work by the minute
juandelacruz-calvo Dec 1, 2021
2cafd7f
Refactor ADX to add length and clean price changed
juandelacruz-calvo Dec 1, 2021
bd267d4
Added retry to telegram
juandelacruz-calvo Dec 1, 2021
acbd7cc
Reactivated and simplified message at start the bot
juandelacruz-calvo Dec 1, 2021
16952ab
Added Signal message with Pairs
juandelacruz-calvo Dec 2, 2021
82cb70c
Fix logger in notify for telegram
juandelacruz-calvo Dec 4, 2021
3ad7a99
Increase notifier time to 120 minutes on ticker listener
juandelacruz-calvo Dec 14, 2021
2ed9ab7
Merge branch 'master' of github.com:juandelacruz-calvo/crypto-trading…
juandelacruz-calvo Dec 14, 2021
29d5c9c
Merge branch 'master' of github.com:Haehnchen/crypto-trading-bot
juandelacruz-calvo Dec 14, 2021
792a23b
add adx strategy
juandelacruz-calvo Dec 14, 2021
89413c8
Merge branch 'master' of https://github.com/Haehnchen/crypto-trading-bot
juandelacruz-calvo Dec 14, 2021
f617600
Merge branch 'master' of github.com:juandelacruz-calvo/crypto-trading…
juandelacruz-calvo Dec 14, 2021
c9cab92
add adx strategy
juandelacruz-calvo Dec 14, 2021
54d91df
Async backtest WIP
juandelacruz-calvo Dec 15, 2021
3011426
Async backtesting
juandelacruz-calvo Dec 17, 2021
13baa68
add: Implement backtest for Binance futures
juandelacruz-calvo Dec 26, 2021
36f395e
ADX strategy
juandelacruz-calvo Dec 26, 2021
7a9d41b
add: refactor backtesting to a different fork
juandelacruz-calvo Dec 28, 2021
6c618c8
add: refactor backtesting to a different fork
juandelacruz-calvo Dec 15, 2021
0866a66
add: refactor backtesting to a different fork
juandelacruz-calvo Dec 26, 2021
b4c8972
add: Calculate fees on backtest
juandelacruz-calvo Dec 28, 2021
7e58a8f
Merge branch 'backtest-fork'
juandelacruz-calvo Dec 28, 2021
6368388
Merge branch 'fees'
juandelacruz-calvo Dec 28, 2021
4f0a4c0
Merge branch 'master' of github.com:juandelacruz-calvo/crypto-trading…
juandelacruz-calvo Dec 28, 2021
8798f59
add arrow, fix backtest fees
juandelacruz-calvo Dec 28, 2021
af0f2a7
Merge branch 'feature_short_long_without_exit_trade' of github.com:eg…
juandelacruz-calvo Dec 28, 2021
373531b
backtest update
juandelacruz-calvo Dec 29, 2021
1f42295
Add reverse transaction
juandelacruz-calvo Dec 30, 2021
650845a
Add reverse transaction and logger
juandelacruz-calvo Jan 1, 2022
67801c6
Add linear regression algorithm
juandelacruz-calvo Jan 1, 2022
a15603c
Lots of changes
juandelacruz-calvo Jan 22, 2022
e320922
Add backfill to binance,
juandelacruz-calvo Jan 27, 2022
e1d3d85
Merge pull request #1 from juandelacruz-calvo/backtest-update
juandelacruz-calvo Jan 27, 2022
91f6391
Several updates
juandelacruz-calvo Feb 28, 2022
eaa406b
Reorder some columns in the view
juandelacruz-calvo Mar 1, 2022
d386714
fix backfeed and database
juandelacruz-calvo Mar 2, 2022
3e86cd4
Merge branch 'backtest-update' of github.com:juandelacruz-calvo/crypt…
juandelacruz-calvo Mar 2, 2022
658bf09
Merge pull request #2 from juandelacruz-calvo/backtest-update
juandelacruz-calvo Mar 2, 2022
cd26ba8
fix FTX
Haehnchen Feb 6, 2022
1ec084c
better-sqlite3 update
Haehnchen Feb 6, 2022
7e5df6b
ignores
juandelacruz-calvo Apr 6, 2022
12a010e
Add backfill info
juandelacruz-calvo Apr 6, 2022
02780f7
Merge pull request #3 from juandelacruz-calvo/backtest-update
juandelacruz-calvo Apr 6, 2022
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3 changes: 3 additions & 0 deletions .gitignore
Original file line number Diff line number Diff line change
Expand Up @@ -242,3 +242,6 @@ Temporary Items
/bot.db
/bot.db-shm
/bot.db-wal
/var/log/
/var/strategies/
nssm.exe
2 changes: 2 additions & 0 deletions .idea/crypto-trading-bot.iml

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6 changes: 0 additions & 6 deletions .idea/inspectionProfiles/Project_Default.xml

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1 change: 0 additions & 1 deletion .idea/jsLibraryMappings.xml

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1 change: 1 addition & 0 deletions .idea/modules.xml

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4 changes: 3 additions & 1 deletion .idea/vcs.xml

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14 changes: 14 additions & 0 deletions README.md
Original file line number Diff line number Diff line change
Expand Up @@ -338,6 +338,7 @@ c.symbols = [
symbol: 'ETHUSDT',
exchange: 'binance_futures',
periods: ['1m', '15m', '1h'],
feesPerTrade: 0.04,
trade: {
currency_capital: 10,
strategies: [
Expand Down Expand Up @@ -369,6 +370,7 @@ Per pair you can set used margin before orders are created; depending on exchang
c.symbols.push({
'symbol': 'BTCUSD',
'exchange': 'bitmex',
'feesPerTrade': 0.05,
'extra': {
'bitmex_leverage': 5,
},
Expand All @@ -377,12 +379,24 @@ Per pair you can set used margin before orders are created; depending on exchang
c.symbols.push({
'symbol': 'EOSUSD',
'exchange': 'bybit',
'feesPerTrade': 0.075,
'extra': {
'bybit_leverage': 5,
},
})
```

### Fees

Fees can be configured on `instance.js` file including the field `feesPerTrade`, it is important to
mention that prices of fees are for Taker, not for Maker

For example:

Binance futures: has a Maker/Taker 0.0200%/0.0400%.

'feesPerTrade': 0.04,

## Tools

### Fill data
Expand Down
4 changes: 4 additions & 0 deletions instance.js.dist
Original file line number Diff line number Diff line change
Expand Up @@ -94,6 +94,7 @@ c.init = () => {
'periods': ['1m', '15m', '1h'],
'exchange': 'binance',
'state': 'watch',
'feesPerTrade': 0.04,
'watchdogs': [
{
'name': 'stoploss_watch',
Expand Down Expand Up @@ -144,6 +145,7 @@ y.forEach((pair) => {
'symbol': pair,
'periods': ['1m', '15m', '1h'],
'exchange': 'bitmex',
'feesPerTrade': 0.1,
'state': 'watch',
'extra': {
'bitmex_leverage': 5,
Expand Down Expand Up @@ -193,6 +195,7 @@ l.forEach((pair) => {
'symbol': pair,
'periods': ['1m', '15m', '1h'],
'exchange': 'bitmex_testnet',
'feesPerTrade': 0.1,
'state': 'watch',
'watchdogs': [
{
Expand Down Expand Up @@ -235,6 +238,7 @@ z.forEach((pair) => {
'symbol': pair,
'periods': ['1m', '15m', '1h'],
'exchange': 'binance',
'feesPerTrade': 0.1,
'state': 'watch',
'strategies': [
{
Expand Down
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