strategies

Documentation

Index

• type Balancer
  • func NewBalancer(config *models.Config) *Balancer
  • func (b Balancer) CalculatePositionAdjustment(df *azbot.Dataframe, broker service.Broker) (expect, diff float64, err error)
  • func (b Balancer) Indicators(df *model.Dataframe) []strategy.ChartIndicator
  • func (b Balancer) OnCandle(df *model.Dataframe, broker service.Broker)
  • func (b Balancer) Timeframe() string
  • func (b Balancer) WarmupPeriod() int
• type DCAOnSteroids
  • func NewDCAOnSteroids(config *models.Config, kv *localkv.LocalKV) (*DCAOnSteroids, error)
  • func (d DCAOnSteroids) Indicators(df *model.Dataframe) []strategy.ChartIndicator
  • func (d DCAOnSteroids) OnCandle(df *model.Dataframe, broker service.Broker)
  • func (d DCAOnSteroids) Timeframe() string
  • func (d DCAOnSteroids) WarmupPeriod() int
• type DiamondHands
  • func NewDiamondHands(config *models.Config, kv *localkv.LocalKV) (*DiamondHands, error)
  • func (d DiamondHands) Indicators(df *model.Dataframe) []strategy.ChartIndicator
  • func (d DiamondHands) OnCandle(df *model.Dataframe, broker service.Broker)
  • func (d DiamondHands) Timeframe() string
  • func (d DiamondHands) WarmupPeriod() int
• type Weight

Types

type Balancer

type Balancer struct {
	MinimumBalance float64
	AssetWeights   map[string]float64 `json:"asset_weight,omitempty"`
	LastClose      map[string]float64
}

func NewBalancer

func NewBalancer(config *models.Config) *Balancer

func (Balancer) CalculatePositionAdjustment

func (b Balancer) CalculatePositionAdjustment(df *azbot.Dataframe, broker service.Broker) (expect, diff float64, err error)

func (Balancer) Indicators

func (b Balancer) Indicators(df *model.Dataframe) []strategy.ChartIndicator

func (Balancer) OnCandle

func (b Balancer) OnCandle(df *model.Dataframe, broker service.Broker)

func (Balancer) Timeframe

func (b Balancer) Timeframe() string

func (Balancer) WarmupPeriod

func (b Balancer) WarmupPeriod() int

type DCAOnSteroids

type DCAOnSteroids struct {
	D *models.StrategyData
	// contains filtered or unexported fields
}

func NewDCAOnSteroids

func NewDCAOnSteroids(config *models.Config, kv *localkv.LocalKV) (*DCAOnSteroids, error)

NewDCAOnSteroids is used for backtesting

func (DCAOnSteroids) Indicators

func (d DCAOnSteroids) Indicators(df *model.Dataframe) []strategy.ChartIndicator

func (DCAOnSteroids) OnCandle

func (d DCAOnSteroids) OnCandle(df *model.Dataframe, broker service.Broker)

func (DCAOnSteroids) Timeframe

func (d DCAOnSteroids) Timeframe() string

func (DCAOnSteroids) WarmupPeriod

func (d DCAOnSteroids) WarmupPeriod() int

type DiamondHands

type DiamondHands struct {
	D *models.StrategyData
	// contains filtered or unexported fields
}

func NewDiamondHands

func NewDiamondHands(config *models.Config, kv *localkv.LocalKV) (*DiamondHands, error)

NewDiamondHands is used in trade real and dry-run. It never sells

func (DiamondHands) Indicators

func (d DiamondHands) Indicators(df *model.Dataframe) []strategy.ChartIndicator

func (DiamondHands) OnCandle

func (d DiamondHands) OnCandle(df *model.Dataframe, broker service.Broker)

func (DiamondHands) Timeframe

func (d DiamondHands) Timeframe() string

func (DiamondHands) WarmupPeriod

func (d DiamondHands) WarmupPeriod() int

type Weight

type Weight struct {
	Pair   string
	Weight float64
}