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Commit 227cec08 authored by Ahmad Nemati's avatar Ahmad Nemati
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parent a0abd222
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grab0.js 0 → 100644
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const fs = require('fs')
let moment = require('moment-timezone')
let _ = require('lodash')
const uuid = require('uniqid')
let pairs = ''
let res2
let res3
let res4
init()
async function init() {
// res = await fs.readFileSync('run.csv', 'utf8');
// res = res.split('\n')
res2 = await fs.readFileSync('Run2.csv', 'utf8');
res2 = res2.split('\n')
res3 = await fs.readFileSync('Run3.csv', 'utf8');
res3 = res3.split('\n')
res4 = await fs.readFileSync('Run4.csv', 'utf8');
res4 = res4.split('\n')
let arr = []
// console.log(found('ETH', 'Lp2'))
let com = await fs.readFileSync('com.json', 'utf8');
com = JSON.parse(com)
for (let i = 0; i < com.length; i++) {
com[i].platform = com[i].platform.toLowerCase()
let t = com[i].platform
t = t.split('_')
console.log(t)
let pair = 'BTC'
let lp = t[0].split('-')[1].replace('lp', 'Lp')
com[i].lp = lp
let p = t[t.length - 1].split('.')
p = p[0].split(pair)[0]
console.log(p)
let uniq = pair + lp + p + capital(com[i].type.split(' ')[5]) + parseFloat(com[i].type.split(' ')[6]) * -10
com[i].uniq = uniq + '_' + com[i].avgRunup + '_' + com[i].avgDrawdown + '_' + com[i].type.split(' ')[5] + '_' + (parseFloat(com[i].type.split(' ')[6]) * -1)
}
com = _.uniqBy(com, 'lp');
let newCom = []
for (let i = 0; i < com.length; i++) {
newCom.push(com[i])
}
com = newCom
// createComResfileADV(JSON.stringify(com, null, 2))
for (let i = 0; i < com.length; i++) {
let t = com[i].platform
t = t.split('_')
let indicator = parseInt(t[t.length - 1])
indicator=2
let pair = t[3].replace('usdt', '').replace('usd', '')
pairs = pair
let p = t[t.length - 1].split('.')
p = p[0].split(pairs)[1]
let lp = t[4].replace('lp', 'Lp')
let f = found(indicator,pair, lp)
let struc=''
f.lp = p
f.name = com[i].platform
if (indicator ===2)
{
struc=indicator2Temp
struc=struc.replace('ahmadTimeframe',f.timeframe).replace('ahmadnAtrPeriod',f.nAtrPeriod).replace('ahmaddAtrMultiplier',f.dAtrMultiplier).replace('ahmadlp',f.lp)
createConfigYashilADV('btc'+indicator+'&'+parseFloat(f.nAtrPeriod)+'&'+parseFloat(f.dAtrMultiplier)+'&'+f.lp,struc)
com[i].config='btc'+indicator+'&'+parseFloat(f.nAtrPeriod)+'&'+parseFloat(f.dAtrMultiplier)+'&'+f.lp
}
if (indicator ===3)
{
struc=indicator3Temp
struc=struc.replace('ahmadTimeframe',f.timeframe).replace('ahmadnStochPeriod',f.nStochPeriod).replace('ahmadnStochSmoothingPeriod',f.nStochSmoothingPeriod).replace('ahmaddOttPercent',f.dOttPercent).replace('ahmadnOttPeriod',f.lp)
createConfigYashilADV('btc'+indicator+'&'+parseFloat(f.nStochPeriod)+'&'+parseFloat(f.nStochSmoothingPeriod)+'&'+parseFloat(f.dOttPercent)+'&'+f.lp,struc)
com[i].config='btc'+indicator+'&'+parseFloat(f.nStochPeriod)+'&'+parseFloat(f.nStochSmoothingPeriod)+'&'+parseFloat(f.dOttPercent)+'&'+f.lp
}
if (indicator ===4)
{
struc=indicator4
struc=struc.replace('ahmadstMnMaBarAge',f.timeframe).replace('ahmadMnKeltner_nMidLnMaPeriod',f.nMidLnMaPeriod).replace('ahmadMnKeltner_dMultiplier',f.dMultiplier).replace('ahmadMnKeltner_nBandsAtrPeriod',f.lp)
createConfigYashilADV('btc'+indicator+'&'+parseFloat(f.nMidLnMaPeriod)+'&'+parseFloat(f.dMultiplier)+'&'+f.lp,struc)
com[i].config='btc'+indicator+'&'+parseFloat(f.nMidLnMaPeriod)+'&'+parseFloat(f.dMultiplier)+'&'+f.lp
}
if (indicator ===9)
{
// struc=indicator4
// struc=struc.replace('ahmadstMnMaBarAge',f.timeframe).replace('ahmadMnKeltner_nMidLnMaPeriod',f.nMidLnMaPeriod).replace('ahmadMnKeltner_dMultiplier',f.dMultiplier).replace('ahmadMnKeltner_nBandsAtrPeriod',f.lp)
// createConfigYashilADV('btc'+indicator+'&'+parseFloat(f.nMidLnMaPeriod)+'&'+parseFloat(f.dMultiplier)+'&'+f.lp,struc)
com[i].config='btc1&7&5.8&9'
}
console.log(f)
arr.push(f)
}
arr = _.uniqBy(arr, 'name');
createfinalADV(JSON.stringify(arr, null, 2))
createComResfileADV(JSON.stringify(com, null, 2))
// console.log(arr)
// let header='RowNum,PPST1_stMnBarAge,PPST1_PvtPtPeriod,PPST1_AtrFactor,PPST1_AtrPeriod,szOmIdName\n'
// for (let i=0;i<arr.length;i++)
// {
// let qty=(i+5)*0.001
// let inline=(i+1)+','+arr[i].timeframe+','+arr[i].pvt+','+arr[i].factor+','+arr[i].period+','+arr[i].uniq+'_'+qty
// header=header+inline
// if (i !== arr.length-1)
// header= header+'\n'
//
// }
// createRunResfileADV(header)
}
function isUpper(str) {
return !/[a-z]/.test(str) && /[A-Z]/.test(str);
}
function capital(t) {
let f = ''
for (let j = 0; j < t.length; j++)
if (isUpper(t[j]))
f = f + t[j]
return f
}
function createRunResfileADV(data) {
// console.log(data)
return new Promise(function (resolve, reject) {
fs.writeFile(pairs + '_TOP.csv', data, 'utf8', function (err) {
if (err) reject(err);
else resolve(data);
});
});
}
function createComResfileADV(data) {
// console.log(data)
return new Promise(function (resolve, reject) {
fs.writeFile('newCom.json', data, 'utf8', function (err) {
if (err) reject(err);
else resolve(data);
});
});
}
function createfinalADV(data) {
// console.log(data)
return new Promise(function (resolve, reject) {
fs.writeFile('final.json', data, 'utf8', function (err) {
if (err) reject(err);
else resolve(data);
});
});
}
function found(indicator,pair, lp) {
// console.log(indicator,lp)
let res=[]
if (indicator ===2)
res=res2
else if (indicator ===3)
res=res3
else if (indicator ===4)
res =res4
if (res.length ===0)
return {timeframe: 0}
for (let i = 0; i < res.length; i++) {
if (!res[i].includes(lp + '_'))
continue
let d = res[i].split(',')
let timeframe = d[13]
timeframe=timeframe.split(' ')
let newTimeframe='0d '
for (let z=1;z<timeframe.length;z++)
{
newTimeframe=newTimeframe+timeframe[z]
if (z !== timeframe.length-1)
newTimeframe=newTimeframe+' '
}
if (indicator ===2)
return {timeframe: newTimeframe,nAtrPeriod:d[15],dAtrMultiplier:d[17]}
if (indicator ===3)
return {timeframe: newTimeframe,nStochPeriod:d[15],nStochSmoothingPeriod:d[16],dOttPercent:d[18]}
if (indicator ===4)
return {timeframe: newTimeframe,nMidLnMaPeriod:d[14],dMultiplier:d[15]}
// timeframe=newTimeframe
// let nStochPeriod=parseFloat(d[15])
// let nStochSmoothingPeriod=parseFloat(d[16])
// let dOttPercent=parseFloat(d[18])
//
// let name = d[92]
// return {name, timeframe, nStochPeriod, nStochSmoothingPeriod, dOttPercent}
return {timeframe}
}
}
function createConfigYashilADV(name,data) {
// console.log(data)
return new Promise(function (resolve, reject) {
fs.writeFile( 'YConfig/'+name+'.txt', data, 'utf8', function (err) {
if (err) reject(err);
else resolve(data);
});
});
}
let indicator2Temp='yFt1_AlgName, yFt1_KivOzbPrfMaxi1a\n' +
'\n' +
'; Note: See TradingView "Profit Maximizer PMax, Pine.txt"\n' +
'\n' +
'; Symbol ==============================================================\n' +
'nQtSymNo_Tgt1, 1 ; #, In both TkSim and LiveRun\n' +
'\n' +
'Sym1_Tgt1, BNC_BTCUSDT\n' +
'nDigits_Sym1_Tgt1, 3 ; #\n' +
'dTickValue_Sym1_Tgt1, 0.001 ; $\n' +
'dMarginValReqPerLot_Sym1_Tgt1, 10000 ; $\n' +
'\n' +
'szOhlcCsvFpn_Sym1_Tgt1, "E:\\BTC.csv"\n' +
'stOhlcCsvFileBarAge_Sym1_Tgt1, 0d 00:05:00.000 ; Nd HH:mm:ss.fff, Typ. 28d 00:00:00.000\n' +
'enumOhlcCsvFileType_Sym1_Tgt1, TradingViewEpochSecondsOHLC\n' +
'bOhlcCsvFileHasHeader_Sym1_Tgt1, 1 ; 0 or 1, Def. 1\n' +
'\n' +
'dOhlcCsvFileFromCandleTickExtractorFact_Sym1_Tgt1, 1.0 ; FpValue, Def. 1.0, Higher means extracting more ticks from each candle\n' +
'\n' +
'; Tick Simulator Run Time =============================================\n' +
'dtTkSimLookBackStTime, 2022.03.01 00:00:00 ; YYYY.MM.DD HH:mm:ss\n' +
'dtTkSimReadStTime, 2022.03.01 00:00:00 ; YYYY.MM.DD HH:mm:ss\n' +
'dtTkSimReadEnTime, 2050.08.26 12:00:00 ; YYYY.MM.DD HH:mm:ss\n' +
'\n' +
'; First quote is 2017.08.24 02:59:00\n' +
'\n' +
'; StatInfo Parameters =================================================\n' +
'stMnRefHopAge, 0d 00:00:19.000 ; Nd HH:mm:ss.fff, Typ. 0d 00:00:19.000\n' +
'\n' +
'; Signal Parameters ===================================================\n' +
'; Note: If use szOhlcCsvFpn_Sym1_Tgt1 then stMnMaBarAge will be adjusted based on CSV lines\n' +
'bForMnBarAge_ForceOhlcCsvFileBarsAge, 0 ; 0 or 1, Def. 1\n' +
'\n' +
'; ParamLoop -----------------------------------------------------------\n' +
'stMnBarAge_List, ahmadTimeframe\n' +
'nAtrPeriod_List, ahmadnAtrPeriod ; #, Def. 10 (ATR Length)\n' +
'dAtrMultiplier_List, ahmaddAtrMultiplier ; FpNum, Def. 3.0\n' +
'nMnMaPeriod_List, ahmadlp ; #, Def. 10\n' +
'\n' +
'bNormalizeAtr_List, 0 ; 0 or 1, Def. 0\n' +
'nEntSignalCodeNum_List, 1 ; #, 1: MaPmaxCx, 2: SrcPmaxCx, Def. 1\n' +
'enumMnMaType_List, EMA\n' +
'enumSrcType_List, HL2 ; "Open", "High", "Low", "Close", "HL2", "HLC3", "OHLC4"\n' +
'nAtrCalcMethodNum_List, 1 ; #, 1: use atr(period), 2: use sma(tr, period), Def. 1\n' +
'; bInverseEntSig_List, 0\n' +
'\n' +
'; bOxyDisp_SrcVal, 0 ; 0 or 1, Def. 0\n' +
'; bOxyDisp_MnMaVal, 0 ; 0 or 1, Def. 0\n' +
'; bOxyDisp_MnTrailLines, 0 ; 0 or 1, Def. 0\n' +
'\n' +
'; Trading Parameters ==================================================\n' +
'; Trading simulation start equity\n' +
'dTkSimStEquityUsd, 10000 ; $, Def. is $10,000 (Initial Capital)\n' +
'\n' +
'nMnTrdMethodNum, 1 ; #, 0 to disable\n' +
';nEntSignalCodeNum, 1 ; #, 1: MaPmaxCx, 2: SrcPmaxCx, Def. 1\n' +
'\n' +
'; Trading Enter Param. ------------------------------------------------\n' +
'dFixedOrdLot_Sym1_Tgt1, 0.1 ; lot, Note: 0.1 lot here is equal to 10000 order size in trading view\n' +
'\n' +
';nMaxOneDirOrdNo, 1 ; #\n' +
'\n' +
';bInverseEntSig, 1\n' +
'\n' +
'bWaitToPassFirstCrossToEnableEnt, 1 ; 0 or 1, Def. 1\n' +
'\n' +
'; Trading Exit Param. -------------------------------------------------\n' +
'bClOppDirOrds, 1 ; 0 or 1, Def. is 0\n' +
'\n' +
'bOkToOpenAndCloseChkAtSameQt, 1 ; 0 or 1, Def. 0\n' +
'\n' +
';nInitTpPip_Sym1_Tgt1, 200 ; pip\n' +
';nInitSlPip_Sym1_Tgt1, 100 ; pip\n' +
'\n' +
'; Log Parameters ======================================================\n' +
'bSaveOrdMgmResults, 1 ; 0 or 1, Def. 0, Save list of orders in a .csv file(s)\n' +
'bKeepPosHistOfTradeSim, 0 ; 0 or 1, Def. 1, Note: Set to 0 for ParamLoop runs\n' +
'\n' +
'bWriteMktOrdsWhileRunning, 1 ; Write closed orders in a .csv file during yFt run and do not save them in system memory\n' +
'\n' +
'bEnableBestTpSlFinderForPosHist, 0 ; 0 or 1, Def. 1, Set to 0 for fast output in ParamLoop runs\n' +
'\n' +
'bSaveParamLoopRunResultsInCsv, 1 ; 0 or 1, Def. 0, Save ParamLoop run results in a .csv file\n' +
'\n' +
'; Help: Full column list will be like as follows:\n' +
';enumOrdSaveCsvColumn_List, RowNu,Open_Time,Type,Lots,Symbol,Open_Price,SL,TP,Close_Price,Close_Time,ProfitPips,ProfitUsd,Comment,MagicNum,Age_Dhhmmssfff,AgeMsec,TotPrfPips,TotPrfUsd,Open_Time_Ticks,Close_Time_Ticks,nAgeHiPrfPips,nAgeLoPrfPips,InvOpPrice,InvClPrice,Ticket,Expiration_Time,Expiration_Time_Ticks,Commission,Swap,nOmNum,nMyMagCode1,dPrfPipWrtOpPrPc,dAgeHiPrfUsd,dAgeLoPrfUsd,dAgeHiPrfInPrPc_RunUpPc,dAgeLoPrfInPrPc_DrawDownPc\n' +
'\n' +
'; Help: Here is list of colums:\n' +
'; RowNum,Open_Time,Type,Lots,Symbol,Open_Price,SL,TP,Close_Price,Close_Time,ProfitPips,ProfitUsd,Comment,MagicNum,Age_Dhhmmssfff,AgeMsec,TotPrfPips,TotPrfUsd,Open_Time_Ticks,Close_Time_Ticks,nAgeHiPrfPips,nAgeLoPrfPips,InvOpPrice,InvClPrice,Ticket,Expiration_Time,Expiration_Time_Ticks,Commission,Swap,nOmNum,nMyMagCode1,dPrfPipWrtOpPrPc,dAgeHiPrfUsd,dAgeLoPrfUsd,dAgeHiPrfInPrPc_RunUpPc,dAgeLoPrfInPrPc_DrawDownPc\n' +
'; RowNum,Open_Time,Type,Lots,Symbol,Open_Price,SL,TP\n' +
'; ,Close_Price,Close_Time,ProfitPips,ProfitUsd,Comment,MagicNum,Age_Dhhmmssfff,AgeMsec\n' +
'; ,TotPrfPips,TotPrfUsd,Open_Time_Ticks,Close_Time_Ticks,nAgeHiPrfPips,nAgeLoPrfPips\n' +
'; ,InvOpPrice,InvClPrice,Ticket,Expiration_Time,Expiration_Time_Ticks,Commission,Swap\n' +
'; ,nOmNum,nMyMagCode1,dPrfPipWrtOpPrPc,dAgeHiPrfUsd,dAgeLoPrfUsd\n' +
'; ,dAgeHiPrfInPrPc_RunUpPc,dAgeLoPrfInPrPc_DrawDownPc\n' +
'\n' +
';enumOrdSaveCsvColumn_List, Ticket,Open_Time,Type,Lots,Symbol,Open_Price,Close_Price,Close_Time, ProfitPips,dAgeHiPrfInPrPc_RunUpPc,dAgeLoPrfInPrPc_DrawDownPc\n' +
'enumOrdSaveCsvColumn_List, Ticket,Open_Time,Type,Symbol,Open_Price,Close_Price,Close_Time, dPrfPipWrtOpPrPc,dAgeHiPrfInPrPc_RunUpPc,dAgeLoPrfInPrPc_DrawDownPc\n' +
'\t\t\t\t\n' +
'; Display Parameters ==================================================\n' +
'; nOxyDispQtsQueLen, 0 ; #, Typ.: 1/5 of screen width\n' +
'\n' +
'; bOxypDisp_ForceOhlcCsvFileBarsAge, 0 ; 0 or 1, Def. 1\n' +
';OxypDispBarsAgeSym1, 0d 01:00:00.000 ; Nd HH:mm:ss.fff\n' +
'\n' +
'; bOxyDisp_Equity, 0 ; 0 or 1, Def. 0\n' +
'; bOxyDisp_Balance, 0 ; 0 or 1, Def. 0\n' +
'; bOxyDisp_EffLot, 1 ; 0 or 1, Def. 0\n' +
'\n' +
';adOxyDisp_FirstYaxisSplitPos, 0.3, 0.4 ; CSV List of #\n' +
';bOxyDisp_AutoSplitPosInFirstYaxis, 1 ; 0 or 1, Def. is 1\n'
let indicator3Temp='yFt1_AlgName, yFt1_KivOzbStochOtt1a\n' +
'\n' +
'; Note: See TradingView "Stochastic OTT, Pine.txt"\n' +
'\n' +
'; Symbol ==============================================================\n' +
'nQtSymNo_Tgt1, 1 ; #, In both TkSim and LiveRun\n' +
'\n' +
'Sym1_Tgt1, BNC_BTCUSDT\n' +
'nDigits_Sym1_Tgt1, 3 ; #\n' +
'dTickValue_Sym1_Tgt1, 0.001 ; $\n' +
'dMarginValReqPerLot_Sym1_Tgt1, 10000 ; $\n' +
'\n' +
'szOhlcCsvFpn_Sym1_Tgt1, "E:\\BTC.csv"\n' +
'stOhlcCsvFileBarAge_Sym1_Tgt1, 0d 00:05:00.000 ; Nd HH:mm:ss.fff, Typ. 28d 00:00:00.000\n' +
'enumOhlcCsvFileType_Sym1_Tgt1, TradingViewEpochSecondsOHLC\n' +
'bOhlcCsvFileHasHeader_Sym1_Tgt1, 1 ; 0 or 1, Def. 1\n' +
'\n' +
'dOhlcCsvFileFromCandleTickExtractorFact_Sym1_Tgt1, 1.0 ; FpValue, Def. 1.0, Higher means extracting more ticks from each candle\n' +
'\n' +
'; Tick Simulator Run Time =============================================\n' +
'dtTkSimLookBackStTime, 2022.03.01 00:00:00 ; YYYY.MM.DD HH:mm:ss\n' +
'dtTkSimReadStTime, 2022.03.01 00:00:00 ; YYYY.MM.DD HH:mm:ss\n' +
'dtTkSimReadEnTime, 2050.08.26 12:00:00 ; YYYY.MM.DD HH:mm:ss\n' +
'\n' +
'; First quote is 2017.08.24 02:59:00\n' +
'\n' +
'; StatInfo Parameters =================================================\n' +
'stMnRefHopAge, 0d 00:00:19.000 ; Nd HH:mm:ss.fff, Typ. 0d 00:00:19.000\n' +
'\n' +
'; Signal Parameters ===================================================\n' +
'; Note: If use szOhlcCsvFpn_Sym1_Tgt1 then stMnMaBarAge will be adjusted based on CSV lines\n' +
'bForMnBarAge_ForceOhlcCsvFileBarsAge, 0 ; 0 or 1, Def. 1\n' +
'\n' +
'; ParamLoop -----------------------------------------------------------\n' +
'stMnBarAge_List, ahmadTimeframe\n' +
'nStochPeriod_List, ahmadnStochPeriod ; #, Def. 500 (%K Length)\n' +
'nStochSmoothingPeriod_List, ahmadnStochSmoothingPeriod ; #, , Def. 200 (%K Smoothing)\n' +
'dOttPercent_List, ahmaddOttPercent ; FpNum, Def. 0.5 (OTT Percent)\n' +
'nOttPeriod_List, ahmadnOttPeriod ; #, Def. 2 (OTT Period)\n' +
'\n' +
'\n' +
'enumSrcType_List, Close ; "Open", "High", "Low", "Close", "HL2", "HLC3", "OHLC4"\n' +
'; bInverseEntSig_List, 0, 1\n' +
'\n' +
'; bOxyDisp_SrcVal, 0 ; 0 or 1, Def. 0\n' +
'; bOxyDisp_MnMaVal, 0 ; 0 or 1, Def. 0\n' +
'; bOxyDisp_MnTrailLines, 0 ; 0 or 1, Def. 0\n' +
'\n' +
'; Trading Parameters ==================================================\n' +
'; Trading simulation start equity\n' +
'dTkSimStEquityUsd, 10000 ; $, Def. is $10,000 (Initial Capital)\n' +
'\n' +
'nMnTrdMethodNum, 1 ; #, 0 to disable\n' +
';nEntSignalCodeNum, 1 ; #, 1: MaPmaxCx, 2: SrcPmaxCx, Def. 1\n' +
'\n' +
'; Trading Enter Param. ------------------------------------------------\n' +
'dFixedOrdLot_Sym1_Tgt1, 0.1 ; lot, Note: 0.1 lot here is equal to 10000 order size in trading view\n' +
'\n' +
';nMaxOneDirOrdNo, 1 ; #\n' +
'\n' +
';bInverseEntSig, 1\n' +
'\n' +
'bWaitToPassFirstCrossToEnableEnt, 1 ; 0 or 1, Def. 1\n' +
'\n' +
'; Trading Exit Param. -------------------------------------------------\n' +
'bClOppDirOrds, 1 ; 0 or 1, Def. is 0\n' +
'\n' +
'bOkToOpenAndCloseChkAtSameQt, 1 ; 0 or 1, Def. 0\n' +
'\n' +
';nInitTpPip_Sym1_Tgt1, 200 ; pip\n' +
';nInitSlPip_Sym1_Tgt1, 100 ; pip\n' +
'\n' +
'; Log Parameters ======================================================\n' +
'bSaveOrdMgmResults, 1 ; 0 or 1, Def. 0, Save list of orders in a .csv file(s)\n' +
'bKeepPosHistOfTradeSim, 0 ; 0 or 1, Def. 1, Note: Set to 0 for ParamLoop runs\n' +
'\n' +
'bWriteMktOrdsWhileRunning, 1 ; Write closed orders in a .csv file during yFt run and do not save them in system memory\n' +
'\n' +
'bEnableBestTpSlFinderForPosHist, 0 ; 0 or 1, Def. 1, Set to 0 for fast output in ParamLoop runs\n' +
'\n' +
'bSaveParamLoopRunResultsInCsv, 1 ; 0 or 1, Def. 0, Save ParamLoop run results in a .csv file\n' +
'\n' +
'; Help: Full column list will be like as follows:\n' +
';enumOrdSaveCsvColumn_List, RowNu,Open_Time,Type,Lots,Symbol,Open_Price,SL,TP,Close_Price,Close_Time,ProfitPips,ProfitUsd,Comment,MagicNum,Age_Dhhmmssfff,AgeMsec,TotPrfPips,TotPrfUsd,Open_Time_Ticks,Close_Time_Ticks,nAgeHiPrfPips,nAgeLoPrfPips,InvOpPrice,InvClPrice,Ticket,Expiration_Time,Expiration_Time_Ticks,Commission,Swap,nOmNum,nMyMagCode1,dPrfPipWrtOpPrPc,dAgeHiPrfUsd,dAgeLoPrfUsd,dAgeHiPrfInPrPc_RunUpPc,dAgeLoPrfInPrPc_DrawDownPc\n' +
'\n' +
'; Help: Here is list of colums:\n' +
'; RowNum,Open_Time,Type,Lots,Symbol,Open_Price,SL,TP,Close_Price,Close_Time,ProfitPips,ProfitUsd,Comment,MagicNum,Age_Dhhmmssfff,AgeMsec,TotPrfPips,TotPrfUsd,Open_Time_Ticks,Close_Time_Ticks,nAgeHiPrfPips,nAgeLoPrfPips,InvOpPrice,InvClPrice,Ticket,Expiration_Time,Expiration_Time_Ticks,Commission,Swap,nOmNum,nMyMagCode1,dPrfPipWrtOpPrPc,dAgeHiPrfUsd,dAgeLoPrfUsd,dAgeHiPrfInPrPc_RunUpPc,dAgeLoPrfInPrPc_DrawDownPc\n' +
'; RowNum,Open_Time,Type,Lots,Symbol,Open_Price,SL,TP\n' +
'; ,Close_Price,Close_Time,ProfitPips,ProfitUsd,Comment,MagicNum,Age_Dhhmmssfff,AgeMsec\n' +
'; ,TotPrfPips,TotPrfUsd,Open_Time_Ticks,Close_Time_Ticks,nAgeHiPrfPips,nAgeLoPrfPips\n' +
'; ,InvOpPrice,InvClPrice,Ticket,Expiration_Time,Expiration_Time_Ticks,Commission,Swap\n' +
'; ,nOmNum,nMyMagCode1,dPrfPipWrtOpPrPc,dAgeHiPrfUsd,dAgeLoPrfUsd\n' +
'; ,dAgeHiPrfInPrPc_RunUpPc,dAgeLoPrfInPrPc_DrawDownPc\n' +
'\n' +
';enumOrdSaveCsvColumn_List, Ticket,Open_Time,Type,Lots,Symbol,Open_Price,Close_Price,Close_Time, ProfitPips,dAgeHiPrfInPrPc_RunUpPc,dAgeLoPrfInPrPc_DrawDownPc\n' +
'enumOrdSaveCsvColumn_List, Ticket,Open_Time,Type,Symbol,Open_Price,Close_Price,Close_Time, dPrfPipWrtOpPrPc,dAgeHiPrfInPrPc_RunUpPc,dAgeLoPrfInPrPc_DrawDownPc\n' +
'\t\t\t\t\n' +
'; Display Parameters ==================================================\n' +
'; nOxyDispQtsQueLen, 0 ; #, Typ.: 1/5 of screen width\n' +
'\n' +
'; bOxypDisp_ForceOhlcCsvFileBarsAge, 0 ; 0 or 1, Def. 1\n' +
';OxypDispBarsAgeSym1, 0d 01:00:00.000 ; Nd HH:mm:ss.fff\n' +
'\n' +
'; bOxyDisp_Equity, 0 ; 0 or 1, Def. 0\n' +
'; bOxyDisp_Balance, 0 ; 0 or 1, Def. 0\n' +
'; bOxyDisp_EffLot, 1 ; 0 or 1, Def. 0\n' +
'\n' +
';adOxyDisp_FirstYaxisSplitPos, 0.3, 0.4 ; CSV List of #\n' +
';bOxyDisp_AutoSplitPosInFirstYaxis, 1 ; 0 or 1, Def. is 1\n'
let indicator4='yFt1_AlgName, yFt1_KeltnerChnlBrk1a\n' +
'\n' +
'; Note: See "Keltner Channels Strategy, Pine.txt"\n' +
'\n' +
'; Symbol ==============================================================\n' +
'nQtSymNo_Tgt1, 1 ; #, In both TkSim and LiveRun\n' +
'\n' +
'Sym1_Tgt1, BNC_BTCUSDT\n' +
'nDigits_Sym1_Tgt1, 3 ; #\n' +
'dTickValue_Sym1_Tgt1, 0.001 ; $\n' +
'dMarginValReqPerLot_Sym1_Tgt1, 10000 ; $\n' +
'\n' +
'szOhlcCsvFpn_Sym1_Tgt1, "E:\\BTC.csv"\n' +
'stOhlcCsvFileBarAge_Sym1_Tgt1, 0d 00:05:00.000 ; Nd HH:mm:ss.fff, Typ. 28d 00:00:00.000\n' +
'enumOhlcCsvFileType_Sym1_Tgt1, TradingViewEpochSecondsOHLC\n' +
'bOhlcCsvFileHasHeader_Sym1_Tgt1, 1 ; 0 or 1, Def. 1\n' +
'\n' +
'dOhlcCsvFileFromCandleTickExtractorFact_Sym1_Tgt1, 1.0 ; FpValue, Def. 1.0, Higher means extracting more ticks from each candle\n' +
'\n' +
'; Tick Simulator Run Time =============================================\n' +
'dtTkSimLookBackStTime, 1993.01.01 00:00:00 ; YYYY.MM.DD HH:mm:ss\n' +
'dtTkSimReadStTime, 1993.01.01 00:00:00 ; YYYY.MM.DD HH:mm:ss\n' +
'dtTkSimReadEnTime, 2050.08.26 12:00:00 ; YYYY.MM.DD HH:mm:ss\n' +
'\n' +
'; First quote is 2017.08.24 02:59:00\n' +
'\n' +
'; StatInfo Parameters =================================================\n' +
'stMnRefHopAge, 0d 00:00:19.000 ; Nd HH:mm:ss.fff, Typ. 0d 00:00:19.000\n' +
'\n' +
'; Signal Parameters ===================================================\n' +
'; Note: If use szOhlcCsvFpn_Sym1_Tgt1 then stMnMaBarAge will be adjusted based on CSV lines\n' +
'bForMnMaBarAge_ForceOhlcCsvFileBarsAge, 0 ; 0 or 1, Def. 1\n' +
'\n' +
'; ParamLoop -----------------------------------------------------------\n' +
'stMnMaBarAge_List, ahmadstMnMaBarAge\n' +
'MnKeltner_nMidLnMaPeriod_List, ahmadMnKeltner_nMidLnMaPeriod ; #, 0 to disable, Typ. 20\n' +
'MnKeltner_dMultiplier_List, ahmadMnKeltner_dMultiplier ; FpNum, Def. 2.0\n' +
'MnKeltner_nBandsAtrPeriod_List, ahmadMnKeltner_nBandsAtrPeriod ; #, Def. 10\n' +
'\n' +
'MnKeltner_enumMidLnSrcType_List, Close ; "Open", "High", "Low", "Close", "HL2", "HLC3", "OHLC4", "ATR", Def. Close\n' +
'MnKeltner_enumMidLnMaType_List, EMA ; "SMA", "EMA", Def. EMA\n' +
'MnKeltner_enumBandsStyle_List, ATR ; "ATR", "TR", "Range", Def. ATR\n' +
'\n' +
';bInverseEntSig_List, 0, 1\n' +
'\n' +
'; bOxyDisp_SrcVal, 0 ; 0 or 1, Def. 0\n' +
'; bOxyDisp_MnMaVal, 0 ; 0 or 1, Def. 0\n' +
'; bOxyDisp_MnTrailLines, 0 ; 0 or 1, Def. 0\n' +
'\n' +
'; Trading Parameters ==================================================\n' +
'; Trading simulation start equity\n' +
'dTkSimStEquityUsd, 10000 ; $, Def. is $10,000 (Initial Capital)\n' +
'\n' +
'nMnTrdMethodNum, 1 ; #, 0 to disable\n' +
';nEntSignalCodeNum, 1 ; #, 1: MaPmaxCx, 2: SrcPmaxCx, Def. 1\n' +
'\n' +
'; Trading Enter Param. ------------------------------------------------\n' +
'dFixedOrdLot_Sym1_Tgt1, 0.1 ; lot, Note: 0.1 lot here is equal to 10000 order size in trading view\n' +
'\n' +
'nAddToStopOrderBlankPip, 1 ; pip, e.g. BuyStop open price will be (High + This)\n' +
'\n' +
'bAlterCurQtToOpPrAtStopOrdHit, 1 ; 0 or 1, Set to 1 to make open price of stop orders similar to trading view\n' +
'nMaxOneDirOrdNo, 1 ; #\n' +
'\n' +
';bInverseEntSig, 1\n' +
'\n' +
'bWaitToPassFirstCrossToEnableEnt, 1 ; 0 or 1, Def. 1\n' +
'\n' +
'; Trading Exit Param. -------------------------------------------------\n' +
'bClOppDirOrds, 1 ; 0 or 1, Def. is 0\n' +
'\n' +
'bOkToOpenAndCloseChkAtSameQt, 1 ; 0 or 1, Def. 0\n' +
'\n' +
';nInitTpPip_Sym1_Tgt1, 200 ; pip\n' +
';nInitSlPip_Sym1_Tgt1, 100 ; pip\n' +
'\n' +
'; Log Parameters ======================================================\n' +
'bSaveOrdMgmResults, 1 ; 0 or 1, Def. 0, Save list of orders in a .csv file(s)\n' +
'bKeepPosHistOfTradeSim, 0 ; 0 or 1, Def. 1, Note: Set to 0 for ParamLoop runs\n' +
'\n' +
'bWriteMktOrdsWhileRunning, 1 ; Write closed orders in a .csv file during yFt run and do not save them in system memory\n' +
'\n' +
'bEnableBestTpSlFinderForPosHist, 0 ; 0 or 1, Def. 1, Set to 0 for fast output in ParamLoop runs\n' +
'\n' +
'bSaveParamLoopRunResultsInCsv, 1 ; 0 or 1, Def. 0, Save ParamLoop run results in a .csv file\n' +
'\n' +
'; Help: Full column list will be like as follows:\n' +
';enumOrdSaveCsvColumn_List, RowNu,Open_Time,Type,Lots,Symbol,Open_Price,SL,TP,Close_Price,Close_Time,ProfitPips,ProfitUsd,Comment,MagicNum,Age_Dhhmmssfff,AgeMsec,TotPrfPips,TotPrfUsd,Open_Time_Ticks,Close_Time_Ticks,nAgeHiPrfPips,nAgeLoPrfPips,InvOpPrice,InvClPrice,Ticket,Expiration_Time,Expiration_Time_Ticks,Commission,Swap,nOmNum,nMyMagCode1,dPrfPipWrtOpPrPc,dAgeHiPrfUsd,dAgeLoPrfUsd,dAgeHiPrfInPrPc_RunUpPc,dAgeLoPrfInPrPc_DrawDownPc\n' +
'\n' +
'; Help: Here is list of colums:\n' +
'; RowNum,Open_Time,Type,Lots,Symbol,Open_Price,SL,TP,Close_Price,Close_Time,ProfitPips,ProfitUsd,Comment,MagicNum,Age_Dhhmmssfff,AgeMsec,TotPrfPips,TotPrfUsd,Open_Time_Ticks,Close_Time_Ticks,nAgeHiPrfPips,nAgeLoPrfPips,InvOpPrice,InvClPrice,Ticket,Expiration_Time,Expiration_Time_Ticks,Commission,Swap,nOmNum,nMyMagCode1,dPrfPipWrtOpPrPc,dAgeHiPrfUsd,dAgeLoPrfUsd,dAgeHiPrfInPrPc_RunUpPc,dAgeLoPrfInPrPc_DrawDownPc\n' +
'; RowNum,Open_Time,Type,Lots,Symbol,Open_Price,SL,TP\n' +
'; ,Close_Price,Close_Time,ProfitPips,ProfitUsd,Comment,MagicNum,Age_Dhhmmssfff,AgeMsec\n' +
'; ,TotPrfPips,TotPrfUsd,Open_Time_Ticks,Close_Time_Ticks,nAgeHiPrfPips,nAgeLoPrfPips\n' +
'; ,InvOpPrice,InvClPrice,Ticket,Expiration_Time,Expiration_Time_Ticks,Commission,Swap\n' +
'; ,nOmNum,nMyMagCode1,dPrfPipWrtOpPrPc,dAgeHiPrfUsd,dAgeLoPrfUsd\n' +
'; ,dAgeHiPrfInPrPc_RunUpPc,dAgeLoPrfInPrPc_DrawDownPc\n' +
'\n' +
';enumOrdSaveCsvColumn_List, Ticket,Open_Time,Type,Lots,Symbol,Open_Price,Close_Price,Close_Time, ProfitPips,dAgeHiPrfInPrPc_RunUpPc,dAgeLoPrfInPrPc_DrawDownPc\n' +
'enumOrdSaveCsvColumn_List, Ticket,Open_Time,Type,Symbol,Open_Price,Close_Price,Close_Time, dPrfPipWrtOpPrPc,dAgeHiPrfInPrPc_RunUpPc,dAgeLoPrfInPrPc_DrawDownPc\n' +
'\t\t\t\t\n' +
'; Display Parameters ==================================================\n' +
'; nOxyDispQtsQueLen, 0 ; #, Typ.: 1/5 of screen width\n' +
'\n' +
'; bOxypDisp_ForceOhlcCsvFileBarsAge, 0 ; 0 or 1, Def. 1\n' +
';OxypDispBarsAgeSym1, 0d 01:00:00.000 ; Nd HH:mm:ss.fff\n' +
'\n' +
'; bOxyDisp_Equity, 0 ; 0 or 1, Def. 0\n' +
'; bOxyDisp_Balance, 0 ; 0 or 1, Def. 0\n' +
'; bOxyDisp_EffLot, 1 ; 0 or 1, Def. 0\n' +
'\n' +
';adOxyDisp_FirstYaxisSplitPos, 0.3, 0.4 ; CSV List of #\n' +
';bOxyDisp_AutoSplitPosInFirstYaxis, 1 ; 0 or 1, Def. is 1\n'
test_text.js
View file @ 227cec08
let t='12,2019.10.22 12:00:00.000,Buy,BNC_BTCUSDT,8276.170,7425.960,2019.10.23 16:00:00.000,-10.27,0.26,-10.59' let t='last.json-220818084032_O1_BNC_BTCUSDT_Lp302_33BTC2.csv'
t=t.split(',') t = t.split('_')
console.log(t) let pair = t[3].replace('usdt', '').replace('usd', '')
let lp = t[4].replace('lp', 'Lp')
let p = t[t.length - 1].split('.')
p = p[0].split(pair)[0]
console.log(pair,lp,p)
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