init

ai.js

@@ -11,7 +11,7 @@ let candles = []
 let timeFrame = 0
 
 
-function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, maxTradeDays, targetPercentage, candlesData,fft,fftPercent,fftRunup,fftPercentRunup) {
+function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, maxTradeDays, targetPercentage, candlesData,fft,fftPercent,fftRunup,fftPercentRunup,fftDiffDrawDownProfit) {
     let type = config.type + ' param:' + config.param + ' base:' + config.base + ' target:' + config.target + ' targetPercentage:' + targetPercentage.enable + ' fft:' + fft + ' fftPercent:' + fftPercent
     let saveData = []
     candles = candlesData
@@ -58,6 +58,8 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
     let countDropRunup=0
     let allLossProfitRunup=0
 
+    let diffDrawdownProfitAll=0
+
     let dur
     try {
         dur = getNewMinDiff(data[0].openDate, data[data.length - 1].closeDate)
@@ -85,10 +87,12 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
 
         if (data[i].profit <0) {
             allLossProfit=allLossProfit+data[i].profit
+            diffDrawdownProfitAll=diffDrawdownProfitAll+(data[i].drawDown-data[i].profit)
             countDrop++
         }
         else {
             allLossProfit=0
+            diffDrawdownProfitAll=0
             countDrop = 0
         }
         if (data[i].runUp <config.target) {
@@ -110,7 +114,10 @@ function run(data, config, risk, pfTrade, riskFreeLevel, detail, loss, durs, max
             // if (allLossProfit> fftPercent)
             //     continue
 
-            if (countDropRunup < fftRunup)
+            // if (countDropRunup < fftRunup)
+            //     continue
+
+            if (diffDrawdownProfitAll> fftDiffDrawDownProfit)
                 continue
 
 

csv.js

@@ -6,7 +6,7 @@ let moment = require('moment-timezone')
 let ai = require('./ai')
 
 
-async function parse(directory, name, configs, risk, pfTrade, side, riskFreeLevel,detail,onlyShortLong,loss,dur,maxTradeDays,targetPercentage,candles,fft,fftPercent,fftRunup,fftPercentRunup) {
+async function parse(directory, name, configs, risk, pfTrade, side, riskFreeLevel,detail,onlyShortLong,loss,dur,maxTradeDays,targetPercentage,candles,fft,fftPercent,fftRunup,fftPercentRunup,fftDiffDrawDownProfit) {
 
     return new Promise(function (resolve, reject) {
         let arr = []
@@ -15,12 +15,12 @@ async function parse(directory, name, configs, risk, pfTrade, side, riskFreeLeve
             .pipe(csv.parse({headers: true}))
             .on('error', error => reject(error))
             .on('data', row => arr.push(row))
-            .on('end', rowCount => resolve(initData(arr, configs, name, risk, pfTrade, side, riskFreeLevel,detail,onlyShortLong,loss,dur,maxTradeDays,targetPercentage,candles,fft,fftPercent,fftRunup,fftPercentRunup)));
+            .on('end', rowCount => resolve(initData(arr, configs, name, risk, pfTrade, side, riskFreeLevel,detail,onlyShortLong,loss,dur,maxTradeDays,targetPercentage,candles,fft,fftPercent,fftRunup,fftPercentRunup,fftDiffDrawDownProfit)));
     });
 }
 
 
-function initData(data, config, name, risk, pfTrade, side, riskFreeLevel,detail,onlyShortLong,loss,dur,maxTradeDays,targetPercentage,candles,fft,fftPercent,fftRunup,fftPercentRunup) {
+function initData(data, config, name, risk, pfTrade, side, riskFreeLevel,detail,onlyShortLong,loss,dur,maxTradeDays,targetPercentage,candles,fft,fftPercent,fftRunup,fftPercentRunup,fftDiffDrawDownProfit) {
 
     data = JSON.stringify(data)
 
@@ -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], risk, pfTrade, riskFreeLevel,detail,loss,dur,maxTradeDays,targetPercentage,candles,fft,fftPercent,fftRunup,fftPercentRunup)
+        let d = ai.run(arr, config[i], risk, pfTrade, riskFreeLevel,detail,loss,dur,maxTradeDays,targetPercentage,candles,fft,fftPercent,fftRunup,fftPercentRunup,fftDiffDrawDownProfit)
         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:2}
+    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:2,fftDiffDrawDownProfit:-0.5}
     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=[]

run.js

@@ -44,7 +44,7 @@ async function run() {
     for (let i = 0; i < files.length; i++)
         if (files[i].includes('.csv')) {
             csvFile = files[i]
-            arr.push(csv.parse(directory, files[i], configs.data, configs.risk, configs.pfTrade, configs.side, configs.riskFreeLevel, JSON.parse(checks), configs.onlyShortLong, configs.loss,configs.dur,configs.maxTradeDays,configs.targetPercentage,arr5,configs.fft,configs.fftPercent,configs.fftRunup,configs.fftPercentRunup))
+            arr.push(csv.parse(directory, files[i], configs.data, configs.risk, configs.pfTrade, configs.side, configs.riskFreeLevel, JSON.parse(checks), configs.onlyShortLong, configs.loss,configs.dur,configs.maxTradeDays,configs.targetPercentage,arr5,configs.fft,configs.fftPercent,configs.fftRunup,configs.fftPercentRunup,configs.fftDiffDrawDownProfit))
         }
 
     arr = await Promise.all(arr)

test_cal.js

-console.log(typeof  Math.abs(-10.2))
+
\ No newline at end of file
+console.log(-1.5,-1)
+
+function calPer(entry, last) {
+    return ((last - entry) / entry) * 100
+}
\ No newline at end of file