Kitti-Playbook 2 MA Simulation R0

2022년 1월 26일

Jan 26 2022
Objective : ​Analysis the result of 2 moving averages from 12 Types X 12 Types of Moving average by realtime visualization dashboard
Study 2 MA and response to Buy Sell Signal
The movement of Equity
Simulate Money management
​

Type of MA

1)SMA Simple Moving Averages (SMAs) , use sma() function
​2)EMA Exponential Moving Averages (EMAs) use ema() function
​3)WMA Weighted Moving Averages (WMAs)", use wma() funvtion
​4)RMA Adjusted exponential moving averages (also known as Wilder's exponential moving average) (RMAs)" , use rma() function
​5)SWMA Symmetrically-Weighted Moving Average (SWMA)", use swma() function ( 4 prd )
​6)ALMA Arnaud Legoux Moving Average (ALMA)", use alma() function
​7)VWMA Volume-Weighted Moving Average (VWMA)", use vwma() function
​8)VWAP volume-Weighted Average Price (VWAP)", use vwap()function
​9)hull Moving Average (HMA)" use hma() function
​10) Double exponential moving averages (DEMA)
​fDEMA(S,L) =>
​DEMA= ema(S,L)*2 - ema(ema(S,L) ,L)
​11) Triple Exponential Moving Average (TEMA)
​fTEMA(S,L) =>
​TEMA = (3*ema(S,L)) - (3*ema(ema(S,L) ,L)) +ema(ema(ema(S,L) ,L),L)
12) CDC Action Zone V3 = EMA function

​Program Flow
​1) Initial Strategy Setting
​2) Initial Input Setting
​3) Data Processing
​4) Information of System selection
​5) STRATEGY Entry And Exit
​6) Dashboard for result Trading result /

2022년 1월 28일

릴리즈 노트

Revise 1 : Jan 28 2022
Addition Most Consec Wins and Most Consec Loss

2022년 1월 29일

릴리즈 노트

Revise 2 : Jan 29 2022
Debug decimal of Expectancy amount and Average Trade amount from 2 decimal to Mintick
Add Frame of Dashboard

2022년 7월 6일

릴리즈 노트

bug Kelly Calculation

8월 9일

릴리즈 노트

Revise 4.8.1 : Aug 9 2024
User Friendly
1) Add Back Test On-Off Switch
2) Renew Menu for setting duration of testing
3) Renew Menu for setting parameter and type of MA
4) Renew Table of Back Test Result

8월 9일

릴리즈 노트

Reviese Version 2 => 4.8.1

8월 10일

릴리즈 노트

Revise 4.8.2 : Aug 10 2024
1) selectable Format of Back Test Result
2) when turn off Back test off => Back Test data Table automatic off
3) Remove VWAP
4) Paint Bar on / off for rCandlestick Pattern

8월 18일

릴리즈 노트

/Revise 4.8.3 : Aug 18 2024
1) Re new Table of Back Test Result ( )
2) Simplify Format of Back selected Test Result
3) Visualize Start / End testing Period ( V line + Back Ground color )
4) Revise Default Start - Finish time for easy using
5) Add Original profile of testing Zone (Date) Setting form version R 4.8.2

8월 18일

릴리즈 노트

Revise 4.8.4 : Aug 18 2024
Debug : 1) Revise .4.8.3 Not Show Fast/Slow Line
2) Revise .4.8.3 Not Show Fill Color malfunction
3) Revise 4.8.3 Bar color Painted malfunction

8월 20일

릴리즈 노트

Revise 4.8.5 Aug 20 2024
Debug
1) Unrealise PL amount abnormal
2) Add Test End Price into Table

8월 30일

릴리즈 노트

Revise 4.8.6 Aug 30 2024
1) Debug color of text Realize PL
2) Add menu for Adjust Table background color