Schaff Trend Cycle - Printable Version

Code:

// SCHAFF TREND CYCLE INDICATOR

// ported to Gekko from ProRealCode.com Indicator: https://www.prorealcode.com/prorealtime-indicators/schaff-trend-cycle2/ 

// 2018 rob2112



var _ = require('lodash');

// required indicators

var EMA = require('./EMA.js');



var Indicator = function(config) {

  this.input = 'price'

  this.result = false;

  this.TCLen = config.TCLen;

  this.Factor = config.Factor;

  this.MA1Len = config.MA1Len;

  this.MA2Len = config.MA2Len;

  this.MA1 = new EMA(this.MA1Len);

  this.MA2 = new EMA(this.MA2Len);

  this.XMAChistory = [];

  this.PFhistory = [];

  this.PF = 0;

  this.PFF = 0;    

  this.prevPF = 0;

  this.prevPFF = 0;

}



Indicator.prototype.update = function (candle)

{

  // macd

  this.MA1.update(candle);

  this.MA2.update(candle);

  this.XMAC = this.MA1.result-this.MA2.result;    



  // macd stochastic

  this.XMAChistory.push(this.XMAC);



  if(_.size(this.XMAChistory) > this.TCLen)

        // remove oldest XMAC value

        this.XMAChistory.shift();

  this.Value1 = _.min(this.XMAChistory);

  this.Value2 = _.max(this.XMAChistory) - this.Value1;

  

  // %Fast K of macd

  if (this.Value2 > 0) this.Frac1 = ((this.XMAC -this.Value1)/this.Value2) * 100;

  else this.Value2 = this. prevValue2;

  

  // smoothed %Fast D of macd

  this.PF = this.prevPF + this.Factor*(this.Frac1-this.prevPF);    

  

  // %Fast D stochastic

  this.PFhistory.push(this.PF);



  if(_.size(this.PFhistory) > this.TCLen)

        // remove oldest PF value

        this.PFhistory.shift();

  this.Value3 = _.min(this.PFhistory);

  this.Value4 = _.max(this.PFhistory) - this.Value3;



  // %Fast K of PF

  if (this.Value4 > 0) this.Frac2 = ((this.PF -this.Value3)/this.Value4)* 100;

  else this.Value4 = this. prevValue4;



  // smoothed %Fast D of PF 

  this.PFF = this.prevPFF + this.Factor*(this.Frac2-this.prevPFF);

    

  this.result = this.PFF;



  if (this.Value2) this.prevValue2 = this.Value2;

  if (this.Value4) this.prevValue4 = this.Value4;

  if (this.PF) this.prevPF = this.PF;

  if (this.PFF) this.prevPFF = this.PFF;



}



module.exports = Indicator;

Code:

// This is a basic example strategy for Gekko.

// For more information on everything please refer

// to this document:

//

// https://gekko.wizb.it/docs/strategies/creating_a_strategy.html

//



var log = require('../core/log');



// Let's create our own strat

var strat = {};



// Prepare everything our method needs

strat.init = function() {

  this.input = 'candle';

  this.currentTrend = 'long';

  this.requiredHistory = 0;

  this.STC = this.addIndicator('stc', 'STC', this.settings);

}



// What happens on every new candle?

strat.update = function(candle) {



  this.stc = this.indicators.stc.result;    



}



// For debugging purposes.

strat.log = function() {

  console.log('STC:'+this.stc.toFixed(3));

  //log.debug('\t', this.stc.toFixed(3));

    

}



// Based on the newly calculated

// information, check if we should

// update or not.

strat.check = function() {



  // Test advice buying when exiting oversold condition and selling when exiting overbought condition

  if(this.stc > 20 && this.prevstc < 20) this.advice('long');

  if(this.stc < 80 && this.prevstc > 80) this.advice('short'); 

  

  this.prevstc = this.stc;



  

}



module.exports = strat;