Help with Trailing SL - Printable Version

Code:
// Source: https://raw.githubusercontent.com/vrfurl/gekko/stable/strategies/DEMACrossover.js

// Downloaded from: https://github.com/xFFFFF/Gekko-Strategies

// helpers

var _ = require('lodash');

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

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



// let's create our own method

var method = {};



// prepare everything our method needs

method.init = function() {

  this.name = 'DEMACrossover';



  this.currentTrend;

  this.requiredHistory = 0;



  // define the indicators we need

  //this.addIndicator('dema', 'DEMA', this.settings);



  //Determine if we first want to buy or sell

  if(this.settings.firstTrade === 'buy') {

    this.currentTrend = 'down';

  }

  else if(this.settings.firstTrade === 'sell'){

    this.currentTrend = 'up';

  }



  log.debug("Short DEMA size: "+this.settings.shortSize);

  log.debug("Long DEMA size: "+this.settings.longSize);



  this.addTalibIndicator('shortDEMA', 'dema', {optInTimePeriod : this.settings.shortSize});

  this.addTalibIndicator('longDEMA', 'dema', {optInTimePeriod : this.settings.longSize});



  log.debug(this.name+' Strategy initialized');



}

strat.init = function() {

    this.stopLoss = helper.trailingStopLoss();

    this.stopLoss.percentage = this.settings.trailingStop.percentage;

    }



// what happens on every new candle?

method.update = function(candle) {

  // nothing!

}



// for debugging purposes: log the last calculated

// EMAs and diff.

method.log = function() {

  var shortDEMA = this.talibIndicators.shortDEMA;

  var longDEMA = this.talibIndicators.longDEMA;





  log.debug('Required history is: '+this.requiredHistory);



  log.debug('calculated DEMA properties for candle:');



  log.debug('\t shortDEMA :', shortDEMA.result);



  log.debug('\t', 'longDEMA:', longDEMA.result);

}





method.check = function(candle) {



  var shortResult = this.talibIndicators.shortDEMA.result.outReal;

  var longResult = this.talibIndicators.longDEMA.result.outReal;

  var price = candle.close;



  var message = '@ ' + price.toFixed(8);



if(this.stopLoss.isTriggered(currentPrice)) {

        this.advice('short');

        this.stopLoss.destroy();



  //DEMA Golden Cross

  if(shortResult >  longResult) {

    log.debug('we are currently in uptrend', message);



    if(this.currentTrend !== 'up') {

      this.currentTrend = 'up';

      this.advice('long');

      log.debug("Going to buy");

    } else {

      log.debug("Nothing to buy");

      this.advice();

    }



  } else if(longResult > shortResult) {

    log.debug('we are currently in a downtrend', message);



    if(this.currentTrend !== 'down') {

      this.currentTrend = 'down';

      this.advice('short');

      log.debug("Going to sell");

    } else

      log.debug("Nothing to sell");

      this.advice();



  }  else if(shortConditions) {

        this.advice('short');

        this.stopLoss.destroy();



    } else {

        this.stopLoss.update(currentPrice);

        this.advice();

    }else {

    log.debug('we are currently not in an up or down trend', message);

    this.advice();

  }



}



module.exports = method;