[BOUNTY] Transform a Pine Script indicator to a Gekko indicator

Code:

var strat = {

  init: function() {

    this.name = 'TDM_SEQ';

    this.numCountdowns = 0;

    this.pendingAdvice = null;

    this.addIndicator('tdmSeq', 'TDM_SEQ');

  },



  update: function(candle) {

    var seqResult;



    this.indicators.tdmSeq.update(candle);

    seqResult = this.indicators.tdmSeq.result;

    if (this.numCountdowns != seqResult.numCountdowns) {

    console.log('TDM_SEQ(s): New complete countdown (', seqResult.lastCdType, ') after candle on', candle.start);

    this.numCountdowns = seqResult.numCountdowns;

    this.pendingAdvice = seqResult.lastCdType;

    }

  },



  log: function () {},



  check: function() {

    switch (this.pendingAdvice) {

    case 'buy':

      console.log('TDM_SEQ(s): Advising long');

      this.advice('long');

      this.pendingAdvice = null;

      break;

    case 'sell':

      console.log('TDM_SEQ(s): Advising short');

      this.advice('short');

      this.pendingAdvice = null;

      break;

    default:

//      console.log('TDM_SEQ(s): Advising none');

      this.advice();

      break;

    }

  }

};



module.exports = strat;

Code:

/*

 * Tom DeMark's Sequential indicator

 *

 * The return variable is an object with following properties:

 *

 * numCountdowns: Number of countdowns found so far (integer)

 * lastCdType: Last countdown type. Can be 'buy' or 'sell' (string)

 * lastCdPerfectSetup: A boolean flag indicating whether last countdown had a perfect setup. (boolean)

 *

 */



var Indicator = function() {

  this.histData = [];

  this.histMax = 20;

  this.state = 'none';

  this.perfectSetup = null;

  this.countdownCandles = null;

  this.countdownCandleEight = null;

  this.stateToNone();

  this.result = {numCountdowns: 0, lastCdType: null, lastCdPerfectSetup: null};

//  console.log('TDM_SEQ(i): Created an indicator');

};



Indicator.prototype.update = function(candle) {

  this.addToHistory(candle);

  this.updateFromHistory();

};



Indicator.prototype.addToHistory = function(candle) {

  this.histData.unshift(candle);

  if (this.histData.length > this.histMax) {

    this.histData.pop();

  }

//  console.log('TDM_SEQ(i): Added a candle:', JSON.stringify(candle));

};



Indicator.prototype.updateFromHistory = function() {

/*

  console.log(

    'TDM_SEQ(i): Variables before candle',

    JSON.stringify({state: this.state, perfectSetup: this.perfectSetup, countdownCandles: this.countdownCandles})

  );

*/

  for (;;) {

    if (this.updateAttempt()) {

      break;

    }

    this.stateToNone();

  }

/*

  console.log(

    'TDM_SEQ(i): Variables after candle',

    JSON.stringify({state: this.state, perfectSetup: this.perfectSetup, countdownCandles: this.countdownCandles})

  );

*/

};



Indicator.prototype.updateAttempt = function() {

  switch (this.state) {

  case 'none':

    if (this.checkBuySetup()) {

//      console.log('TDM_SEQ(i): Found a buy setup');

      this.state = 'buy_countdown';

      this.countdownCandles = 0;

      this.perfectSetup = Math.min(this.histData [0].low, this.histData [1].low) < Math.min(this.histData [2].low, this.histData [3].low);

    } else if (this.checkSellSetup()) {

//      console.log('TDM_SEQ(i): Found a sell setup');

      this.state = 'sell_countdown';

      this.countdownCandles = 0;

      this.perfectSetup = Math.max(this.histData [0].high, this.histData [1].high) > Math.min(this.histData [2].high, this.histData [3].high);

    }

    return (true);

  case 'buy_countdown':

    if (this.checkSellSetup()) {

//      console.log('TDM_SEQ(i): Canceling buy countdown because of a sell setup');

      this.stateToNone();

      return (false);

    }

    if (this.histData [0].close <= this.histData [2].low) {

      ++this.countdownCandles;

    }

    if (this.countdownCandles == 8) {

      this.countdownCandleEight = this.histData [0];

    }

    if ((this.countdownCandles >= 13) && (this.histData [0].low <= this.countdownCandleEight.close)) {

      this.addCountdownToResult('buy');

      this.stateToNone();

    }

    return (true);

  case 'sell_countdown':

    if (this.checkBuySetup()) {

//      console.log('TDM_SEQ(i): Canceling sell countdown because of a buy setup');

      this.stateToNone();

      return (false);

    }

    if (this.histData [0].close >= this.histData [2].high) {

      ++this.countdownCandles;

    }

    if (this.countdownCandles == 8) {

      this.countdownCandleEight = this.histData [0];

    }

    if ((this.countdownCandles >= 13) && (this.histData [0].high >= this.countdownCandleEight.close)) {

      this.addCountdownToResult('sell');

      this.stateToNone();

    }

    return (true);

  default:

//    console.log('TDM_SEQ(i): Unknown state', this.state);

    this.stateToNone();

    return (false);

  }

};



Indicator.prototype.checkBuySetup = function() {

  var i;



  if (this.histData.length < 13) {

    return (false);

  }

  for (i = 0; i < 9; ++i) {

    if (this.histData [i].close >= this.histData [i+4].close) {

        return (false);

    }

  }

  return (true);

};



Indicator.prototype.checkSellSetup = function() {

  var i;



  if (this.histData.length < 13) {

    return (false);

  }

  for (i = 0; i < 9; ++i) {

    if (this.histData [i].close <= this.histData [i+4].close) {

        return (false);

    }

  }

  return (true);

};



Indicator.prototype.stateToNone = function() {

  this.state = 'none';

  this.perfectSetup = null;

  this.countdownCandles = null;

  this.countdownCandleEight = null;

};



Indicator.prototype.addCountdownToResult = function(type) {

  ++this.result.numCountdowns;

  this.result.lastCdType = type;

  this.result.lastCdPerfectSetup = this.perfectSetup;

};



module.exports = Indicator;