BBRSI Stop loss? - Printable Version

Code:
/*



  BB strategy - okibcn 2018-01-03

  With Stop Loss - Crypto49er 2018-05-03



 */

// helpers

var _ = require('lodash');

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



var BB = require('./indicators/BB.js');

var rsi = require('./indicators/RSI.js');



var advised = false;

var buyPrice = 0.0;



// let's create our own method

var method = {};



// prepare everything our method needs

method.init = function () {

  this.name = 'BB';

  this.nsamples = 0;

  this.trend = {

    zone: 'none',  // none, top, high, low, bottom

    duration: 0,

    persisted: false

  };



  this.requiredHistory = this.tradingAdvisor.historySize;



  // define the indicators we need

  this.addIndicator('bb', 'BB', this.settings.bbands);

  this.addIndicator('rsi', 'RSI', this.settings);

}





// for debugging purposes log the last

// calculated parameters.

method.log = function (candle) {

  // var digits = 8;

  // var BB = this.indicators.bb;

  // //BB.lower; BB.upper; BB.middle are your line values 



  // log.debug('______________________________________');

  // log.debug('calculated BB properties for candle ', this.nsamples);



  // if (BB.upper > candle.close) log.debug('\t', 'Upper BB:', BB.upper.toFixed(digits));

  // if (BB.middle > candle.close) log.debug('\t', 'Mid   BB:', BB.middle.toFixed(digits));

  // if (BB.lower >= candle.close) log.debug('\t', 'Lower BB:', BB.lower.toFixed(digits));

  // log.debug('\t', 'price:', candle.close.toFixed(digits));

  // if (BB.upper <= candle.close) log.debug('\t', 'Upper BB:', BB.upper.toFixed(digits));

  // if (BB.middle <= candle.close) log.debug('\t', 'Mid   BB:', BB.middle.toFixed(digits));

  // if (BB.lower < candle.close) log.debug('\t', 'Lower BB:', BB.lower.toFixed(digits));

  // log.debug('\t', 'Band gap: ', BB.upper.toFixed(digits) - BB.lower.toFixed(digits));



  // var rsi = this.indicators.rsi;



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

  // log.debug('\t', 'rsi:', rsi.result.toFixed(digits));

  // log.debug('\t', 'price:', candle.close.toFixed(digits));

}



method.check = function (candle) {

  var BB = this.indicators.bb;

  var price = candle.close;

  this.nsamples++;



  var rsi = this.indicators.rsi;

  var rsiVal = rsi.result;



  // price Zone detection

  var zone = 'none';

  if (price >= BB.upper) zone = 'top';

  if ((price < BB.upper) && (price >= BB.middle)) zone = 'high';

  if ((price > BB.lower) && (price < BB.middle)) zone = 'low';

  if (price <= BB.lower) zone = 'bottom';

  log.debug('current zone:  ', zone);

  log.debug('current trend duration:  ', this.trend.duration);



  if (this.trend.zone == zone) {

    this.trend = {

      zone: zone,  // none, top, high, low, bottom

      duration: this.trend.duration+1,

      persisted: true

    }

  }

  else {

    this.trend = {

      zone: zone,  // none, top, high, low, bottom

      duration: 0,

      persisted: false

    }

  }



  if (!advised && price <= BB.lower && rsiVal <= this.settings.thresholds.low && this.trend.duration >= this.settings.thresholds.persistence) {

    this.advice('long');



    advised = true;

    buyPrice = candle.close;



  }



  if (advised && buyPrice > candle.close * (1 + this.settings.stoploss.percentage * .01)){

    log.debug("Stop loss triggered, sell at", candle.close);

    this.advice('short');

    advised = false;

  }



  if (advised && price >= BB.middle && rsiVal >= this.settings.thresholds.high) {

    this.advice('short');

    advised = false;





  }



  // this.trend = {

  //   zone: zone,  // none, top, high, low, bottom

  //   duration: 0,

  //   persisted: false





}



module.exports = method;