[SHARE] PSAR Indicator and Strat

Code:

// PSAR strat

// PT 06/26/18



// let's create our own method

var method = {};



// prepare everything our method needs

method.init = function() {

  this.name = 'PSAR';

  this.inTrade = false;



  this.requiredHistory = 100;



  // define the indicators we need

  this.addIndicator('psar', 'PSAR', this.settings);





};



// what happens on every new candle?

method.update = function(candle) {

  // nothing!

};





method.log = function(candle) {

  // nothing!

};



method.check = function() {

  var psar = this.indicators.psar;

  var trend = psar.trend;

  var trendDuration = psar.duration;

  // var psarResult = psar.psar;





  //Sell Signal

  if(trend == "down" && trendDuration >= this.settings.persistence && this.inTrade){

    this.advice('short');

    this.inTrade = false;



  }



  //Buy Signal

  if(trend == "up" && trendDuration >= this.settings.persistence && !this.inTrade){

    this.advice('long');

    this.inTrade = true;

  }



};



module.exports = method;

Code:

//PSAR

//PT-06/26/2018



var Indicator = function(config) {

  this.input = 'candle';

  this.acceleration = config.acceleration;

  this.accelerationStep = config.acceleration;

  this.persistence = config.persistence;

  this.maximum = config.maximum;

  this.psar = null;

  this.initPsar = null;

  this.psarEpAcc = null;

  this.extremePoint = null;

  this.trend = null;

  this.previousTrend = null;

  this.duration = 0;



  this.candleHistory = [];



};





Indicator.prototype.update = function(candle) {



  this.candleHistory.push(candle);



  if(this.candleHistory.length >= 3) {



    //Define candles

    // var candle = this.candleHistory[2];

    var previousCandle = this.candleHistory[1];

    var prevPreviousCandle = this.candleHistory[0];



    //first run

    if (this.psar === null) {

      this.extremePoint = prevPreviousCandle.low;

      this.psar = prevPreviousCandle.high;

      this.previousTrend = 'down';

    }





    //PSAR EQUATION

    this.psarEpAcc = (this.psar - this.extremePoint) * this.acceleration;



    //PAST TREND LOGIC

    if (this.previousTrend == 'down') {



      //calculate initial psar

      this.initPsar = Math.max((this.psar - this.psarEpAcc), previousCandle.high, prevPreviousCandle.high);



      //calculate PSAR

      this.psar = (candle.high < this.initPsar) ? this.initPsar : this.extremePoint;



      //increase duration count

      this.duration++;



    }



    if (this.previousTrend == 'up') {



      //calculate initial psar

      this.initPsar = Math.min((this.psar - this.psarEpAcc), previousCandle.low, prevPreviousCandle.low);



      //calculate PSAR

      this.psar = (candle.low > this.initPsar) ? this.initPsar : this.extremePoint;



      //increase duration count

      this.duration++;



    }



    //Define trend

    this.trend = (this.psar > candle.close) ? 'down' : 'up';



    //CURRENT TREND LOGIC

    if(this.trend == 'down'){

      //calculate Extreme point

      this.extremePoint = Math.min(this.extremePoint, candle.low);

    }

    if(this.trend =='up'){

      //calculate Extreme point

      this.extremePoint = Math.max(this.extremePoint, candle.high);

    }



    //UPDATE LOGIC

    //If the trend stays the same and the extreme point doesn't equal the previous extreme point and the acceleration factor is less than the maximum factor...

    if (this.trend == this.previousTrend && this.extremePoint != this.previousExtremePoint && this.acceleration <= this.maximum) {



      //Increment the acceleration value

      this.acceleration += this.accelerationStep;

    }



    //If the trend stays the same and the extreme point value stays the same...

    if (this.trend == this.previousTrend && this.extremePoint == this.previousExtremePoint) {

      //Acceleration stays the same

    }



    // If the current trend doesn't equal the previous trend...

    if (this.trend != this.previousTrend) {



      //Set the acceleration to the initial value

      this.acceleration = this.accelerationStep;



      //reset duration count

      this.duration = 0;

    }



    //set values/array for next run

    this.previousExtremePoint = this.extremePoint;

    this.previousTrend = this.trend;

    this.candleHistory.shift();

  }



};



module.exports = Indicator;