CLI vs UI results difference. - Printable Version

Code:

// mutenroch_rev2



// helpers

var _ = require('lodash');

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







// let's create our own method

var method = {};



// prepare everything our method needs

method.init = function() {

 

  // keep state if adviced or not

  this.adviced = false;  



  // how many candles do we need as a base

  // before we can start giving advice?

  this.requiredHistory = this.tradingAdvisor.historySize;



  // define the indicators we need

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

}



// what happens on every new candle?

method.update = function(candle) {

  // nothing!

}





method.check = function(candle) {

  

  this.bull = this.indicators.psar.bull;

  

  if(this.bull) {



    console.log('Bull:', this.bull, 'PSAR res:', this.indicators.psar.result, 'Close:', candle.close);



    if(this.adviced == false){

    // new uptrend detected

    this.advice('long');  

    this.adviced = true;

    

    }else

    this.advice();

    



  } else {

    

    if(this.adviced == true){

    // new downtrend detected

    this.advice('short');

    this.adviced = false;



    }else

    this.advice();

    } 

}



module.exports = method;

Code:

var Indicator = function(settings) {

  this.input = 'candle';

  this.acceleration = 0.02; 

  //this.acceleration = settings.optInAcceleration; 

  this.maximum = 0.2; 

  //this.maximum = settings.optInMaximum; 

  this.result = 0;

  this.bull = true;

  this.start = 0.02; 

  //this.start = settings.optInStart; 

}



Indicator.prototype.update = function(candle) {

  if(this.result == 0) {

    this.result = candle.close;

    this.low1 = candle.low;

    this.high1 = candle.high;

    this.low2 = candle.low;

    this.high2 = candle.high;

    this.hp = candle.high;

    this.lp = candle.low;

    this.af = this.start;

    return;

  }



  if(this.bull){

    this.psar = this.result + this.af * (this.hp - this.result)

  } else {

    this.psar = this.result + this.af * (this.lp - this.result)

  }



  let reverse = false;



  if(this.bull){

    if(candle.low < this.psar){

      this.bull = false;

      reverse = true;

      this.psar = this.hp;

      this.lp = candle.low;

      this.af = this.start;

    }

  } else {

    if(candle.high > this.psar){

      this.bull = true;

      reverse = true;

      this.psar = this.lp;

      this.hp = candle.high;

      this.af = this.start;

    }

  }



  if(!reverse){

    if(this.bull){

      if(candle.high > this.hp){

        this.hp = candle.high;

        this.af = Math.min(this.af + this.acceleration, this.maximum);

      }

      if(this.low1 < this.psar)

        this.psar = this.low1;

      if(this.low2 < this.psar)

        this.psar = this.low2;

    } else {

      if(candle.low < this.lp){

        this.lp = candle.low;

        this.af = Math.min(this.af + this.acceleration, this.maximum);

      }

      if(this.high1 > this.psar)

        this.psar = this.high1;

      if(this.high2 > this.psar)

        this.psar = this.high2;

    }

  }



  this.low2 = this.low1;

  this.low1 = candle.low;

  this.high2 = this.high1;

  this.high1 = candle.high;

  this.result = this.psar;

}



module.exports = Indicator;