[Share] RSI-BB-ADX with candlebatcher

Code:
/*

     Adapted to run on 1 Minute candles with candle batching 

     by Gryphon/RJPGriffin Nov'18



    RSI Bull and Bear + ADX modifier

    1. Use different RSI-strategies depending on a longer trend

    2. But modify this slighly if shorter BULL/BEAR is detected

    -

    (CC-BY-SA 4.0) Tommie Hansen

    https://creativecommons.org/licenses/by-sa/4.0/

    -

    NOTE: Requires custom indicators found here:

    https://github.com/Gab0/Gekko-extra-indicators

    (c) Gabriel Araujo

    Howto: Download + add to gekko/strategies/indicators

*/



// req's

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

var config = require('../core/util.js').getConfig();

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

var ADX = require('./indicators/ADX.js')

var SMA = require('./indicators/SMA.js')





// strategy

var strat = {



  /* INIT */

  init: function() {

    // core

    this.name = 'RSI Bull and Bear + ADX M1';

    this.requiredHistory = config.tradingAdvisor.historySize;

    this.resetTrend();



    // debug? set to false to disable all logging/messages/stats (improves performance in backtests)

    this.debug = false;



    // performance

    config.backtest.batchSize = 1000; // increase performance

    config.silent = true; // NOTE: You may want to set this to 'false' @ live

    config.debug = false;



    //Add Custom Timeframe indicators

    //SMA

    this.maSlow = new SMA(this.settings.SMA_long);

    this.maFast = new SMA(this.settings.SMA_short)



    // RSI

    this.BULL_RSI = [];

    for (let i = 0; i < this.settings.BULL_RSI_Timeframe; i++) {

      this.BULL_RSI[i] = new RSI({

        interval: this.settings.BULL_RSI

      });

    }



    this.BEAR_RSI = [];

    for (let i = 0; i < this.settings.BEAR_RSI_Timeframe; i++) {

      this.BEAR_RSI[i] = new RSI({

        interval: this.settings.BEAR_RSI

      });

    }



    // ADX

    this.ADX = new ADX(this.settings.ADX);



    this.timeframes = {

      SMA: this.settings.SMA_Timeframe,

      SMA_Count: 0,

      BULL_RSI: this.settings.BULL_RSI_Timeframe,

      BULL_RSI_Count: 0,

      BEAR_RSI: this.settings.BEAR_RSI_Timeframe,

      BEAR_RSI_Count: 0,

      ADX: this.settings.ADX_Timeframe,

      ADX_Count: 0

    };



    // ADX

    this.addIndicator('ADX', 'ADX', this.settings.ADX);



    // MOD (RSI modifiers)

    this.BULL_MOD_high = this.settings.BULL_MOD_high;

    this.BULL_MOD_low = this.settings.BULL_MOD_low;

    this.BEAR_MOD_high = this.settings.BEAR_MOD_high;

    this.BEAR_MOD_low = this.settings.BEAR_MOD_low;





    // debug stuff

    this.startTime = new Date();



    // add min/max if debug

    if (this.debug) {

      this.stat = {

        adx: {

          min: 1000,

          max: 0

        },

        bear: {

          min: 1000,

          max: 0

        },

        bull: {

          min: 1000,

          max: 0

        }

      };

    }



    /* MESSAGES */



    // message the user about required history

    log.info("====================================");

    log.info('Running', this.name);

    log.info('====================================');

    log.info("Make sure your warmup period matches SMA_long and that Gekko downloads data if needed");



    // warn users

    if (this.requiredHistory < this.settings.SMA_long) {

      log.warn("*** WARNING *** Your Warmup period is lower then SMA_long. If Gekko does not download data automatically when running LIVE the strategy will default to BEAR-mode until it has enough data.");

    }



  }, // init()





  /* RESET TREND */

  resetTrend: function() {

    var trend = {

      duration: 0,

      direction: 'none',

      longPos: false,

    };



    this.trend = trend;

  },





  /* get low/high for backtest-period */

  lowHigh: function(val, type) {

    let cur;

    if (type == 'bear') {

      cur = this.stat.bear;

      if (val < cur.min) this.stat.bear.min = val; // set new

      else if (val > cur.max) this.stat.bear.max = val;

    } else if (type == 'bull') {

      cur = this.stat.bull;

      if (val < cur.min) this.stat.bull.min = val; // set new

      else if (val > cur.max) this.stat.bull.max = val;

    } else {

      cur = this.stat.adx;

      if (val < cur.min) this.stat.adx.min = val; // set new

      else if (val > cur.max) this.stat.adx.max = val;

    }

  },



  //Update all of the non gekko managed indicators here

  update: function(candle) {

    tf = this.timeframes;

    if (tf.SMA_Count >= tf.SMA) {

      this.maSlow.update(candle.close);

      this.maFast.update(candle.close);

      tf.SMA_Count = 0;

    } else {

      tf.SMA_Count++;

    }



    tf.BULL_RSI_Count = (tf.BULL_RSI_Count + 1) % (tf.BULL_RSI - 1);

    this.BULL_RSI[tf.BULL_RSI_Count].update(candle);





    tf.BEAR_RSI_Count = (tf.BEAR_RSI_Count + 1) % (tf.BEAR_RSI - 1);

    this.BEAR_RSI[tf.BEAR_RSI_Count].update(candle);



    if (tf.ADX_Count >= tf.ADX) {

      this.ADX.update(candle);

      tf.ADX_Count = 0;

    } else {

      tf.ADX_Count++;

    }

  },





  /* CHECK */

  check: function(candle) {

    // get all indicators



    var maSlow = this.maSlow.result,

      maFast = this.maFast.result,

      rsi,

      adx = this.ADX.result;



    // BEAR TREND

    // NOTE: maFast will always be under maSlow if maSlow can't be calculated

    if (maFast < maSlow) {

      rsi = this.BEAR_RSI[this.timeframes.BEAR_RSI_Count].result;

      let rsi_hi = this.settings.BEAR_RSI_high,

        rsi_low = this.settings.BEAR_RSI_low;



      // ADX trend strength?

      if (adx > this.settings.ADX_high) rsi_hi = rsi_hi + this.BEAR_MOD_high;

      else if (adx < this.settings.ADX_low) rsi_low = rsi_low + this.BEAR_MOD_low;



      if (rsi > rsi_hi) this.short();

      else if (rsi < rsi_low) this.long();



      if (this.debug) this.lowHigh(rsi, 'bear');

    }



    // BULL TREND

    else {

      rsi = this.BULL_RSI[this.timeframes.BULL_RSI_Count].result;

      let rsi_hi = this.settings.BULL_RSI_high,

        rsi_low = this.settings.BULL_RSI_low;



      // ADX trend strength?

      if (adx > this.settings.ADX_high) rsi_hi = rsi_hi + this.BULL_MOD_high;

      else if (adx < this.settings.ADX_low) rsi_low = rsi_low + this.BULL_MOD_low;



      if (rsi > rsi_hi) this.short();

      else if (rsi < rsi_low) this.long();

      if (this.debug) this.lowHigh(rsi, 'bull');

    }



    // add adx low/high if debug

    if (this.debug) this.lowHigh(adx, 'adx');



  }, // check()





  /* LONG */

  long: function() {

    if (this.trend.direction !== 'up') // new trend? (only act on new trends)

    {

      this.resetTrend();

      this.trend.direction = 'up';

      this.advice('long');

      if (this.debug) log.info('Going long');

    }



    if (this.debug) {

      this.trend.duration++;

      log.info('Long since', this.trend.duration, 'candle(s)');

    }

  },





  /* SHORT */

  short: function() {

    // new trend? (else do things)

    if (this.trend.direction !== 'down') {

      this.resetTrend();

      this.trend.direction = 'down';

      this.advice('short');

      if (this.debug) log.info('Going short');

    }



    if (this.debug) {

      this.trend.duration++;

      log.info('Short since', this.trend.duration, 'candle(s)');

    }

  },





  /* END backtest */

  end: function() {

    let seconds = ((new Date() - this.startTime) / 1000),

      minutes = seconds / 60,

      str;



    minutes < 1 ? str = seconds.toFixed(2) + ' seconds' : str = minutes.toFixed(2) + ' minutes';



    log.info('====================================');

    log.info('Finished in ' + str);

    log.info('====================================');



    // print stats and messages if debug

    if (this.debug) {

      let stat = this.stat;

      log.info('BEAR RSI low/high: ' + stat.bear.min + ' / ' + stat.bear.max);

      log.info('BULL RSI low/high: ' + stat.bull.min + ' / ' + stat.bull.max);

      log.info('ADX min/max: ' + stat.adx.min + ' / ' + stat.adx.max);

    }



  }



};



module.exports = strat;