Bollinger Band question
#1
Hi all,

I want to use gekko as a signal bot for my BBrsi strat, i thought i had got it, but i got a long advice and the price never touched the the lower band. Has anyone got experience in getting the BB system to work? Do i need to get Gekko to signal when the price is greater than or less than the lower band?

thanks

This is my code:
Code:
var _ = require('lodash');
var log = require('../core/log.js');

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

// 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);
  logic = {longpos: false};
  this.logic = logic;
  this.lastCandle;
  this.currentCandle;
}


// 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;
 var Trend = 'none';
 if (candle.open <= candle.close) Trend = 'Bearish';
 if (candle.open >= candle.close) Trend = 'Bullish';

 
 // 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
   }
 }
// <= less than or equal to & >= greater than or equal to

 if (price < BB.lower && rsiVal >= this.settings.thresholds.low && this.logic.longpos !== true){ // && rsiVal <= this.settings.thresholds.low) { // && this.trend.duration >= this.settings.thresholds.persistence) {
   this.logic.longpos = true;
   this.advice('long')
   log.info('Price has crossed Lower band at ' + price,);
   log.info('Current RSI is ' + rsiVal.toFixed(2));
   log.info('New Candle is a a ' + Trend, 'Candle');
 }
 //else if (price > BB.lower && rsiVal >= this.settings.thresholds.high && this.logic.longpos !== false) { // rsiVal <= this.settings.thresholds.low) { // && this.trend.duration >= this.settings.thresholds.persistence) {
   //this.logic.longpos = false;
   //this.advice('short')
//}
 else if (price > BB.upper && rsiVal >= this.settings.thresholds.low && this.logic.longpos !== false) { // && rsiVal >= this.settings.thresholds.high) { // && this.trend.duration >= this.settings.thresholds.persistence) {
   this.logic.longpos = false;
   this.advice('short')
   log.info('Price has crossed Lower band at ' + price,);
   log.info('Current RSI is ' + rsiVal.toFixed(2));
   log.info('New Candle is a  ' + Trend, 'Candle');
}
    else {log.info ('Nothing todo!')
        log.info('Current Price is ' + price,);
        log.info('New Candle is a  ' + Trend, 'Candle');}
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Bollinger Band question - by Kris191 - 11-22-2018, 10:43 AM

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