02-23-2018, 11:42 PM
I found Gekko a few days ago and have been trying out some different strategies. One of the things I was experimenting with is Heikin Ashi candles so. For anyone wanting to use HA candles here's how I'm doing it.
Code:
var _ = require('lodash');
var strat = {
...
heikenAshi: function(candle) {
return {
close: (candle.open + candle.close + candle.high + candle.low) / 4,
open: (this.previousCandle.open + this.previousCandle.close) / 2,
high: _.max([candle.high, candle.open, candle.close]),
low: _.min([candle.low, candle.open, candle.close])
};
},
update: function () {
if (this.previousCandle) {
this.heikenCandle = this.heikenAshi(this.candle);
}
this.previousCandle = this.candle;
},
...
}