-
Notifications
You must be signed in to change notification settings - Fork 19
/
VmaPredict4.js
187 lines (155 loc) · 7.74 KB
/
VmaPredict4.js
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
// VmaPredict2.js By Peter Boos CC BY 2019
// source of this (and maybe updated) code : https://github.com/PGTBoos/GekkoStrategies
//
// This code is easy to adapt and alter please play with it,
// You can improve the code or play with the settings
// Adding new rules (in the main at check if).
// I used a bit fancy naming in the static variables.
// In the code they have a prefix of Swing thus they becomme this.SwingBullsEye
// your free to use and alter this code, trading though is what you do at your own risk
// If you got something good tweeked or altered share it on the gekko forums.
// https://forum.gekko.wizb.it
var strat = {
Gotcoins: false,
BoughtAt: 0,
MaxPeekClose: 0,
MinPeekClose: 0,
TimerTick: 0,
PreviousCandle:'',
CurrentCandle: '',
CandleDelay: 20,
Beartrend: false,
BearProffit: 0,
BullProffit: 0,
SwingMagica: 0,
SwingMediumOut: 0,
SwingShortSight: 0,
SwingMaxPeekPred: 0,
SwingBullsEye: 0,
//https://stackoverflow.com/questions/9781218/how-to-change-node-jss-console-font-color
color: {
Reset: '\x1b[0m',
Bright: '\x1b[1m',
Default: '\x1b[2m',
Underscore: '\x1b[4m',
Reverse: '\x1b[7m',
Black: '\x1b[30m',
Red: '\x1b[31m',
Green: '\x1b[32m',
Yellow: '\x1b[33m',
Blue: '\x1b[34m',
Magenta: '\x1b[35m',
Cyan: '\x1b[36m',
White: '\x1b[37m',
BgBlack : "\x1b[40m",
BgRed : "\x1b[41m",
BgGreen : "\x1b[42m",
BgYellow : "\x1b[43m",
BgBlue : "\x1b[44m",
BgMagenta : "\x1b[45m",
BgCyan : "\x1b[46m",
BgWhite : "\x1b[47m",
},
ShortDate: function (date) {
var monthNames = [
"Jan", "Feb", "Mar",
"Apr", "May", "Jun", "Jul",
"Aug", "Sep", "Oct",
"Nov", "Dec"
];
var day = date.getDate();
var monthIndex = date.getMonth();
var year = date.getFullYear();//.toString().substr(-2);
return monthNames[monthIndex] + ' '+day + ' ' + year;
},
init: function () {
this.SwingMagica = this.settings.Swings.Magica;
this.SwingMediumOut = this.settings.Swings.MediumOut;
this.SwingShortSight = this.settings.Swings.ShortSight;
this.SwingMaxPeekPred = this.settings.Swings.MaxPeekPred;
this.SwingBullsEye = this.settings.Swings.SwingBullsEye;
// getting the toml variables in
console.clear();
console.log('Sarting VmaPredict math..');
console.log(this.settings);
this.addTulipIndicator('timeseriesforcastLong', 'tsf', { optInTimePeriod: this.settings.ForcastTrend.Long }); // statiscal forcasting });
this.addTulipIndicator('timeseriesforcastMedium', 'tsf', { optInTimePeriod: this.settings.ForcastTrend.Medium });
this.addTulipIndicator('timeseriesforcastShort', 'tsf', { optInTimePeriod: this.settings.ForcastTrend.Short });
this.addTulipIndicator('maMedium', 'sma', { optInTimePeriod: this.settings.PeriodAverage.Medium }); //averages over period
this.addTulipIndicator('maShort', 'sma', { optInTimePeriod: this.settings.PeriodAverage.Short });
this.addTulipIndicator('maLong', 'sma', { optInTimePeriod: this.settings.PeriodAverage.Long });
this.addTulipIndicator('vmaMedium', 'vwma', { optInTimePeriod: this.settings.VolumePeriodAverage.Medium }); //trade volume weighted averages
this.addTulipIndicator('vmaShort', 'vwma', { optInTimePeriod: this.settings.VolumePeriodAverage.Short });
this.addTulipIndicator('vmaLong', 'vwma', { optInTimePeriod: this.settings.VolumePeriodAverage.Long });
},
update: function (candle) {
this.PreviousCandle=this.CurrentCandle;
this.CurrentCandle = candle;
this.TimerTick++;
if (candle.close > this.MaxPeekClose) { this.MaxPeekClose = candle.close };
if (candle.close < this.MinPeekClose) { this.MinPeekClose = candle.close };
if (this.tulipIndicators.maShort.result.result < this.tulipIndicators.maMedium.result.result) this.Beartrend = true; else this.Beartrend = false;
},
check: function (candle) {
let ind = this.tulipIndicators,
predictLong = ind.timeseriesforcastLong.result.result,
predictMedium = ind.timeseriesforcastMedium.result.result,
predictShort = ind.timeseriesforcastShort.result.result,
maShort = ind.maShort.result.result,
maMedium = ind.maMedium.result.result,
maLong = ind.maLong.result.result,
vmaShort = ind.vmaShort.result.result,
vmaMedium = ind.vmaMedium.result.result,
vmaLong = ind.vmaLong.result.result;
if (!this.Gotcoins) {
if (vmaMedium > maMedium && maShort < maMedium) { this.long('Uptopica buy ', this.color.White) }
else if (candle.close + this.SwingMagica < predictMedium ) { this.long('Magica buy ', this.color.White) }
// else if(mashort >predictShort+){}
}
else { // > predicmedium
if (vmaMedium < maMedium && maShort > maMedium + this.SwingMediumOut) { this.short('MediumOut sell ', this.color.Magenta) }
else if (maShort + this.SwingShortSight < predictShort ) { this.short('ShortSight sell ', this.color.Cyan) }
// else if(this.BoughtAt >candle.close+250) {this.short('peekout ',this.color.Yellow)}
else if (this.MaxPeekClose > predictMedium + this.SwingMaxPeekPred &&this.CurrentCandle.close < this.PreviousCandle.close) { this.short('MaxpeekPred sell ', this.color.Yellow) }
else if (this.BoughtAt + this.SwingBullsEye < candle.close) this.short('BullsEye sell ', this.color.Blue);
};
//console.log(candle.close,predictLong, predictMedium, predictShort);
},
short: function (msg, kleur = this.color.Default) {
if (this.Gotcoins) {
var profit = this.CurrentCandle.close - this.BoughtAt;
var prof = ''
if (profit > 0) prof = ' ' + this.color.Green + String(profit.toFixed(2));
if (profit < 0) prof = '' + this.color.Red + String(profit.toFixed(2));
var trend = '';
if (this.Beartrend) {
this.BearProffit = this.BearProffit + profit;
trend = this.color.Green + 'Bear ';
}
else {
this.BullProffit = this.BullProffit + profit; // see at the end remarks.
trend = this.color.Red + 'Bull ';
}
console.log(trend + kleur + msg + prof );
this.TimerTick=0;
this.Gotcoins = false;
this.advice('short');
}
},
long: function (msg, kleur = this.color.Default) {
if (!this.Gotcoins) {
this.Gotcoins = true;
var trend = ''; if (this.Beartrend) trend = this.color.BgGreen+ this.color.Black + 'Bear '; else trend = this.color.BgRed+ this.color.Black + 'Bull ';
console.log( trend + this.color.BgBlack + kleur + msg +' '+ this.CurrentCandle.start.format('YYYY MMM DD hh:mm')+ this.color.Green+ ' after position '+ this.CurrentCandle.close);
this.TimerTick=0;
this.BoughtAt = this.CurrentCandle.close;
this.MaxPeekClose = this.CurrentCandle.close;
this.MinPeekClose = this.CurrentCandle.close;
this.advice('long');
}
},
end: function () {
console.log('Bear profit', this.BearProffit, 'Bull proffit', this.BullProffit);
}
};
module.exports = strat;