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VmaPredict5.js
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VmaPredict5.js
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// VmaPredict5.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
// version 5 includes a way to prevent quick multiple stoploss actions.
// and some new market out trade rules that didnt work out so well
var strat = {
Gotcoins: false,
BoughtAt: 0,
MaxPeekClose: 0,
MinPeekClose: 0,
CandleCounter: 0,
PreviousStrategy: '',
PreviousCandle: '',
CurrentCandle: '',
CandleDelay: 20,
ThreeCandleTrend: '',
Beartrend: false,
BearProffit: 0,
BullProffit: 0,
SwingMagica: 0,
SwingMediumOut: 0,
SwingShortSight: 0,
SwingMaxPeekPred: 0,
SwingBullsEye: 0,
CandleHistory: [],
//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",
},
firstword: function (sentence) //helper function for getting name of past used strategies
{
return sentence => String.split(' ')[0]
},
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);
// timeseriesforcasting uses advanced statistics to estimate a likly next candle in current trend
// by itself its not enough though, has some of the same problems as moving averages, but it works differently
this.addTulipIndicator('timeseriesforcastLong', 'tsf', { optInTimePeriod: this.settings.ForcastTrend.Long });
this.addTulipIndicator('timeseriesforcastMedium', 'tsf', { optInTimePeriod: this.settings.ForcastTrend.Medium });
this.addTulipIndicator('timeseriesforcastShort', 'tsf', { optInTimePeriod: this.settings.ForcastTrend.Short });
//Simple moving average of a series using different time frames, ea average over a period
this.addTulipIndicator('maMedium', 'sma', { optInTimePeriod: this.settings.PeriodAverage.Medium });
this.addTulipIndicator('maShort', 'sma', { optInTimePeriod: this.settings.PeriodAverage.Short });
this.addTulipIndicator('maLong', 'sma', { optInTimePeriod: this.settings.PeriodAverage.Long });
//a slightly more advanced average that weights by volume of trades
this.addTulipIndicator('vmaMedium', 'vwma', { optInTimePeriod: this.settings.VolumePeriodAverage.Medium });
this.addTulipIndicator('vmaShort', 'vwma', { optInTimePeriod: this.settings.VolumePeriodAverage.Short });
this.addTulipIndicator('vmaLong', 'vwma', { optInTimePeriod: this.settings.VolumePeriodAverage.Long });
//vertical horizontal filter is a line indicator, (sadly) its always possitive though
//it tells something about rise and fall speed votality of market, race conditions etc.
this.addTulipIndicator('verticalhorizontalfilter', 'vhf', { optInTimePeriod: 31 });
},
update: function (candle) {
this.PreviousCandle = this.CurrentCandle;
this.CurrentCandle = candle;
this.CandleCounter++;
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;
// store the last 10 candles in CandleHistory for future development.
this.CandleHistory.push(candle);
if (this.CandleHistory.length > 10) {
this.CandleHistory.shift();
}
else { // i dont like it but it needs initialization outside of the init: function
this.CandleHistory.push(candle);
this.CandleHistory.push(candle);
this.CandleHistory.push(candle);
}
//logic gtom my candlestickTrader
this.ThreeCandleTrend = '';
if (this.CandleHistory[0].close <= this.CandleHistory[1].close && this.CandleHistory[1].close <= this.CandleHistory[2].close) this.ThreeCandleTrend = 'Up';
if (this.CandleHistory[2].close <= this.CandleHistory[1].close && this.CandleHistory[1].close <= this.CandleHistory[0].close) this.ThreeCandleTrend = 'Down';
},
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,
vhf = ind.verticalhorizontalfilter.result.result;
// idea from anon.e.mous, nocrash waits after stoploss till market is moving upwards
// this should stop repeating of MaxpeekPred stoploss falls (i hope)
// Original plan was based on 2 candles i use 3 however.
// The halting of buyin trade only ocures after MaxpeekPred (my stoploss variant) was triggered
var nocrash = true;
if (this.PreviousStrategy === 'MaxpeekPred') {
nocrash = false;
console.log('Wait trading prices dropped after last stoploss. ');
if (this.ThreeCandleTrend === 'Up') nocrash = true;
}
if (!this.Gotcoins) {
if (nocrash && vmaMedium > maMedium && maShort < maMedium && predictShort > maShort) { this.long('Uptopica buy ', this.color.White) }
else if (nocrash && 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.CurrentCandle.close < this.PreviousCandle.close) { this.short('ShortSight sell ', this.color.Cyan) }
// 10 minutes half a day = 72 CandleCounters, aiming for a gain ratio) // no improvement observed
// else if (this.CandleCounter>12 && (((predictMedium- this.BoughtAt)/(this.CandleCounter)) > 10)) { this.short('SlopeOut sell ',this.color.Green)}
// trying to get out of weak markets, but wasnt working that well either.
// else if ( this.CandleCounter>12 && vhf<0.64 && this.BoughtAt+300 <this.CurrentCandle.close && vmaShort<maShort&&predictShort>maMedium) { this.short('Bored sell ',this.color.Blue)}
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);
};
},
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.Red + 'Bear ';
}
else {
this.BullProffit = this.BullProffit + profit; // see at the end remarks.
trend = this.color.Green + 'Bull ';
}
console.log(trend + kleur + msg + prof);
this.PreviousStrategy = this.firstword(msg);
this.CandleCounter = 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.BgRed + this.color.Black + 'Bear '; else trend = this.color.BgGreen + 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.CandleCounter = 0;
this.PreviousStrategy = this.firstword(msg);
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;