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candlestickTrader.js
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// source https://github.com/PGTBoos/GekkoStrategies
//
// Candlesticks as seen on ==> https://www.youtube.com/watch?v=9NkvdaTIUe4
// Peter Boos I fixed original code and also made it trade 11-0-2019
// Share alike free provide some credit if used, and share if improved.
// Share on Gekko forums, and pm me there
// Currently i spend less time on this one
// So sadly you will have to read the code to understand it and watch that youtube.
// I hope others can continou on this one and my thoughts about it, the reason i'm sharing.
//! the logic works now after my FIX, it actually never worked before that
//! which is a bit amazing since the buggy code recieved lots of kudo's on youtube.
//! i have informed the author of the original code allready about the problem.
// oringal comment of the code
// ? You need to set the support and resistance
// ? level so this strat knows where these candles
// ? are in relation to these levels.
// >> i (peter boos) am unfamiliar with that currently
// >> please Explain in the gekko forums of this strategy.
// Althoug it trades now my concerns though are:
//
//! THE ACTIONS UPON CANDLE STICK PATTERNS SHOULD BE MORE ADVANCED
// >> Reason point is Candle's can be added over time frames
// >> (ea candle1+candle2+candle3 = candlewith3times the time range)
// >> The thing in here is that if you do that with some candles they becomme different type of candles
// >> ea A big one up and big one down when added might result in a Hammer..
// >> currently the code does lack such checking while it seams quite essential to me.
// >> Another concern i have about it, is that candles (when you understand adding) are essentially results of timeframes
// >> Its hard to emulate but i wonder the effect then of shifting time.. maybe something to emulate in blender 3d or so
// >> but it seams to me that candle patterns are heavily constructed views, they alone are not enough, more is needed.
// required nodeJS npm libraries if you got errors then you need to install them.
var log = require('../core/log');
var config = require('../core/util.js').getConfig();
var fs = require('fs');
// this strategy creates log files, for Excel, or openOffice Calc. (optimzed for Calcs candle stick charts)
var CVCandleLogger = {
linebreaktype: '',
CandleNr: 0,
firstrun: true,
stratname: '',
filename: '',
// one could log additional commma seperated info (like math results or buy sell info, using extralog)
update: function (candle, extralog = '', stratname = '') {
this.CandleNr++;
if (this.filename === '') {
//base it upon creation time if no filename was givven
var today = new Date();
var dd = String(today.getDate()).padStart(2, '0');
var mm = String(today.getMonth() + 1).padStart(2, '0'); //January is 0!
var yyyy = today.getFullYear();
var hh = String(today.getHours()).padStart(2, '0');
var mm = String(today.getMinutes()).padStart(2, '0');
today = yyyy + '-' + mm + '-' + dd + ' ' + hh + mm;
this.filename = stratname + ' log ' + today + '.log';
}
if (this.firstrun) {
var isWin = process.platform === 'win32';
if (isWin) this.linebreaktype = '\r\n';
else this.linebreaktype = '\n';
fs.access(this.filename, err => {
if (!err) {
console.log('previous log file name existed, deleting it');
// fs.unlink(this.filename);
}
console.log('New candle data log :', this.filename);
});
this.firstrun = false;
}
var moment = String(candle.start);
var timestamp = moment.substring(0, moment.lastIndexOf(' GMT'));
var logline =
this.CandleNr +
',' +
timestamp +
',' +
candle.open +
',' +
candle.close +
',' +
candle.high +
',' +
candle.low +
',' +
candle.vwp +
',' +
candle.volume +
',' +
candle.trades;
if (extralog !== '') logline = logline + ',' + extralog;
logline = logline + this.linebreaktype;
fs.appendFile(this.filename, logline, function (err) {
if (err) throw err;
});
},
writeheader: function (extralog = '', stratname = '') {
if (this.filename === '') {
//base it upon creation time if no filename was givven
var today = new Date();
var dd = String(today.getDate()).padStart(2, '0');
var mm = String(today.getMonth() + 1).padStart(2, '0'); //January is 0!
var yyyy = today.getFullYear();
var hh = String(today.getHours()).padStart(2, '0');
var mm = String(today.getMinutes()).padStart(2, '0');
today = yyyy + '-' + mm + '-' + dd + ' ' + hh + mm;
this.filename = stratname + ' log ' + today + '.log';
}
if (this.firstrun) {
fs.access(this.filename, err => {
if (!err) {
console.log('previous log file name existed, deleting it');
fs.unlink(this.filename);
}
console.log('New candle data log :', this.filename);
});
this.firstrun = false;
}
logline =
'CandleNr, date,time, open ,close, high ,low,vwp ,volume , trades';
if (extralog !== '') logline = logline + ',' + extralog;
fs.appendFile(this.filename, logline, function (err) {
if (err) throw err;
});
},
};
var largestCandle = {
open: 0.0,
close: 0.0,
length: 0.0,
};
var candleLength = 0;
var upperShadow = 0;
var lowerShadow = 0;
var lastThreeTrend = '';
var message = '';
//var gotCoins = false;
var candles = [];
var strat = {
boughtAt: 0,
candleCurrent: 0,
maxSinceBought: 0,
gotCoins: false,
// Prepare everything our method needs
init: function () {
this.input = 'candle';
this.requiredHistory = 100;
this.resistance = 3000; //config.candlesticks.resistance;
this.support = 1000; // config.candlesticks.support;
},
// What happens on every new candle?
update: function (candle) {
this.candleCurrent = candle.close;
// check if candle is open or close
if (candle.close > candle.open) {
// open candle
candleLength = candle.close - candle.open;
upperShadow = candle.high - candle.close;
lowerShadow = candle.open - candle.low;
} else {
// close candle
candleLength = candle.open - candle.close;
upperShadow = candle.high - candle.open;
lowerShadow = candle.close - candle.low;
}
//! Disabled
// Store current candle as largest if candle length greater than largest candle
/* if (candleLength > largestCandle.length) {
largestCandle.open = candle.open;
largestCandle.close = candle.close;
largestCandle.length = candleLength;
}
*/
//! I disabled above original math as it would favor the largest candle ever.
//! Instead I use a nearing function here.
//! Which adjusts based upon the larger candles (can shrink and expand over time)
//! Its a very basic function this can be done in other ways as well.
if (candleLength > largestCandle.length * 0.75) {
largestCandle.open = (largestCandle.open * 3 + candle.open) / 4;
largestCandle.close = (largestCandle.close * 3 + candle.close) / 4;
largestCandle.length = (largestCandle.length * 3 + candleLength) / 4;
}
candles.push(candle);
if (candles.length > 10) {
candles.shift();
}
},
//Trading functions
GoShort: function (msg, forced = false) {
if (this.gotCoins) {
if (forced) {
console.log(msg);
this.advice('short');
this.gotCoins = false;
this.boughtAt = 0;
} else if (this.boughtAt + 25 < this.candleCurrent) {
console.log(msg);
this.advice('short');
this.gotCoins = false;
this.boughtAt = 0;
}
}
},
GoLong: function (msg) {
if (!this.gotCoins) {
console.log(msg);
this.advice('long');
this.gotCoins = true;
this.boughtAt = this.candleCurrent;
this.maxSinceBought = this.boughtAt;
}
},
//Adding Candles by Peter noy yet used but made in regards to my comments on top. (to sum X candles )
SumCandles: function (candles, start, length) {
var sum =
{
start: 0,
stop: 0,
high: 0,
low: 0,
volume: 0,
trades: 0
};
sum.high = candles[start].high;
sum.low = candles[start].low;
sum.start = candles[start].open;
sum.stop = candles[start + length].close;
for (i = start; i < length; i++) {
if (candles[i].high > sum.high) sum.high = candles[i].high;
if (candles[i].low < sum.low) sum.low = candles[i].low;
sum.volume = sum.volume + candles[i].volume;
sum.trades = sum.trades + candles[i].trades;
}
return sum;
},
// how we act on patterns (to group candle code appart from main check: function), trading is done inside
CandleStickPattern: function () {
if (candleLength < largestCandle.length * 0.25) {
lastThreeTrend = 'varies';
if (candles[0].close <= candles[1].close && candles[1].close <= candles[2].close) { lastThreeTrend = 'up'; }
if (candles[2].close <= candles[7].close && candles[1].close <= candles[0].close) { lastThreeTrend = 'down'; }
if (candleLength < upperShadow * 1.5 && candleLength < lowerShadow * 1.5) { message = message + 'High Wave Candle spotted'; } //beter not trade market is uncertain
else if (candleLength < largestCandle.length * 0.02) {
if (lowerShadow > candleLength * 5 && upperShadow < candleLength) {
message = message + 'Dragonfly Doji spotted';
this.GoLong(message);
} else if (upperShadow > candleLength * 5 && lowerShadow < candleLength) {
message = message + 'Tombstone Doji spotted';
this.GoShort(message);
} else {
message = message + 'Doji spotted';
}
} else if (candleLength < lowerShadow * 0.5) {
// lower shadow 2x or larger than body
if (lastThreeTrend == 'up') {
message = message + 'Hangman spotted';
// this.GoShort(message);
}
if (lastThreeTrend == 'down') {
message = message + 'Hammer spotted';
// this.GoLong(message);
} else if (candleLength < upperShadow * 0.5 && lastThreeTrend == 'up') {
message = message + 'Shooting Star spotted';
// this.GoShort(message); ==> to often fired !!!
} else {
message = message + 'Spinning Top spotted';
// this.GoLong(message);
}
}
}
},
//Main trading function
check: function (candle) {
message = '';
// console.log(this.SumCandles(candles,0,2)) //shold work not implementd in any logic yet
candle.close + ' ';
this.CandleStickPattern(); //calling the CandleStickPatern logic
if (this.gotCoins) {
if (this.candleCurrent > this.maxSinceBought) this.maxSinceBought = this.candleCurrent;
var c = math.sqrt(this.maxSinceBought) / math.log10(this.maxSinceBought);
// if (this.candleCurrent<this.maxSinceBought*c)this.GoShort('defensive move',true);
if (this.candleCurrent < this.maxSinceBought - c) this.GoShort('defensive move', true);
}
// Long Day Candle - 90% of the largest candle or greater
if (candleLength >= largestCandle.length * 0.9) {
if (
upperShadow < candleLength * 0.01 &&
lowerShadow < candleLength * 0.01
) {
message = message + 'Marubozu Candle spotted';
} else {
message = message + 'Long Day Candle spotted';
}
}
//Disabled code below, not sure about what it does, it made debuging reasoning to complex (might be needed see comments on top)
/*
// Report if candles are within 10% range of resistance or support,
// indicating a strong signal
if (candle.close * 0.9 < this.support) {
message = message + '\nCandle within 10% range of support';
}
if (candle.close * 1.1 > this.resistance) {
message = message + '\nCandle within 10% range of resistance';
}
*/
//! console.log(message); // notice i supress here
message = '';
}
};
module.exports = strat;
/*****************************************************************************************************************************
/* Original code which contains a bug, kept in here mainly so i can revert code and compare original code quickly if required.
// Candlesticks
//
// This strategy will send out a message
// if the previous candle matches a spinning
// top, a high wave, a doji, a long day candle,
// a hangman, a shooting star or a hammer.
// You need to set the support and resistance
// level so this strat knows where these candles
// are in relation to these levels.
var log = require('../core/log');
var config = require('../core/util.js').getConfig();
// Let's create our own strat
var strat = {};
var largestCandle = {
open: 0.0,
close: 0.0,
length: 0.0
}
var candleLength = 0;
var upperShadow = 0;
var lowerShadow = 0;
var lastThreeTrend = '';
var message = '';
var candles = [];
var CandleLog = [];
// Prepare everything our method needs
strat.init = function () {
this.input = 'candle';
this.requiredHistory = 100;
// this.resistance = 3000;//config.candlesticks.resistance;
// this.support =1000;// config.candlesticks.support;
console.clear();
var legenda =
' High Wave candle - Spinning Top with extra long upper and lower shadows \n' +
' Doji - Open and close almost the same price \n' +
' Dragonfly Doji - Doji with extremely long lower shadow, very strong bullish signal if at support level \n' +
' Tombstone Doji - Doji with extremely long upper shadow \n' +
' Marubozu Candle - buy or sell continous in current direction. (no higher or lower inbetween the candle) \n' +
' Combinations of candles : \n' +
' * Previous 3 candles are open candles, and ..\n' +
' Hangman - current candle is a spinning top with lower shadow 2x or greater than body \n' +
' Shooting star - current candle is a spinning top with upper shadow 2x or greater than body \n' +
' * Previous 3 candles are close candles, and ..\n' +
' Hammer - current candle is a spinning top with lower shadow 2x or greater than body';
console.log(legenda);
}
// What happens on every new candle?
strat.update = function (candle) {
// check if candle is open or close
if (candle.close > candle.open) { // open candle
candleLength = candle.close - candle.open;
upperShadow = candle.high - candle.close;
lowerShadow = candle.open - candle.low;
} else { // close candle
candleLength = candle.open - candle.close;
upperShadow = candle.high - candle.open;
lowerShadow = candle.close - candle.low;
}
// Store current candle as largest if candle length greater than largest candle
if (candleLength > largestCandle.length) {
largestCandle.open = candle.open;
largestCandle.close = candle.close;
largestCandle.length = candleLength;
}
candles.push(candle);
if (candles.length > 10) {
candles.shift();
}
}
// Based on the newly calculated
// information, check if we should
// update or not.
strat.check = function (candle) {
message = '';//candle.close + ' ';
var cmsg = ''
for (c = 0; c < candles.length; c++) { cmsg = cmsg + candles[c].close.toFixed(2) + ' '; }
console.log(cmsg);
lastThreeTrend = "##";
// Spinning Top - 1/4 the size of the largest candle
if (candleLength < largestCandle.length * 0.25) {
lastThreeTrend = '??'
// something is wrong here its never asigned up or down !!!
if (candles[6].close <= candles[7].close && candles[7].close <= candles[8]) { lastThreeTrend = 'up'; var c = 5 / 0; }
if (candles[8].close <= candles[7].close && candles[7].close <= candles[6]) { lastThreeTrend = 'down'; var c = 6 / 0; }
if (candleLength < upperShadow * 1.5 && candleLength < lowerShadow * 1.5) { message = message + 'High Wave Candle'; }
else if (candleLength < largestCandle.length * 0.02)
{
if (lowerShadow > candleLength * 5 && upperShadow < candleLength) { message = message + 'Dragonfly Doji'; }
else if (upperShadow > candleLength * 5 && lowerShadow < candleLength) {message = message + 'Tombstone Doji'; }
else { message = message + 'Doji'; }
}
else if (candleLength < lowerShadow * 0.5)
{ // lower shadow 2x or larger than body
if (lastThreeTrend == 'up') { message = message + 'Hangman'; }
if (lastThreeTrend == 'down') { message = message + 'Hammer'; }
}
else if (candleLength < upperShadow * 0.5 && lastThreeTrend == 'up') { message = message + 'Shooting Star';}
else { message = message + 'Spinning Top'; }
// Long Day Candle - 90% of the largest candle or greater
if (candleLength >= largestCandle.length * 0.9) {
if (upperShadow < candleLength * 0.01 && lowerShadow < candleLength * 0.01) {message = message + 'Marubozu Candle';}
else {message = message + 'Long Day Candle';}
}
CandleLog.push(lastThreeTrend + ' ' + message);
if (CandleLog.length > 3) { CandleLog.shift(); }
console.log(CandleLog);
/*
// Report if candles are within 10% range of resistance or support,
// indicating a strong signal
if (candle.close * 0.9 < this.support) {
message = message + '\nCandle within 10% range of support';
}
if (candle.close * 1.1 > this.resistance) {
message = message + '\nCandle within 10% range of resistance';
}
*/
//console.log(message);
//log.info(message);
//message = '';
// }
// module.exports = strat;