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strategies/DEMA.js

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+// helpers
+var _ = require('lodash');
+var log = require('../core/log.js');
+
+// let's create our own method
+var method = {};
+
+// prepare everything our method needs
+method.init = function() {
+  this.name = 'DEMA';
+
+  this.currentTrend;
+  this.requiredHistory = this.tradingAdvisor.historySize;
+
+  // define the indicators we need
+  this.addIndicator('dema', 'DEMA', this.settings);
+  this.addIndicator('sma', 'SMA', this.settings.weight);
+}
+
+// what happens on every new candle?
+method.update = function(candle) {
+  // nothing!
+}
+
+// for debugging purposes: log the last calculated
+// EMAs and diff.
+method.log = function() {
+  let dema = this.indicators.dema;
+  let sma = this.indicators.sma;
+  
+  log.debug('Calculated DEMA and SMA properties for candle:');
+  log.debug('\t Inner EMA:', dema.inner.result.toFixed(8));
+  log.debug('\t Outer EMA:', dema.outer.result.toFixed(8));
+  log.debug('\t DEMA:', dema.result.toFixed(5));
+  log.debug('\t SMA:', sma.result.toFixed(5));
+  log.debug('\t DEMA age:', dema.inner.age, 'candles');
+}
+
+method.check = function(candle) {
+  let dema = this.indicators.dema;
+  let sma = this.indicators.sma;
+  let resDEMA = dema.result;
+  let resSMA = sma.result;
+  let price = candle.close;
+  let diff = resSMA - resDEMA;
+
+  let message = '@ ' + price.toFixed(8) + ' (' + resDEMA.toFixed(5) + '/' + diff.toFixed(5) + ')';
+
+  if(diff > this.settings.thresholds.up) {
+    log.debug('we are currently in uptrend', message);
+
+    if(this.currentTrend !== 'up') {
+      this.currentTrend = 'up';
+      this.advice('long');
+    } else
+      this.advice();
+
+  } else if(diff < this.settings.thresholds.down) {
+    log.debug('we are currently in a downtrend', message);
+
+    if(this.currentTrend !== 'down') {
+      this.currentTrend = 'down';
+      this.advice('short');
+    } else
+      this.advice();
+
+  } else {
+    log.debug('we are currently not in an up or down trend', message);
+    this.advice();
+  }
+}
+
+module.exports = method;