first commit

strategies/TSI.js

@@ -0,0 +1,98 @@
+// helpers
+var _ = require('lodash');
+var log = require('../core/log.js');
+
+var TSI = require('./indicators/TSI.js');
+
+// let's create our own method
+var method = {};
+
+// prepare everything our method needs
+method.init = function() {
+  this.name = 'TSI';
+
+  this.trend = {
+    direction: 'none',
+    duration: 0,
+    persisted: false,
+    adviced: false
+  };
+
+  this.requiredHistory = this.tradingAdvisor.historySize;
+
+  // define the indicators we need
+  this.addIndicator('tsi', 'TSI', this.settings);
+}
+
+// for debugging purposes log the last
+// calculated parameters.
+method.log = function(candle) {
+  var digits = 8;
+  var tsi = this.indicators.tsi;
+
+  log.debug('calculated TSI properties for candle:');
+  log.debug('\t', 'tsi:', tsi.tsi.toFixed(digits));
+  log.debug('\t', 'price:', candle.close.toFixed(digits));
+}
+
+method.check = function() {
+  var tsi = this.indicators.tsi;
+  var tsiVal = tsi.tsi;
+
+  if(tsiVal > this.settings.thresholds.high) {
+
+    // new trend detected
+    if(this.trend.direction !== 'high')
+      this.trend = {
+        duration: 0,
+        persisted: false,
+        direction: 'high',
+        adviced: false
+      };
+
+    this.trend.duration++;
+
+    log.debug('In high since', this.trend.duration, 'candle(s)');
+
+    if(this.trend.duration >= this.settings.thresholds.persistence)
+      this.trend.persisted = true;
+
+    if(this.trend.persisted && !this.trend.adviced) {
+      this.trend.adviced = true;
+      this.advice('short');
+    } else
+      this.advice();
+
+  } else if(tsiVal < this.settings.thresholds.low) {
+
+    // new trend detected
+    if(this.trend.direction !== 'low')
+      this.trend = {
+        duration: 0,
+        persisted: false,
+        direction: 'low',
+        adviced: false
+      };
+
+    this.trend.duration++;
+
+    log.debug('In low since', this.trend.duration, 'candle(s)');
+
+    if(this.trend.duration >= this.settings.thresholds.persistence)
+      this.trend.persisted = true;
+
+    if(this.trend.persisted && !this.trend.adviced) {
+      this.trend.adviced = true;
+      this.advice('long');
+    } else
+      this.advice();
+
+  } else {
+
+    log.debug('In no trend');
+
+    this.advice();
+  }
+}
+
+module.exports = method;