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strategies/tulip-macd.js

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+// If you want to use your own trading methods you can
+// write them here. For more information on everything you
+// can use please refer to this document:
+//
+// https://github.com/askmike/gekko/blob/stable/docs/trading_methods.md
+
+// Let's create our own method
+var method = {};
+
+// Prepare everything our method needs
+method.init = function() {
+  this.name = 'tulip-macd'
+  // keep state about the current trend
+  // here, on every new candle we use this
+  // state object to check if we need to
+  // report it.
+  this.trend = 'none';
+
+  // how many candles do we need as a base
+  // before we can start giving advice?
+  this.requiredHistory = this.tradingAdvisor.historySize;
+
+  var customMACDSettings = this.settings.parameters;
+
+  // define the indicators we need
+  this.addTulipIndicator('mymacd', 'macd', customMACDSettings);
+}
+
+// What happens on every new candle?
+method.update = function(candle) {
+  // nothing!
+}
+
+
+method.log = function() {
+  // nothing!
+}
+
+// Based on the newly calculated
+// information, check if we should
+// update or not.
+method.check = function(candle) {
+  var price = candle.close;
+  var result = this.tulipIndicators.mymacd.result;
+  var macddiff = result['macd'] - result['macdSignal'];
+
+  if(this.settings.thresholds.down > macddiff && this.trend !== 'short') {
+    this.trend = 'short';
+    this.advice('short');
+
+  } else if(this.settings.thresholds.up < macddiff && this.trend !== 'long'){
+    this.trend = 'long';
+    this.advice('long');
+
+  }
+}
+
+module.exports = method;