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strategies/tulip-multi-strat.js

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+var _ = require('lodash');
+var log = require('../core/log.js');
+
+var method = {};
+method.init = function() {
+    // strat name
+    this.name = 'tulip-multi-strat';
+    // trend information
+    this.trend = 'none'
+    // tulip indicators use this sometimes
+    this.requiredHistory = this.settings.historySize;
+    // define the indicators we need
+    this.addTulipIndicator('myadx', 'adx', this.settings);
+    this.addTulipIndicator('mymacd', 'macd', this.settings);
+}
+
+// what happens on every new candle?
+method.update = function(candle) {
+    // tulip results
+    this.adx = this.tulipIndicators.myadx.result.result;
+    this.macd = this.tulipIndicators.mymacd.result.macdHistogram;
+}
+// for debugging purposes log the last
+// calculated parameters.
+method.log = function() {
+    log.debug(
+`---------------------
+Tulip ADX: ${this.adx}
+Tulip MACD: ${this.macd}
+`);
+}
+
+method.check = function() {
+    // just add a long and short to each array when new indicators are used
+    const all_long = [
+        this.adx > this.settings.up && this.trend!=='long',
+        this.settings.macd_up < this.macd && this.trend!=='long',
+    ].reduce((total, long)=>long && total, true)
+    const all_short = [
+        this.adx < this.settings.down && this.trend!=='short',
+        this.settings.macd_down > this.macd && this.trend!=='short',
+    ].reduce((total, long)=>long && total, true)
+
+    // combining all indicators with AND
+    if(all_long){
+        log.debug(`tulip-multi-strat In low`);
+        this.advice('long');
+    }else if(all_short){
+        log.debug(`tulip-multi-strat In high`);
+        this.advice('short');
+    }else{
+        log.debug(`tulip-multi-strat In no trend`);
+        this.advice();
+    }
+}
+
+module.exports = method;