149 lines
3.5 KiB
JavaScript
149 lines
3.5 KiB
JavaScript
/*
|
|
|
|
PPO - cykedev 15/01/2014
|
|
|
|
(updated a couple of times since, check git history)
|
|
|
|
*/
|
|
|
|
// helpers
|
|
var _ = require('lodash');
|
|
var log = require('../core/log');
|
|
|
|
// let's create our own method
|
|
var method = {};
|
|
|
|
// prepare everything our method needs
|
|
method.init = function() {
|
|
this.name = 'PPO';
|
|
|
|
this.trend = {
|
|
direction: 'none',
|
|
duration: 0,
|
|
persisted: false,
|
|
adviced: false
|
|
};
|
|
|
|
this.requiredHistory = this.tradingAdvisor.historySize;
|
|
|
|
// define the indicators we need
|
|
this.addIndicator('ppo', 'PPO', this.settings);
|
|
}
|
|
|
|
// what happens on every new candle?
|
|
method.update = function(candle) {
|
|
// nothing!
|
|
}
|
|
|
|
// for debugging purposes log the last
|
|
// calculated parameters.
|
|
method.log = function() {
|
|
var digits = 8;
|
|
var ppo = this.indicators.ppo;
|
|
var long = ppo.result.longEMA;
|
|
var short = ppo.result.shortEMA;
|
|
var macd = ppo.result.macd;
|
|
var result = ppo.result.ppo;
|
|
var macdSignal = ppo.result.MACDsignal;
|
|
var ppoSignal = ppo.result.PPOsignal;
|
|
|
|
log.debug('calculated MACD properties for candle:');
|
|
log.debug('\t', 'short:', short.toFixed(digits));
|
|
log.debug('\t', 'long:', long.toFixed(digits));
|
|
log.debug('\t', 'macd:', macd.toFixed(digits));
|
|
log.debug('\t', 'macdsignal:', macdSignal.toFixed(digits));
|
|
log.debug('\t', 'machist:', (macd - macdSignal).toFixed(digits));
|
|
log.debug('\t', 'ppo:', result.toFixed(digits));
|
|
log.debug('\t', 'pposignal:', ppoSignal.toFixed(digits));
|
|
log.debug('\t', 'ppohist:', (result - ppoSignal).toFixed(digits));
|
|
}
|
|
|
|
method.check = function(candle) {
|
|
var price = candle.close;
|
|
|
|
var ppo = this.indicators.ppo;
|
|
var long = ppo.result.longEMA;
|
|
var short = ppo.result.shortEMA;
|
|
var macd = ppo.result.macd;
|
|
var result = ppo.result.ppo;
|
|
var macdSignal = ppo.result.MACDsignal;
|
|
var ppoSignal = ppo.result.PPOsignal;
|
|
|
|
// TODO: is this part of the indicator or not?
|
|
// if it is it should move there
|
|
var ppoHist = result - ppoSignal;
|
|
|
|
if(ppoHist > this.settings.thresholds.up) {
|
|
|
|
// new trend detected
|
|
if(this.trend.direction !== 'up')
|
|
this.trend = {
|
|
duration: 0,
|
|
persisted: false,
|
|
direction: 'up',
|
|
adviced: false
|
|
};
|
|
|
|
this.trend.duration++;
|
|
|
|
log.debug('In uptrend 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 if(ppoHist < this.settings.thresholds.down) {
|
|
|
|
// new trend detected
|
|
if(this.trend.direction !== 'down')
|
|
this.trend = {
|
|
duration: 0,
|
|
persisted: false,
|
|
direction: 'down',
|
|
adviced: false
|
|
};
|
|
|
|
this.trend.duration++;
|
|
|
|
log.debug('In downtrend 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 {
|
|
|
|
log.debug('In no trend');
|
|
|
|
// we're not in an up nor in a downtrend
|
|
// but for now we ignore sideways trends
|
|
//
|
|
// read more @link:
|
|
//
|
|
// https://github.com/askmike/gekko/issues/171
|
|
|
|
// this.trend = {
|
|
// direction: 'none',
|
|
// duration: 0,
|
|
// persisted: false,
|
|
// adviced: false
|
|
// };
|
|
|
|
this.advice();
|
|
}
|
|
|
|
}
|
|
|
|
module.exports = method;
|