106 lines
2.2 KiB
JavaScript
106 lines
2.2 KiB
JavaScript
/*
|
|
|
|
RSI - cykedev 14/02/2014
|
|
|
|
(updated a couple of times since, check git history)
|
|
|
|
*/
|
|
// helpers
|
|
var _ = require('lodash');
|
|
var log = require('../core/log.js');
|
|
|
|
var RSI = require('./indicators/RSI.js');
|
|
|
|
// let's create our own method
|
|
var method = {};
|
|
|
|
// prepare everything our method needs
|
|
method.init = function() {
|
|
this.name = 'RSI';
|
|
|
|
this.trend = {
|
|
direction: 'none',
|
|
duration: 0,
|
|
persisted: false,
|
|
adviced: false
|
|
};
|
|
|
|
this.requiredHistory = this.tradingAdvisor.historySize;
|
|
|
|
// define the indicators we need
|
|
this.addIndicator('rsi', 'RSI', this.settings);
|
|
}
|
|
|
|
// for debugging purposes log the last
|
|
// calculated parameters.
|
|
method.log = function(candle) {
|
|
var digits = 8;
|
|
var rsi = this.indicators.rsi;
|
|
|
|
log.debug('calculated RSI properties for candle:');
|
|
log.debug('\t', 'rsi:', rsi.result.toFixed(digits));
|
|
log.debug('\t', 'price:', candle.close.toFixed(digits));
|
|
}
|
|
|
|
method.check = function() {
|
|
var rsi = this.indicators.rsi;
|
|
var rsiVal = rsi.result;
|
|
|
|
if(rsiVal > 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(rsiVal < 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;
|