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