122 lines
2.7 KiB
JavaScript
122 lines
2.7 KiB
JavaScript
/*
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StochRSI - SamThomp 11/06/2014
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(updated by askmike) @ 30/07/2016
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*/
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// helpers
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var _ = require('lodash');
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var log = require('../core/log.js');
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var RSI = require('./indicators/RSI.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.interval = this.settings.interval;
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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('rsi', 'RSI', { interval: this.interval });
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this.RSIhistory = [];
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}
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// what happens on every new candle?
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method.update = function(candle) {
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this.rsi = this.indicators.rsi.result;
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this.RSIhistory.push(this.rsi);
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if(_.size(this.RSIhistory) > this.interval)
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// remove oldest RSI value
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this.RSIhistory.shift();
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this.lowestRSI = _.min(this.RSIhistory);
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this.highestRSI = _.max(this.RSIhistory);
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this.stochRSI = ((this.rsi - this.lowestRSI) / (this.highestRSI - this.lowestRSI)) * 100;
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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() {
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var digits = 8;
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log.debug('calculated StochRSI properties for candle:');
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log.debug('\t', 'rsi:', this.rsi.toFixed(digits));
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log.debug("StochRSI min:\t\t" + this.lowestRSI.toFixed(digits));
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log.debug("StochRSI max:\t\t" + this.highestRSI.toFixed(digits));
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log.debug("StochRSI Value:\t\t" + this.stochRSI.toFixed(2));
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}
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method.check = function() {
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if(this.stochRSI > 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(this.stochRSI < 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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// trends must be on consecutive candles
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this.trend.duration = 0;
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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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