Lastes fixes
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Luis Fernando Molina committed
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commit
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6 files changed
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@@ -50,7 +50,10 @@
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onresize="onResize()">
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<div id="contributors" class="credits">
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<p>Superalgos is <span class="red">open-source</span> and <span class="red">free</span> thanks to the generosity of contributors:</p>
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<p>Luis Fernando Molina, Julian Molina, Andreja Cobeljic, Matías Benitez, Ira Miller, Eduardo Remis, Jeff Braun, rico4dev, Barry Low, Nikola Bjelogrlic, Hirajin Koizuko, and Francisco J. Santillán.</p>
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<p>Luis Fernando Molina, Julian Molina, Andreja Cobeljic, Matías Benitez, Ira Miller, Eduardo Remis,
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Jeff Braun, rico4dev, Barry Low, Nikola Bjelogrlic, Hirajin Koizuko, Francisco J. Santillán, Viktoria B.,
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Javier A., Gustavo J., Romina, Pedro P., Thais M., Loui M., Natalia M., Bashar A., Carlos V., Diego M.,
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Sebastian E., Bogdan P., Marko V., Igor S., Niksa K., Rodrigo M. and Nicanor M.</p>
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<p><span class="red">Help us keep Superalgos free for all. Become a contributor!</span></p>
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</div>
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<div id="masterApp"></div>
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@@ -169,6 +169,7 @@ function newFloatingObject() {
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if (thisObject.payload.parentNode.payload.floatingObject !== undefined) {
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if (thisObject.payload.parentNode.payload.floatingObject.isCollapsed === true) {
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thisObject.payload.parentNode.payload.floatingObject.isCollapsed = false
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thisObject.payload.parentNode.payload.floatingObject.collapsedManually = false
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thisObject.payload.parentNode.payload.floatingObject.unCollapseParent()
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}
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}
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@@ -1 +1 @@
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@@ -0,0 +1 @@
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Multi-Period-Market","id":"ab6608Line truncated
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@@ -1 +0,0 @@
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Multi-Period-Market","id":"ab6608d2-Line truncated
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+75
-155
@@ -1,184 +1,104 @@
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let candle = record.current // This is the primary dependency
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let volume = getElement('volumes', candle) // Here I get the volume bar corresponding to the current candle
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let totalVolume = volume.buy + volume.sell // Candles Volumes split the volume received from the exchange evenly betwen buy and sell because it does not know how much of it there is.
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variable.buyVolume = 0
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variable.sellVolume = 0
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let candle = record.current
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let previousCandle = record.previous
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/*
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We will estimate a buy volume or sell volume proportional to the distance from
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the open to the max and min of the candle.
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*/
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let distanceOpenMax = candle.max - candle.open
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let distanceOpenMin = candle.open - candle.min
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let distanceMaxMin = candle.max - candle.min
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|
||||
variable.supportResistanceZone = calculateSupportResistanceZone()
|
||||
variable.buyVolume = totalVolume * distanceOpenMax * 100 / distanceMaxMin
|
||||
variable.sellVolume = totalVolume * distanceOpenMin * 100 / distanceMaxMin
|
||||
|
||||
deleteResistances(candle.max)
|
||||
increasePeriods()
|
||||
|
||||
variable.resistance = {}
|
||||
|
||||
variable.resistance.rate = 0
|
||||
variable.resistance.period = 0
|
||||
variable.resistance.type = ''
|
||||
|
||||
if (previousCandle !== undefined) {
|
||||
|
||||
let previousPreviousCandle = record.previous.previous
|
||||
|
||||
if (previousPreviousCandle !== undefined) {
|
||||
|
||||
if (previousCandle.max > previousPreviousCandle.max && previousCandle.max > candle.max) {
|
||||
variable.resistance.rate = previousCandle.max
|
||||
variable.resistance.period = 0
|
||||
variable.resistance.type = 'Resistance'
|
||||
increaseResistancesBounces(variable.resistance.rate)
|
||||
rememberResistance(variable.resistance.rate)
|
||||
}
|
||||
let totalBuy
|
||||
let totalSell
|
||||
let totalNonZero
|
||||
/* Maintain the 20 periods moving averages. */
|
||||
variable.last20Buy.splice(0, 1)
|
||||
variable.last20Buy.push(variable.buyVolume)
|
||||
totalBuy = 0
|
||||
totalNonZero = 0
|
||||
for (let i = 0; i < variable.last20Buy.length; i++) {
|
||||
let value = variable.last20Buy[i]
|
||||
if (value > 0) {
|
||||
totalBuy = totalBuy + value
|
||||
totalNonZero++
|
||||
}
|
||||
}
|
||||
variable.buySMA20 = totalBuy / totalNonZero
|
||||
|
||||
setClosestResistances()
|
||||
|
||||
function deleteResistances(rate) {
|
||||
|
||||
let max
|
||||
|
||||
for (let i = 0; i < variable.resistances.length; i++) {
|
||||
let currenRecord = variable.resistances[i]
|
||||
let currentRate = currenRecord[0]
|
||||
|
||||
if (rate >= currentRate + currentRate * variable.supportResistanceZone / 2 / 100) { // It must go through the support / resistance zone around the current rate value
|
||||
max = i
|
||||
}
|
||||
}
|
||||
if (max !== undefined) {
|
||||
variable.resistances.splice(0, max + 1)
|
||||
variable.last20Sell.splice(0, 1)
|
||||
variable.last20Sell.push(variable.sellVolume)
|
||||
totalSell = 0
|
||||
totalNonZero = 0
|
||||
for (let i = 0; i < variable.last20Sell.length; i++) {
|
||||
let value = variable.last20Sell[i]
|
||||
if (value > 0) {
|
||||
totalSell = totalSell + value
|
||||
totalNonZero++
|
||||
}
|
||||
}
|
||||
variable.sellSMA20 = totalSell / totalNonZero
|
||||
|
||||
function increasePeriods() {
|
||||
|
||||
for (let i = 0; i < variable.resistances.length; i++) {
|
||||
let currenRecord = variable.resistances[i]
|
||||
currenRecord[1] = currenRecord[1] + 1
|
||||
/* Maintain the 200 periods moving averages. */
|
||||
variable.last200Buy.splice(0, 1)
|
||||
variable.last200Buy.push(variable.buyVolume)
|
||||
totalBuy = 0
|
||||
totalNonZero = 0
|
||||
for (let i = 0; i < variable.last200Buy.length; i++) {
|
||||
let value = variable.last200Buy[i]
|
||||
if (value > 0) {
|
||||
totalBuy = totalBuy + value
|
||||
totalNonZero++
|
||||
}
|
||||
}
|
||||
variable.buySMA200 = totalBuy / totalNonZero
|
||||
|
||||
function setClosestResistances() {
|
||||
let record
|
||||
|
||||
record = variable.resistances[0]
|
||||
if (record === undefined) { record = [0, 0, 0, 0, 0, 0, 0, 0] }
|
||||
variable.resistance1Rate = record[0]
|
||||
variable.resistance1Period = record[1]
|
||||
variable.resistance1Bounce1 = record[2]
|
||||
variable.resistance1Bounce2 = record[3]
|
||||
variable.resistance1Bounce3 = record[4]
|
||||
variable.resistance1Bounce5 = record[5]
|
||||
variable.resistance1Bounce10 = record[6]
|
||||
variable.resistance1BounceAll = record[7]
|
||||
|
||||
record = variable.resistances[1]
|
||||
if (record === undefined) { record = [0, 0, 0, 0, 0, 0, 0, 0] }
|
||||
variable.resistance2Rate = record[0]
|
||||
variable.resistance2Period = record[1]
|
||||
variable.resistance2Bounce1 = record[2]
|
||||
variable.resistance2Bounce2 = record[3]
|
||||
variable.resistance2Bounce3 = record[4]
|
||||
variable.resistance2Bounce5 = record[5]
|
||||
variable.resistance2Bounce10 = record[6]
|
||||
variable.resistance2BounceAll = record[7]
|
||||
|
||||
record = variable.resistances[2]
|
||||
if (record === undefined) { record = [0, 0, 0, 0, 0, 0, 0, 0] }
|
||||
variable.resistance3Rate = record[0]
|
||||
variable.resistance3Period = record[1]
|
||||
variable.resistance3Bounce1 = record[2]
|
||||
variable.resistance3Bounce2 = record[3]
|
||||
variable.resistance3Bounce3 = record[4]
|
||||
variable.resistance3Bounce5 = record[5]
|
||||
variable.resistance3Bounce10 = record[6]
|
||||
variable.resistance3BounceAll = record[7]
|
||||
|
||||
record = variable.resistances[3]
|
||||
if (record === undefined) { record = [0, 0, 0, 0, 0, 0, 0, 0] }
|
||||
variable.resistance4Rate = record[0]
|
||||
variable.resistance4Period = record[1]
|
||||
variable.resistance4Bounce1 = record[2]
|
||||
|
||||
record = variable.resistances[4]
|
||||
if (record === undefined) { record = [0, 0, 0, 0, 0, 0, 0, 0] }
|
||||
variable.resistance5Rate = record[0]
|
||||
variable.resistance5Period = record[1]
|
||||
variable.resistance5Bounce1 = record[2]
|
||||
|
||||
}
|
||||
|
||||
function rememberResistance(rate) {
|
||||
if (variable.resistances.length === 0) {
|
||||
variable.resistances.push([rate, 1, 0, 0, 0, 0, 0, 0])
|
||||
return
|
||||
}
|
||||
for (let i = 0; i < variable.resistances.length; i++) {
|
||||
let currenRecord = variable.resistances[i]
|
||||
let currentRate = currenRecord[0]
|
||||
|
||||
if (rate > currentRate - currentRate * variable.supportResistanceZone / 2 / 100 && rate < currentRate + currentRate * variable.supportResistanceZone / 2 / 100) {
|
||||
// We are not going to remember this new level since it is absorved by this existing one.
|
||||
return
|
||||
}
|
||||
|
||||
if (rate < currentRate) {
|
||||
variable.resistances.splice(i, 0, [rate, 1, 0, 0, 0, 0, 0, 0])
|
||||
return
|
||||
}
|
||||
|
||||
if (i === variable.resistances.length - 1) {
|
||||
variable.resistances.push([rate, 1, 0, 0, 0, 0, 0, 0])
|
||||
return
|
||||
}
|
||||
variable.last200Sell.splice(0, 1)
|
||||
variable.last200Sell.push(variable.sellVolume)
|
||||
totalSell = 0
|
||||
totalNonZero = 0
|
||||
for (let i = 0; i < variable.last200Sell.length; i++) {
|
||||
let value = variable.last200Sell[i]
|
||||
if (value > 0) {
|
||||
totalSell = totalSell + value
|
||||
totalNonZero++
|
||||
}
|
||||
}
|
||||
variable.sellSMA200 = totalSell / totalNonZero
|
||||
|
||||
function increaseResistancesBounces(rate) {
|
||||
/* Finaly we compute how many times the 200 moving average the volume is */
|
||||
variable.buyForce = Math.trunc(variable.buyVolume / variable.buySMA200)
|
||||
variable.sellForce = Math.trunc(variable.sellVolume / variable.sellSMA200)
|
||||
|
||||
for (let i = 0; i < variable.resistances.length; i++) {
|
||||
let currenRecord = variable.resistances[i]
|
||||
let currentRate = currenRecord[0]
|
||||
let percentage = 100 - rate * 100 / currentRate
|
||||
|
||||
if (percentage <= variable.supportResistanceZone / 2 * 1) {
|
||||
currenRecord[2] = currenRecord[2] + 1
|
||||
}
|
||||
|
||||
if (percentage <= variable.supportResistanceZone / 2 * 2) {
|
||||
currenRecord[3] = currenRecord[3] + 1
|
||||
}
|
||||
|
||||
if (percentage <= variable.supportResistanceZone / 2 * 3) {
|
||||
currenRecord[4] = currenRecord[4] + 1
|
||||
}
|
||||
|
||||
if (percentage <= variable.supportResistanceZone / 2 * 5) {
|
||||
currenRecord[5] = currenRecord[5] + 1
|
||||
}
|
||||
|
||||
if (percentage <= variable.supportResistanceZone / 2 * 10) {
|
||||
currenRecord[6] = currenRecord[6] + 1
|
||||
}
|
||||
|
||||
currenRecord[7] = currenRecord[7] + 1
|
||||
}
|
||||
|
||||
variable.last20Buy = []
|
||||
variable.last20Sell = []
|
||||
variable.last200Buy = []
|
||||
variable.last200Sell = []
|
||||
|
||||
for (let i = 0; i < 20; i++) {
|
||||
variable.last20Buy.push(0)
|
||||
variable.last20Sell.push(0)
|
||||
}
|
||||
|
||||
function calculateSupportResistanceZone() {
|
||||
/*
|
||||
The variable % is a percentage we will use for support and resistance based on the time frame.
|
||||
We will fix the % for 1 minute candles and for 24 hs candle and the use the formula to obtain
|
||||
y on a line by knowing 2 points of the line as described here: https://en.wikipedia.org/wiki/Line_(geometry)
|
||||
*/
|
||||
for (let i = 0; i < 200; i++) {
|
||||
variable.last200Buy.push(0)
|
||||
variable.last200Sell.push(0)
|
||||
}
|
||||
|
||||
let x0 = system.ONE_MIN_IN_MILISECONDS
|
||||
let y0 = 0.1 // At one min, we will consider the resistance / support zone to be 0.1% resistance
|
||||
let x1 = system.ONE_DAY_IN_MILISECONDS
|
||||
let y1 = 4 // At one day, we will consider the resistance / support zone to be 4% resistance
|
||||
|
||||
let x = system.timeFrame // This is the current time frame being calculated
|
||||
let y = (x - x0) * (y1 - y0) / (x1 - x0) + y0
|
||||
|
||||
return y
|
||||
|
||||
}
|
||||
Reference in new issue
Block a user