check stop and take profit
This commit is contained in:
Luis Fernando Molina committed
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2c3d53b3a4
commit
15cf159a9d
2 files changed
+315
-330
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@@ -342,173 +342,14 @@ exports.newTradingSimulation = function newTradingSimulation(bot, logger, UTILIT
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tradingSystemModule.checkTriggerOn()
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tradingSystemModule.checkTriggerOff()
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tradingSystemModule.checkTakePosition()
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tradingSystemModule.finalize()
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/* Stop Loss Management */
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if (
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(tradingEngine.current.strategy.stageType.value === 'Open Stage' || tradingEngine.current.strategy.stageType.value === 'Manage Stage') &&
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takePositionNow !== true
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) {
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checkStopPhases()
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calculateStopLoss()
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}
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function checkStopPhases() {
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let strategy = tradingSystem.strategies[tradingEngine.current.strategy.index.value]
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let openStage = strategy.openStage
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let manageStage = strategy.manageStage
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let parentNode
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let j = tradingEngine.current.strategy.index.value
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let stageKey
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let initialDefinitionKey = ''
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let p
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if (tradingEngine.current.position.stopLoss.stopLossStage.value === 'Open Stage' && openStage !== undefined) {
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if (openStage.initialDefinition !== undefined) {
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if (openStage.initialDefinition.stopLoss !== undefined) {
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parentNode = openStage.initialDefinition
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initialDefinitionKey = '-' + 'initialDefinition'
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stageKey = 'openStage'
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p = tradingEngine.current.position.stopLoss.stopLossPhase.value
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}
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}
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}
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if (tradingEngine.current.position.stopLoss.stopLossStage.value === 'Manage Stage' && manageStage !== undefined) {
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if (manageStage.stopLoss !== undefined) {
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parentNode = manageStage
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stageKey = 'manageStage'
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p = tradingEngine.current.position.stopLoss.stopLossPhase.value - 1
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}
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}
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if (parentNode !== undefined) {
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let phase = parentNode.stopLoss.phases[p]
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/* Check the next Phase Event. */
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let nextPhaseEvent = phase.nextPhaseEvent
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if (nextPhaseEvent !== undefined) {
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for (let k = 0; k < nextPhaseEvent.situations.length; k++) {
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let situation = nextPhaseEvent.situations[k]
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let passed
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if (situation.conditions.length > 0) {
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passed = true
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}
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for (let m = 0; m < situation.conditions.length; m++) {
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let condition = situation.conditions[m]
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let key = j + '-' + stageKey + initialDefinitionKey + '-' + 'stopLoss' + '-' + p + '-' + k + '-' + m
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let value = false
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if (conditions.get(key) !== undefined) {
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value = conditions.get(key).value
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}
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if (value === false) { passed = false }
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}
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if (passed) {
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tradingEngine.current.position.stopLoss.stopLossPhase.value++
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tradingEngine.current.position.stopLoss.stopLossStage.value = 'Manage Stage'
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if (tradingEngine.current.position.takeProfit.takeProfitPhase.value > 0) {
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tradingEngine.current.strategy.stageType.value = 'Manage Stage'
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checkAnnouncements(manageStage, 'Take Profit')
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}
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checkAnnouncements(nextPhaseEvent)
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return
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}
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}
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}
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/* Check the Move to Phase Events. */
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for (let n = 0; n < phase.moveToPhaseEvents.length; n++) {
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let moveToPhaseEvent = phase.moveToPhaseEvents[n]
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if (moveToPhaseEvent !== undefined) {
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for (let k = 0; k < moveToPhaseEvent.situations.length; k++) {
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let situation = moveToPhaseEvent.situations[k]
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let passed
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if (situation.conditions.length > 0) {
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passed = true
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}
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for (let m = 0; m < situation.conditions.length; m++) {
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let condition = situation.conditions[m]
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let key = j + '-' + stageKey + initialDefinitionKey + '-' + 'stopLoss' + '-' + p + '-' + n + '-' + k + '-' + m
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let value = false
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if (conditions.get(key) !== undefined) {
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value = conditions.get(key).value
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}
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if (value === false) { passed = false }
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}
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if (passed) {
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let moveToPhase = moveToPhaseEvent.referenceParent
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if (moveToPhase !== undefined) {
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for (let q = 0; q < parentNode.stopLoss.phases.length; q++) {
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if (parentNode.stopLoss.phases[q].id === moveToPhase.id) {
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tradingEngine.current.position.stopLoss.stopLossPhase.value = q + 1
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}
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}
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} else {
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moveToPhaseEvent.error = 'This Node needs to reference a Phase.'
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continue
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}
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tradingEngine.current.position.stopLoss.stopLossStage.value = 'Manage Stage'
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if (tradingEngine.current.position.takeProfit.takeProfitPhase.value > 0) {
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tradingEngine.current.strategy.stageType.value = 'Manage Stage'
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checkAnnouncements(manageStage, 'Take Profit')
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}
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checkAnnouncements(moveToPhaseEvent)
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return
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}
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}
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}
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}
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}
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}
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function calculateStopLoss() {
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let strategy = tradingSystem.strategies[tradingEngine.current.strategy.index.value]
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let openStage = strategy.openStage
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let manageStage = strategy.manageStage
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let phase
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let key
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if (tradingEngine.current.position.stopLoss.stopLossStage.value === 'Open Stage' && openStage !== undefined) {
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if (openStage.initialDefinition !== undefined) {
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if (openStage.initialDefinition.stopLoss !== undefined) {
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phase = openStage.initialDefinition.stopLoss.phases[tradingEngine.current.position.stopLoss.stopLossPhase.value]
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key = tradingEngine.current.strategy.index.value + '-' + 'openStage' + '-' + 'initialDefinition' + '-' + 'stopLoss' + '-' + (tradingEngine.current.position.stopLoss.stopLossPhase.value)
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}
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}
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}
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if (tradingEngine.current.position.stopLoss.stopLossStage.value === 'Manage Stage' && manageStage !== undefined) {
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if (manageStage.stopLoss !== undefined) {
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phase = manageStage.stopLoss.phases[tradingEngine.current.position.stopLoss.stopLossPhase.value - 1]
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key = tradingEngine.current.strategy.index.value + '-' + 'manageStage' + '-' + 'stopLoss' + '-' + (tradingEngine.current.position.stopLoss.stopLossPhase.value - 1)
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}
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}
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if (phase !== undefined) {
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if (phase.formula !== undefined) {
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let previousValue = tradingEngine.current.position.stopLoss.value
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tradingEngine.current.position.stopLoss.value = formulas.get(key)
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if (tradingEngine.current.position.stopLoss.value !== previousValue) {
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checkAnnouncements(phase, tradingEngine.current.position.stopLoss.value)
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}
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}
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}
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tradingSystemModule.checkStopPhases()
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tradingSystemModule.calculateStopLoss()
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}
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/* Take Profit Management */
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@@ -516,168 +357,11 @@ exports.newTradingSimulation = function newTradingSimulation(bot, logger, UTILIT
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(tradingEngine.current.strategy.stageType.value === 'Open Stage' || tradingEngine.current.strategy.stageType.value === 'Manage Stage') &&
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takePositionNow !== true
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) {
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checkTakeProfitPhases()
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calculateTakeProfit()
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tradingSystemModule.checkTakeProfitPhases()
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tradingSystemModule.calculateTakeProfit()
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}
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function checkTakeProfitPhases() {
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let strategy = tradingSystem.strategies[tradingEngine.current.strategy.index.value]
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let openStage = strategy.openStage
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let manageStage = strategy.manageStage
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let parentNode
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let j = tradingEngine.current.strategy.index.value
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let stageKey
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let initialDefinitionKey = ''
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let p
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if (tradingEngine.current.position.takeProfit.takeProfitStage.value === 'Open Stage' && openStage !== undefined) {
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if (openStage.initialDefinition !== undefined) {
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if (openStage.initialDefinition.takeProfit !== undefined) {
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parentNode = openStage.initialDefinition
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initialDefinitionKey = '-' + 'initialDefinition'
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stageKey = 'openStage'
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p = tradingEngine.current.position.takeProfit.takeProfitPhase.value
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}
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}
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}
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if (tradingEngine.current.position.takeProfit.takeProfitStage.value === 'Manage Stage' && manageStage !== undefined) {
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if (manageStage.takeProfit !== undefined) {
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parentNode = manageStage
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stageKey = 'manageStage'
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p = tradingEngine.current.position.takeProfit.takeProfitPhase.value - 1
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}
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}
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if (parentNode !== undefined) {
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let phase = parentNode.takeProfit.phases[p]
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if (phase === undefined) { return } // trying to jump to a phase that does not exists.
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/* Check the next Phase Event. */
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let nextPhaseEvent = phase.nextPhaseEvent
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if (nextPhaseEvent !== undefined) {
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for (let k = 0; k < nextPhaseEvent.situations.length; k++) {
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let situation = nextPhaseEvent.situations[k]
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let passed
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if (situation.conditions.length > 0) {
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passed = true
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}
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for (let m = 0; m < situation.conditions.length; m++) {
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let condition = situation.conditions[m]
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let key = j + '-' + stageKey + initialDefinitionKey + '-' + 'takeProfit' + '-' + p + '-' + k + '-' + m
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let value = false
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if (conditions.get(key) !== undefined) {
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value = conditions.get(key).value
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}
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if (value === false) { passed = false }
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}
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if (passed) {
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tradingEngine.current.position.takeProfit.takeProfitPhase.value++
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tradingEngine.current.position.takeProfit.takeProfitStage.value = 'Manage Stage'
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if (tradingEngine.current.position.stopLoss.stopLossPhase.value > 0) {
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tradingEngine.current.strategy.stageType.value = 'Manage Stage'
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checkAnnouncements(manageStage, 'Stop')
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}
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checkAnnouncements(nextPhaseEvent)
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return
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}
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}
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}
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/* Check the Move to Phase Events. */
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for (let n = 0; n < phase.moveToPhaseEvents.length; n++) {
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let moveToPhaseEvent = phase.moveToPhaseEvents[n]
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if (moveToPhaseEvent !== undefined) {
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for (let k = 0; k < moveToPhaseEvent.situations.length; k++) {
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let situation = moveToPhaseEvent.situations[k]
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let passed
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if (situation.conditions.length > 0) {
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passed = true
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}
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for (let m = 0; m < situation.conditions.length; m++) {
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let condition = situation.conditions[m]
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let key = j + '-' + stageKey + initialDefinitionKey + '-' + 'takeProfit' + '-' + p + '-' + n + '-' + k + '-' + m
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let value = false
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if (conditions.get(key) !== undefined) {
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value = conditions.get(key).value
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}
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if (value === false) { passed = false }
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}
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if (passed) {
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let moveToPhase = moveToPhaseEvent.referenceParent
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if (moveToPhase !== undefined) {
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for (let q = 0; q < parentNode.takeProfit.phases.length; q++) {
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if (parentNode.takeProfit.phases[q].id === moveToPhase.id) {
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tradingEngine.current.position.takeProfit.takeProfitPhase.value = q + 1
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}
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}
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} else {
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moveToPhaseEvent.error = 'This Node needs to reference a Phase.'
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continue
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}
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tradingEngine.current.position.takeProfit.takeProfitStage.value = 'Manage Stage'
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if (tradingEngine.current.position.stopLoss.stopLossPhase.value > 0) {
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tradingEngine.current.strategy.stageType.value = 'Manage Stage'
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checkAnnouncements(manageStage, 'Stop')
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}
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checkAnnouncements(moveToPhaseEvent)
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return
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}
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}
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}
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}
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}
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}
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function calculateTakeProfit() {
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let strategy = tradingSystem.strategies[tradingEngine.current.strategy.index.value]
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let openStage = strategy.openStage
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let manageStage = strategy.manageStage
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let phase
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let key
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if (tradingEngine.current.position.takeProfit.takeProfitStage.value === 'Open Stage' && openStage !== undefined) {
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if (openStage.initialDefinition !== undefined) {
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if (openStage.initialDefinition.takeProfit !== undefined) {
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phase = openStage.initialDefinition.takeProfit.phases[tradingEngine.current.position.takeProfit.takeProfitPhase.value]
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key = tradingEngine.current.strategy.index.value + '-' + 'openStage' + '-' + 'initialDefinition' + '-' + 'takeProfit' + '-' + (tradingEngine.current.position.takeProfit.takeProfitPhase.value)
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}
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}
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}
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if (tradingEngine.current.position.takeProfit.takeProfitStage.value === 'Manage Stage' && manageStage !== undefined) {
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if (manageStage.takeProfit !== undefined) {
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phase = manageStage.takeProfit.phases[tradingEngine.current.position.takeProfit.takeProfitPhase.value - 1]
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key = tradingEngine.current.strategy.index.value + '-' + 'manageStage' + '-' + 'takeProfit' + '-' + (tradingEngine.current.position.takeProfit.takeProfitPhase.value - 1)
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}
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}
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if (phase !== undefined) {
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if (phase.formula !== undefined) {
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let previousValue = tradingEngine.current.position.stopLoss.value
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tradingEngine.current.position.takeProfit.value = formulas.get(key)
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if (tradingEngine.current.position.takeProfit.value !== previousValue) {
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checkAnnouncements(phase, tradingEngine.current.position.takeProfit.value)
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}
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}
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}
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}
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tradingSystemModule.finalize()
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/* Keeping Position Counters Up-to-date */
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if (
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+310
-9
@@ -9,11 +9,17 @@ exports.newTradingSystem = function newTradingSystem(bot, logger) {
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checkTriggerOn: checkTriggerOn,
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checkTriggerOff: checkTriggerOff,
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checkTakePosition: checkTakePosition,
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checkStopPhases: checkStopPhases,
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calculateStopLoss: calculateStopLoss,
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checkTakeProfitPhases: checkTakeProfitPhases,
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calculateTakeProfit: calculateTakeProfit,
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initialize: initialize,
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finalize: finalize
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}
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let chart
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let tradingSystem
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let tradingEngine
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let conditions = new Map()
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let conditionsValues = []
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@@ -27,10 +33,14 @@ exports.newTradingSystem = function newTradingSystem(bot, logger) {
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function initialize(pChart) {
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chart = pChart
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tradingSystem = bot.TRADING_SYSTEM
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tradingEngine = bot.TRADING_ENGINE
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}
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function finalize() {
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chart = undefined
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tradingSystem = undefined
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tradingEngine = undefined
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conditions = undefined
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conditionsValues = undefined
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@@ -184,9 +194,6 @@ exports.newTradingSystem = function newTradingSystem(bot, logger) {
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}
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function checkTriggerOn() {
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let tradingSystem = bot.TRADING_SYSTEM
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let tradingEngine = bot.TRADING_ENGINE
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/* Trigger On Conditions */
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if (
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tradingEngine.current.strategy.stageType.value === 'No Stage' &&
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@@ -260,9 +267,6 @@ exports.newTradingSystem = function newTradingSystem(bot, logger) {
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}
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function checkTriggerOff() {
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let tradingSystem = bot.TRADING_SYSTEM
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let tradingEngine = bot.TRADING_ENGINE
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/* Trigger Off Condition */
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if (tradingEngine.current.strategy.stageType.value === 'Trigger Stage') {
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let strategy = tradingSystem.strategies[tradingEngine.current.strategy.index.value]
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@@ -309,9 +313,6 @@ exports.newTradingSystem = function newTradingSystem(bot, logger) {
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}
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function checkTakePosition() {
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let tradingSystem = bot.TRADING_SYSTEM
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let tradingEngine = bot.TRADING_ENGINE
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/* Take Position Condition */
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if (tradingEngine.current.strategy.stageType.value === 'Trigger Stage') {
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let strategy = tradingSystem.strategies[tradingEngine.current.strategy.index.value]
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@@ -360,5 +361,305 @@ exports.newTradingSystem = function newTradingSystem(bot, logger) {
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}
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}
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}
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function checkStopPhases() {
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let strategy = tradingSystem.strategies[tradingEngine.current.strategy.index.value]
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let openStage = strategy.openStage
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let manageStage = strategy.manageStage
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let parentNode
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let j = tradingEngine.current.strategy.index.value
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let p
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if (tradingEngine.current.position.stopLoss.stopLossStage.value === 'Open Stage' && openStage !== undefined) {
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if (openStage.initialDefinition !== undefined) {
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if (openStage.initialDefinition.stopLoss !== undefined) {
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parentNode = openStage.initialDefinition
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p = tradingEngine.current.position.stopLoss.stopLossPhase.value
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}
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}
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}
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if (tradingEngine.current.position.stopLoss.stopLossStage.value === 'Manage Stage' && manageStage !== undefined) {
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if (manageStage.stopLoss !== undefined) {
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parentNode = manageStage
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p = tradingEngine.current.position.stopLoss.stopLossPhase.value - 1
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}
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}
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if (parentNode !== undefined) {
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let phase = parentNode.stopLoss.phases[p]
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/* Check the next Phase Event. */
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let nextPhaseEvent = phase.nextPhaseEvent
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if (nextPhaseEvent !== undefined) {
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for (let k = 0; k < nextPhaseEvent.situations.length; k++) {
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let situation = nextPhaseEvent.situations[k]
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let passed
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if (situation.conditions.length > 0) {
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passed = true
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}
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for (let m = 0; m < situation.conditions.length; m++) {
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let condition = situation.conditions[m]
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let value = false
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if (conditions.get(condition.id) !== undefined) {
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value = conditions.get(condition.id).value
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}
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if (value === false) { passed = false }
|
||||
}
|
||||
|
||||
if (passed) {
|
||||
tradingEngine.current.position.stopLoss.stopLossPhase.value++
|
||||
tradingEngine.current.position.stopLoss.stopLossStage.value = 'Manage Stage'
|
||||
if (tradingEngine.current.position.takeProfit.takeProfitPhase.value > 0) {
|
||||
tradingEngine.current.strategy.stageType.value = 'Manage Stage'
|
||||
checkAnnouncements(manageStage, 'Take Profit')
|
||||
}
|
||||
|
||||
checkAnnouncements(nextPhaseEvent)
|
||||
return
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/* Check the Move to Phase Events. */
|
||||
for (let n = 0; n < phase.moveToPhaseEvents.length; n++) {
|
||||
let moveToPhaseEvent = phase.moveToPhaseEvents[n]
|
||||
if (moveToPhaseEvent !== undefined) {
|
||||
for (let k = 0; k < moveToPhaseEvent.situations.length; k++) {
|
||||
let situation = moveToPhaseEvent.situations[k]
|
||||
let passed
|
||||
if (situation.conditions.length > 0) {
|
||||
passed = true
|
||||
}
|
||||
|
||||
for (let m = 0; m < situation.conditions.length; m++) {
|
||||
|
||||
let condition = situation.conditions[m]
|
||||
let value = false
|
||||
if (conditions.get(condition.id) !== undefined) {
|
||||
value = conditions.get(condition.id).value
|
||||
}
|
||||
|
||||
if (value === false) { passed = false }
|
||||
}
|
||||
|
||||
if (passed) {
|
||||
|
||||
let moveToPhase = moveToPhaseEvent.referenceParent
|
||||
if (moveToPhase !== undefined) {
|
||||
for (let q = 0; q < parentNode.stopLoss.phases.length; q++) {
|
||||
if (parentNode.stopLoss.phases[q].id === moveToPhase.id) {
|
||||
tradingEngine.current.position.stopLoss.stopLossPhase.value = q + 1
|
||||
}
|
||||
}
|
||||
} else {
|
||||
moveToPhaseEvent.error = 'This Node needs to reference a Phase.'
|
||||
continue
|
||||
}
|
||||
|
||||
tradingEngine.current.position.stopLoss.stopLossStage.value = 'Manage Stage'
|
||||
if (tradingEngine.current.position.takeProfit.takeProfitPhase.value > 0) {
|
||||
tradingEngine.current.strategy.stageType.value = 'Manage Stage'
|
||||
checkAnnouncements(manageStage, 'Take Profit')
|
||||
}
|
||||
|
||||
checkAnnouncements(moveToPhaseEvent)
|
||||
return
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
function calculateStopLoss() {
|
||||
let strategy = tradingSystem.strategies[tradingEngine.current.strategy.index.value]
|
||||
let openStage = strategy.openStage
|
||||
let manageStage = strategy.manageStage
|
||||
let phase
|
||||
let key
|
||||
|
||||
if (tradingEngine.current.position.stopLoss.stopLossStage.value === 'Open Stage' && openStage !== undefined) {
|
||||
if (openStage.initialDefinition !== undefined) {
|
||||
if (openStage.initialDefinition.stopLoss !== undefined) {
|
||||
phase = openStage.initialDefinition.stopLoss.phases[tradingEngine.current.position.stopLoss.stopLossPhase.value]
|
||||
key = tradingEngine.current.strategy.index.value + '-' + 'openStage' + '-' + 'initialDefinition' + '-' + 'stopLoss' + '-' + (tradingEngine.current.position.stopLoss.stopLossPhase.value)
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
if (tradingEngine.current.position.stopLoss.stopLossStage.value === 'Manage Stage' && manageStage !== undefined) {
|
||||
if (manageStage.stopLoss !== undefined) {
|
||||
phase = manageStage.stopLoss.phases[tradingEngine.current.position.stopLoss.stopLossPhase.value - 1]
|
||||
key = tradingEngine.current.strategy.index.value + '-' + 'manageStage' + '-' + 'stopLoss' + '-' + (tradingEngine.current.position.stopLoss.stopLossPhase.value - 1)
|
||||
}
|
||||
}
|
||||
|
||||
if (phase !== undefined) {
|
||||
if (phase.formula !== undefined) {
|
||||
let previousValue = tradingEngine.current.position.stopLoss.value
|
||||
|
||||
tradingEngine.current.position.stopLoss.value = formulas.get(key)
|
||||
|
||||
if (tradingEngine.current.position.stopLoss.value !== previousValue) {
|
||||
checkAnnouncements(phase, tradingEngine.current.position.stopLoss.value)
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
function checkTakeProfitPhases() {
|
||||
let strategy = tradingSystem.strategies[tradingEngine.current.strategy.index.value]
|
||||
|
||||
let openStage = strategy.openStage
|
||||
let manageStage = strategy.manageStage
|
||||
let parentNode
|
||||
let j = tradingEngine.current.strategy.index.value
|
||||
let p
|
||||
|
||||
if (tradingEngine.current.position.takeProfit.takeProfitStage.value === 'Open Stage' && openStage !== undefined) {
|
||||
if (openStage.initialDefinition !== undefined) {
|
||||
if (openStage.initialDefinition.takeProfit !== undefined) {
|
||||
parentNode = openStage.initialDefinition
|
||||
p = tradingEngine.current.position.takeProfit.takeProfitPhase.value
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
if (tradingEngine.current.position.takeProfit.takeProfitStage.value === 'Manage Stage' && manageStage !== undefined) {
|
||||
if (manageStage.takeProfit !== undefined) {
|
||||
parentNode = manageStage
|
||||
p = tradingEngine.current.position.takeProfit.takeProfitPhase.value - 1
|
||||
}
|
||||
}
|
||||
|
||||
if (parentNode !== undefined) {
|
||||
let phase = parentNode.takeProfit.phases[p]
|
||||
if (phase === undefined) { return } // trying to jump to a phase that does not exists.
|
||||
|
||||
/* Check the next Phase Event. */
|
||||
let nextPhaseEvent = phase.nextPhaseEvent
|
||||
if (nextPhaseEvent !== undefined) {
|
||||
for (let k = 0; k < nextPhaseEvent.situations.length; k++) {
|
||||
let situation = nextPhaseEvent.situations[k]
|
||||
let passed
|
||||
if (situation.conditions.length > 0) {
|
||||
passed = true
|
||||
}
|
||||
|
||||
for (let m = 0; m < situation.conditions.length; m++) {
|
||||
let condition = situation.conditions[m]
|
||||
let value = false
|
||||
if (conditions.get(condition.id) !== undefined) {
|
||||
value = conditions.get(condition.id).value
|
||||
}
|
||||
|
||||
if (value === false) { passed = false }
|
||||
}
|
||||
|
||||
if (passed) {
|
||||
tradingEngine.current.position.takeProfit.takeProfitPhase.value++
|
||||
tradingEngine.current.position.takeProfit.takeProfitStage.value = 'Manage Stage'
|
||||
if (tradingEngine.current.position.stopLoss.stopLossPhase.value > 0) {
|
||||
tradingEngine.current.strategy.stageType.value = 'Manage Stage'
|
||||
checkAnnouncements(manageStage, 'Stop')
|
||||
}
|
||||
|
||||
checkAnnouncements(nextPhaseEvent)
|
||||
return
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
/* Check the Move to Phase Events. */
|
||||
for (let n = 0; n < phase.moveToPhaseEvents.length; n++) {
|
||||
let moveToPhaseEvent = phase.moveToPhaseEvents[n]
|
||||
if (moveToPhaseEvent !== undefined) {
|
||||
for (let k = 0; k < moveToPhaseEvent.situations.length; k++) {
|
||||
let situation = moveToPhaseEvent.situations[k]
|
||||
let passed
|
||||
if (situation.conditions.length > 0) {
|
||||
passed = true
|
||||
}
|
||||
|
||||
for (let m = 0; m < situation.conditions.length; m++) {
|
||||
|
||||
let condition = situation.conditions[m]
|
||||
let value = false
|
||||
if (conditions.get(condition.id) !== undefined) {
|
||||
value = conditions.get(condition.id).value
|
||||
}
|
||||
|
||||
if (value === false) { passed = false }
|
||||
}
|
||||
|
||||
if (passed) {
|
||||
|
||||
let moveToPhase = moveToPhaseEvent.referenceParent
|
||||
if (moveToPhase !== undefined) {
|
||||
for (let q = 0; q < parentNode.takeProfit.phases.length; q++) {
|
||||
if (parentNode.takeProfit.phases[q].id === moveToPhase.id) {
|
||||
tradingEngine.current.position.takeProfit.takeProfitPhase.value = q + 1
|
||||
}
|
||||
}
|
||||
} else {
|
||||
moveToPhaseEvent.error = 'This Node needs to reference a Phase.'
|
||||
continue
|
||||
}
|
||||
|
||||
tradingEngine.current.position.takeProfit.takeProfitStage.value = 'Manage Stage'
|
||||
if (tradingEngine.current.position.stopLoss.stopLossPhase.value > 0) {
|
||||
tradingEngine.current.strategy.stageType.value = 'Manage Stage'
|
||||
checkAnnouncements(manageStage, 'Stop')
|
||||
}
|
||||
|
||||
checkAnnouncements(moveToPhaseEvent)
|
||||
return
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
function calculateTakeProfit() {
|
||||
let strategy = tradingSystem.strategies[tradingEngine.current.strategy.index.value]
|
||||
let openStage = strategy.openStage
|
||||
let manageStage = strategy.manageStage
|
||||
let phase
|
||||
let key
|
||||
|
||||
if (tradingEngine.current.position.takeProfit.takeProfitStage.value === 'Open Stage' && openStage !== undefined) {
|
||||
if (openStage.initialDefinition !== undefined) {
|
||||
if (openStage.initialDefinition.takeProfit !== undefined) {
|
||||
phase = openStage.initialDefinition.takeProfit.phases[tradingEngine.current.position.takeProfit.takeProfitPhase.value]
|
||||
key = tradingEngine.current.strategy.index.value + '-' + 'openStage' + '-' + 'initialDefinition' + '-' + 'takeProfit' + '-' + (tradingEngine.current.position.takeProfit.takeProfitPhase.value)
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
if (tradingEngine.current.position.takeProfit.takeProfitStage.value === 'Manage Stage' && manageStage !== undefined) {
|
||||
if (manageStage.takeProfit !== undefined) {
|
||||
phase = manageStage.takeProfit.phases[tradingEngine.current.position.takeProfit.takeProfitPhase.value - 1]
|
||||
key = tradingEngine.current.strategy.index.value + '-' + 'manageStage' + '-' + 'takeProfit' + '-' + (tradingEngine.current.position.takeProfit.takeProfitPhase.value - 1)
|
||||
}
|
||||
}
|
||||
|
||||
if (phase !== undefined) {
|
||||
if (phase.formula !== undefined) {
|
||||
let previousValue = tradingEngine.current.position.stopLoss.value
|
||||
|
||||
tradingEngine.current.position.takeProfit.value = formulas.get(key)
|
||||
|
||||
if (tradingEngine.current.position.takeProfit.value !== previousValue) {
|
||||
checkAnnouncements(phase, tradingEngine.current.position.takeProfit.value)
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
Reference in new issue
Block a user