BUG FIX: Calculating over all indicators are present. TP and STOP at ORD
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+16
-13
+16
-13
@@ -343,16 +343,25 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
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for (let i = 0; i < candles.length; i++) {
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/* Update all the data objects available for the simulation. */
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let candle = candles[i];
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let percentageBandwidth = percentageBandwidthMap.get(candle.begin);
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let bollingerBand = bollingerBandsMap.get(candle.begin);
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let bollingerChannel = getElement(bollingerChannelsArray, candle.begin, candle.end);
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let bollingerSubChannel = getElement(bollingerSubChannelsArray, candle.begin, candle.end);
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//let LRC = LRCMap.get(candle.begin);
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//if (LRC === undefined) { continue; }
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if (percentageBandwidth === undefined) { continue; } // percentageBandwidth might start after the first few candles.
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if (candle.begin < initialDate.valueOf()) { continue; }
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/* If any of the needed indicators is missing, then that period is not calculated */
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if (candle.begin < initialDate.valueOf()) { continue; }
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if (bollingerBand === undefined) { continue; }
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if (percentageBandwidth === undefined) { continue; } // percentageBandwidth might start after the first few candles.
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if (bollingerChannel === undefined) { continue; }
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if (bollingerSubChannel === undefined) { continue; }
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//if (LRC === undefined) { continue; }
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periods++;
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days = periods * timePeriod / ONE_DAY_IN_MILISECONDS;
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@@ -362,9 +371,6 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
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}
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}
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let bollingerChannel = getElement(bollingerChannelsArray, candle.begin, candle.end);
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let bollingerSubChannel = getElement(bollingerSubChannelsArray, candle.begin, candle.end);
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let lastObjects = {
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candle: clone(candle),
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//LRC: clone(LRC),
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@@ -1280,6 +1286,9 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
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}
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}
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calculateTakeProfit();
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calculateStopLoss();
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marketRate = candle.close;
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positionRate = candle.close;
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@@ -1664,12 +1673,6 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
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return element
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}
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}
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element = {
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direction: 'unknown',
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slope: 'unknown'
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};
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return element;
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}
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}
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catch (err) {
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