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direction implemented on strategy logic

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This commit is contained in:
Luis Fernando Molina committed 2019-03-15 09:56:19 +01:00
1 parent 908e3357c7
commit 59fda24d28
1 file changed
+25 -9
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Multi-Period-Market/User.Bot.js
+25 -9
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@@ -298,6 +298,14 @@
bandwidth: marketFile[i][4]
};
if (previous !== undefined) {
if (previous.movingAverage > percentageBandwidth.movingAverage) { percentageBandwidth.direction = 'down'; }
if (previous.movingAverage < percentageBandwidth.movingAverage) { percentageBandwidth.direction = 'up'; }
if (previous.movingAverage === percentageBandwidth.movingAverage) { percentageBandwidth.direction = 'side'; }
}
percentageBandwidth.previous = previous;
percentageBandwidthMap.set(percentageBandwidth.begin, percentageBandwidth);
@@ -370,7 +378,7 @@
for (let i = 0; i < marketFile.length; i++) {
let bollingerBands = {
let bollingerBand = {
begin: marketFile[i][0],
end: marketFile[i][1],
movingAverage: marketFile[i][2],
@@ -378,11 +386,19 @@
deviation: marketFile[i][4]
};
bollingerBands.previous = previous;
if (previous !== undefined) {
bollingerBandsMap.set(bollingerBands.begin, bollingerBands);
if (previous.movingAverage > bollingerBand.movingAverage) { bollingerBand.direction = 'down'; }
if (previous.movingAverage < bollingerBand.movingAverage) { bollingerBand.direction = 'up'; }
if (previous.movingAverage === bollingerBand.movingAverage) { bollingerBand.direction = 'side'; }
previous = bollingerBands;
}
bollingerBand.previous = previous;
bollingerBandsMap.set(bollingerBand.begin, bollingerBand);
previous = bollingerBand;
}
nextBollingerChannels();
@@ -959,7 +975,7 @@
conditions: [
{
name: "%B Moving Average going up",
code: "percentageBandwidth.previous.previous.movingAverage > percentageBandwidth.previous.movingAverage && percentageBandwidth.previous.movingAverage > percentageBandwidth.movingAverage"
code: "percentageBandwidth.previous.direction === 'down' && percentageBandwidth.direction === 'down'"
},
{
name: "%B Bandwidth going up",
@@ -1014,7 +1030,7 @@
},
{
name: "Band Moving Average going down",
code: "bollingerBand.previous.movingAverage > bollingerBand.movingAverage"
code: "bollingerBand.direction === 'down'"
}
]
}
@@ -1077,7 +1093,7 @@
conditions: [
{
name: "%B Moving Average going up",
code: "percentageBandwidth.previous.movingAverage < percentageBandwidth.movingAverage"
code: "percentageBandwidth.direction === 'up'"
},
{
name: "%B Moving Average above 0",
@@ -1096,7 +1112,7 @@
conditions: [
{
name: "%B Moving Average going down",
code: "percentageBandwidth.previous.movingAverage > percentageBandwidth.movingAverage"
code: "percentageBandwidth.direction === 'down'"
}
]
}
@@ -1111,7 +1127,7 @@
conditions: [
{
name: "%B Moving Average going up",
code: "percentageBandwidth.previous.movingAverage < percentageBandwidth.movingAverag"
code: "percentageBandwidth.direction === 'up'"
},
{
name: "%B Moving Average above 30",