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Pre Sell logic

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Luis Fernando Molina committed 2019-02-25 00:41:39 +01:00
1 parent 4d755f8c88
commit 60c111641b
1 file changed
+51 -9
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Multi-Period-Market/User.Bot.js
+51 -9
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@@ -326,7 +326,9 @@
try {
for (let i = 0; i < marketFile.length; i++) {
let initialBuffer = 3;
for (let i = 0 + initialBuffer; i < marketFile.length; i++) {
let candle = {
open: undefined,
@@ -372,7 +374,7 @@
/* Building records */
let stopLossPercentage = 1;
let stopLossPercentage = 2;
let initialBalanceA = 1;
let record;
let lastOperation = 'Buy';
@@ -394,7 +396,11 @@
let type = '';
let rate = 0;
let previousPBMovingAverage = 0;
let previousPreviousPBMovingAverage = 0;
let previousBandMovingAverage = 0;
let previousStopLoss = 0;
let trailingStop = false;
let pBOK = false;
for (let i = 0; i < candles.length; i++) {
@@ -409,12 +415,25 @@
periods++;
/* Sell condition */
/* PB Coming Down from the roof enables condition to sell */
if (
percentgeBandwidth.value >= 80 &&
percentgeBandwidth.value >= 70 &&
lastOperation === 'Buy' &&
(previousPBMovingAverage > percentgeBandwidth.movingAverage)
(previousPreviousPBMovingAverage > previousPBMovingAverage) &&
(previousPBMovingAverage > percentgeBandwidth.movingAverage )
) {
pBOK = true;
};
/* Sell Condition */
if (
pBOK === true &&
previousBandMovingAverage > band.movingAverage &&
lastOperation === 'Buy'
) {
previousBalanceAssetA = balanceAssetA;
@@ -427,18 +446,36 @@
type = '"Sell"';
lastOperation = 'Sell';
pBOK = false;
addRecord();
continue;
};
}
/* Start Trailing Stop Condition */
if (candle.max < band.movingAverage && lastOperation === 'Sell') {
if (
candle.max < band.movingAverage &&
lastOperation === 'Sell' &&
(previousBandMovingAverage > band.movingAverage) &&
(candle.min < band.movingAverage - band.deviation)
) {
stopLoss = band.movingAverage;
trailingStop = true;
}
if (trailingStop === true) {
let newStopLoss = band.movingAverage + band.movingAverage * stopLossPercentage / 100;
if (newStopLoss < previousStopLoss) {
stopLoss = newStopLoss;
} else {
stopLoss = previousStopLoss;
}
}
/* Stop Loss condition */
@@ -468,6 +505,7 @@
stopLoss = 0;
trailingStop = false;
roundtrips++;
lastProfit = balanceAssetA - previousBalanceAssetA;
profit = profit + lastProfit;
@@ -497,7 +535,6 @@
type = '""';
addRecord();
previousPBMovingAverage = percentgeBandwidth.movingAverage;
function addRecord() {
@@ -523,6 +560,11 @@
}
recordsArray.push(record);
previousPreviousPBMovingAverage = previousPBMovingAverage
previousPBMovingAverage = percentgeBandwidth.movingAverage;
previousBandMovingAverage = band.movingAverage;
previousStopLoss = stopLoss;
}
}