Merge remote-tracking branch 'upstream/develop' into develop

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Luis Fernando Molina committed 2019-07-06 16:50:18 +02:00
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@@ -156,3 +156,158 @@ Notice the red horizontal bars indicating the _stop_ value for each period (cand
![Trading-Simulation-Trades](https://user-images.githubusercontent.com/13994516/58574801-1a76f700-8241-11e9-9144-0db81636dace.gif)
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## Strategy Designer
The Strategy Designer organizes strategies following the framework established by the _Superalgos Protocol_. If you are not familiar with the protocol, please read either of the following articles:
* Superalgos Protocol V0.1 - the Short Version, for Experienced Traders (link pending).
* Superalgos Protocol V0.1 - the Long Version, for Beginner Traders (link pending).
The Strategy Designer provides a Graphic User Interface for traders to input the rules and _formulas_ that determine the behaviour of the strategy. Traders need to define the rules to _trigger on_ and _trigger off_ the strategy, to _take a position_, to manage _take profit_ targets and _stop loss_.
The protocol calls these sets of rules _situations_, in the sense that you are trying to determine what is going on with the market and, if the 'situation' is right, certain _actions_ or _events_ should be triggered.
In other words, you define _situations_ in which you wish a certain _event_ to happen (i.e.: trigger on the strategy, take a position, etc.) and each situation is described as a set of _conditions_ that need to be met in order for the _event_ to be triggered.
When **all** _conditions_ within a _situation_ evaluate _true_, then the _situation_ evaluates _true_.
Events may be triggered in different situations, meaning that you are free to define different _situations_ upon which the event would be triggered. In such case, when **any** of the _situations_ evaluate _true_, then the event shall be triggered.
In order to define _conditions_ you will use _statements_ using any of the available _variables_ that describe what is happening with the market. Remember, _conditions_ need to evaluate either _true_ or _false_.
**For example:**
Situation 1
* Condition A: candle.close > bollingerBand.MovingAverage
* Condition B: candle.previous.max > bollingerBand.MovingAverage
In the example above, conditions A and B are mathematical comparison statements that may evaluate either _true_ or _false_. In the case both would evaluate _true_ then Situation 1 would be true.
## Available Variables
### Candles
**candle.min:** The minimum price of the current candle.
**candle.max:** The maximum price of the current candle.
**candle.open:** The price at which the current candle opened.
**candle.close:** The latest price of the current candle.
**candle.direction:** Down: candle.close > candle.open | Up: candle.close < candle.open | Side: candle.close = candle.open
**candle.previous:** Refers to the previous candle. You may use _candle.previous_ to fetch any of the variables of the previous candle (i.e.: _candle.previous.close_). You may also use as many _.previous_ as required to fetch values of more than one period behind the current one (i.e.: _candle.previous.previous.max_ returns the maximum value of two candles before the current one).
### [Bollinger Band](https://en.wikipedia.org/wiki/Bollinger_bands)
**bollingerBand.movingAverage:** The value of the current moving average (20 periods).
**bollingerBand.standardDeviation:** The value of current the [standard deviation](https://en.wikipedia.org/wiki/Standard_deviation).
**bollingerBand.deviation:** bollingerBand.standardDeviation * 2
**bollingerBand.direction:**
* Down: bollingerBand.previous.movingAverage > bollingerBand.movingAverage
* Up: bollingerBand.previous.movingAverage < bollingerBand.movingAverage
* Side: bollingerBand.previous.movingAverage = bollingerBand.movingAverage)
**bollingerBand.previous:** Use _.previous_ like with candles (see _candle.previous_ above).
### Percentage Bandwidth
**percentageBandwidth.value:** The current value of the percentage bandwidth.
**percentageBandwidth.movingAverage:** The current value of the percentage bandwidth moving average.
**percentageBandwidth.bandwith:** The current bandwith.
**percentageBandwidth.direction:**
* Down: percentageBandwidth.previous.movingAverage > percentageBandwidth.movingAverage
* Up: percentageBandwidth.previous.movingAverage < percentageBandwidth.movingAverage
* Side: percentageBandwidth.previous.movingAverage = percentageBandwidth.movingAverage)
**percentageBandwidth.previous:** Use _.previous_ like with candles (see _candle.previous_ above).
### Bollinger Channels
**bollingerChannel.begin:**
**bollingerChannel.end:**
**bollingerChannel.direction (Down | Up | Side):**
**bollingerChannel.period:**
**bollingerChannel.firstMovingAverage:**
**bollingerChannel.lastMovingAverage:**
**bollingerChannel.firstDeviation:**
**bollingerChannel.lastDeviation:**
**bollingerChannel.previous:**
### Bollinger SubChannels
**bollingerSubChannel.begin:**
**bollingerSubChannel.end:**
**bollingerSubChannel.direction (Down | Up | Side):**
**bollingerSubChannel.slope (Steep | Medium | Gentle | Side):**
**bollingerSubChannel.period:**
**bollingerSubChannel.firstMovingAverage:**
**bollingerSubChannel.lastMovingAverage:**
**bollingerSubChannel.firstDeviation:**
**bollingerSubChannel.lastDeviation:**
**bollingerSubChannel.previous:**
### Internal
**strategyStage (No Stage | Trigger Stage | Open Stage | Manage Stage | Close Stage):**
**stopLoss:**
**stopLossPhase (0 | 1 | ...):**
**takeProfit:**
**takeProfitPhase:**
**positionRate:**
**positionSize:**
**positionInstant:**
**balanceAssetA:**
**balanceAssetB:**
**lastTradeProfitLoss:**
**lastTradeROI:**
**profit:**
**roundtrips:**
**fails:**
**hits:**
**periods:**