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5 phase strategy implemented

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Luis Fernando Molina committed 2019-03-05 12:00:09 +01:00
1 parent 03f0e8ad8c
commit 70439e1d45
1 file changed
+17 -25
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Multi-Period-Market/User.Bot.js
+17 -25
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@@ -689,14 +689,13 @@
/* Initial Values */
let lastOperation = 'Buy';
let initialDate = new Date("2018-08-01");
let initialBalanceA = 1;
/* Strategy and Phases */
let strategy = 0;
let strategyPhase = 0; // So far we will consider 3 possible phases: 0 = Initial state, 1 = Signal to buy, 2 = Buy, 3 = Sell.
let strategyPhase = 0; // So far we will consider 5 possible phases: 0 = Initial state, 1 = Signal to buy, 2 = Buy, 3 = After Buy, 4 = Sell.
/* Stop Loss Management */
@@ -776,7 +775,7 @@
manually.
*/
strategy = 2;
strategy = 1;
}
/* Checking what happened since the last execution. We need to know if the Stop Loss
@@ -785,7 +784,6 @@
/* Stop Loss condition: Here we verify if the Stop Loss was hitted or not. */
if (candle.max >= stopLoss &&
lastOperation === 'Sell' &&
strategyPhase === 2) {
balanceAssetA = balanceAssetB / stopLoss;
@@ -794,13 +792,12 @@
balanceAssetB = 0;
rate = stopLoss;
type = '"Buy@StopLoss"';
strategyPhase = 3;
strategyPhase = 4;
}
/* Buy Order condition: Here we verify if the Buy Order was filled or not. */
if (candle.min <= buyOrder &&
lastOperation === 'Sell' &&
strategyPhase === 2) {
balanceAssetA = balanceAssetB / buyOrder;
@@ -809,7 +806,7 @@
balanceAssetB = 0;
rate = buyOrder;
type = '"Buy@BuyOrder"';
strategyPhase = 3;
strategyPhase = 4;
}
if (strategyPhase < 3) {
@@ -840,8 +837,8 @@
if (
percentgeBandwidth.value >= 70 &&
lastOperation === 'Buy' &&
strategyPhase === 0 &&
percentgeBandwidth.value >= 70 &&
(percentgeBandwidth1.movingAverage > percentgeBandwidth.movingAverage) &&
presellModeIsActive === false
) {
@@ -851,19 +848,17 @@
};
let sellSignalActivated = false;
/* Sell Condition #1 */
if (
strategyPhase === 1 &&
presellModeIsActive === true &&
band2.movingAverage > band1.movingAverage &&
band1.movingAverage > band.movingAverage &&
lastOperation === 'Buy'
band1.movingAverage > band.movingAverage
) {
type = '"Sell-1"';
sellSignalActivated = true;
strategyPhase = 2;
stopLossPhase = 1;
buyOrderPhase = 1;
@@ -872,15 +867,15 @@
/* Sell Condition #2 */
if (
strategyPhase <= 1 &&
candles[i - 3].min < band3.movingAverage - band3.deviation &&
candles[i - 2].min < band2.movingAverage - band2.deviation &&
candles[i - 1].min < band1.movingAverage - band1.deviation &&
candle.min < band.movingAverage - band.deviation &&
lastOperation === 'Buy'
candle.min < band.movingAverage - band.deviation
) {
type = '"Sell-2"';
sellSignalActivated = true;
strategyPhase = 2;
stopLossPhase = 1;
buyOrderPhase = 1;
@@ -897,8 +892,8 @@
}
if (
strategyPhase === 2 &&
candle.max < band.movingAverage &&
lastOperation === 'Sell' &&
band1.movingAverage > band.movingAverage
) {
@@ -945,8 +940,8 @@
buyOrder = band.movingAverage - band.standardDeviation * 10; //+ band.movingAverage - band.standardDeviation * 4 * (buyOrderPercentage + buyOrderDecay) / 100;
if (
strategyPhase === 2 &&
candle.max < band.movingAverage &&
lastOperation === 'Sell' &&
band1.movingAverage > band.movingAverage &&
candle.min < band.movingAverage - band.deviation
) {
@@ -995,7 +990,7 @@
}
if (sellSignalActivated === true) {
if (strategyPhase === 2) {
previousBalanceAssetA = balanceAssetA;
lastProfit = 0;
@@ -1009,13 +1004,12 @@
stopLoss = sellRate + sellRate * stopLossPercentage / 100;
lastOperation = 'Sell';
presellModeIsActive = false;
stopLossDecay = 0;
addRecord();
sellSignalActivated = false;
strategyPhase = 3;
continue;
}
}
@@ -1044,7 +1038,7 @@
/* Here we define what to do if the conditions to buy were activated. */
if (strategyPhase === 3) {
if (strategyPhase === 4) {
roundtrips++;
lastProfit = balanceAssetA - previousBalanceAssetA;
@@ -1067,8 +1061,6 @@
let miliSecondsPerDay = 24 * 60 * 60 * 1000;
days = periods * outputPeriod / miliSecondsPerDay;
anualizedRateOfReturn = ROI / days * 365;
lastOperation = 'Buy';
addRecord();