fez5587/Superalgos
1
0 Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

Several Bug Fixes: No taking profit and closing at the same candle

Browse Source
This commit is contained in:
Luis Fernando Molina committed 2019-06-28 13:48:44 +02:00
1 parent 2691dd2c54
commit 719ca3d6b2
3 files changed
+41 -51
Download Patch File Download Diff File Expand all files Collapse all files

No files matched your search

Commons.js
+35 -45
View File
@@ -239,9 +239,9 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
let balanceAssetA = initialBalanceA;
let balanceAssetB = initialBalanceB;
let lastProfit = 0;
let lastTradeProfitLoss = 0;
let profit = 0;
let lastProfitPercent = 0;
let lastTradeROI = 0;
let roundtrips = 0;
let fails = 0;
@@ -258,9 +258,9 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
yesterday.balanceAssetA = balanceAssetA;
yesterday.balanceAssetB = balanceAssetB;
yesterday.lastProfit = 0;
yesterday.lastTradeProfitLoss = 0;
yesterday.profit = 0;
yesterday.lastProfitPercent = 0;
yesterday.lastTradeROI = 0;
yesterday.Roundtrips = 0;
yesterday.fails = 0;
@@ -281,9 +281,9 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
interExecutionMemory.balanceAssetA = balanceAssetA;
interExecutionMemory.balanceAssetB = balanceAssetB;
interExecutionMemory.lastProfit = lastProfit;
interExecutionMemory.lastTradeProfitLoss = lastTradeProfitLoss;
interExecutionMemory.profit = profit;
interExecutionMemory.lastProfitPercent = lastProfitPercent;
interExecutionMemory.lastTradeROI = lastTradeROI;
interExecutionMemory.roundtrips = 0;
interExecutionMemory.fails = 0;
@@ -311,9 +311,9 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
}
lastProfit = interExecutionMemory.lastProfit;
lastTradeProfitLoss = interExecutionMemory.lastTradeProfitLoss;
profit = interExecutionMemory.profit;
lastProfitPercent = interExecutionMemory.lastProfitPercent;
lastTradeROI = interExecutionMemory.lastTradeROI;
roundtrips = interExecutionMemory.roundtrips;
fails = interExecutionMemory.fails;
@@ -739,6 +739,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
}
/* Trigger On Conditions */
if (
strategyStage === 'No Stage' &&
currentStrategyIndex === -1
@@ -758,7 +759,6 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
}
if (balance > minimunBalance && balance < maximunBalance) {
/* Trigger On Conditions */
/*
Here we need to pick a strategy, or if there is not suitable strategy for the current
@@ -818,7 +818,6 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
}
/* Trigger Off Condition */
if (strategyStage === 'Trigger Stage') {
let strategy = tradingSystem.strategies[currentStrategyIndex];
@@ -863,7 +862,6 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
}
/* Take Position Condition */
if (strategyStage === 'Trigger Stage') {
let strategy = tradingSystem.strategies[currentStrategyIndex];
@@ -912,10 +910,9 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
}
/* Stop Loss Management */
if (
strategyStage === 'Open Stage' ||
strategyStage === 'Manage Stage'
(strategyStage === 'Open Stage' || strategyStage === 'Manage Stage') &&
takePositionNow !== true
) {
checkStopPhases()
@@ -1020,10 +1017,9 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
}
/* Take Profit Management */
if (
strategyStage === 'Open Stage' ||
strategyStage === 'Manage Stage'
(strategyStage === 'Open Stage' || strategyStage === 'Manage Stage') &&
takePositionNow !== true
) {
checkTakeProfitPhases();
@@ -1128,10 +1124,9 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
}
/* Checking if Stop or Take Profit were hit */
if (
strategyStage === 'Open Stage' ||
strategyStage === 'Manage Stage'
(strategyStage === 'Open Stage' || strategyStage === 'Manage Stage') &&
takePositionNow !== true
) {
/* Checking what happened since the last execution. We need to know if the Stop Loss
@@ -1210,7 +1205,6 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
}
/* Taking a Position */
if (
takePositionNow === true
) {
@@ -1254,14 +1248,11 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
marketRate = candle.close;
calculateStopLoss();
calculateTakeProfit();
previousBalanceAssetA = balanceAssetA;
previousBalanceAssetB = balanceAssetB;
lastProfit = 0;
lastProfitPercent = 0;
lastTradeProfitLoss = 0;
lastTradeROI = 0;
if (baseAsset === 'BTC') {
balanceAssetB = balanceAssetB + positionSize * positionRate;
@@ -1278,8 +1269,8 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
yesterday.balanceAssetA = balanceAssetA;
yesterday.balanceAssetB = balanceAssetB;
yesterday.lastProfit = lastProfit;
yesterday.lastProfitPercent = lastProfitPercent;
yesterday.lastTradeProfitLoss = lastTradeProfitLoss;
yesterday.lastTradeROI = lastTradeROI;
}
}
@@ -1288,7 +1279,6 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
}
/* Closing a Position */
if (strategyStage === 'Close Stage') {
roundtrips++;
@@ -1300,29 +1290,29 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
}
if (baseAsset === 'BTC') {
lastProfit = balanceAssetA - previousBalanceAssetA;
lastProfitPercent = lastProfit / previousBalanceAssetA * 100;
if (isNaN(lastProfitPercent)) { lastProfitPercent = 0; }
lastTradeProfitLoss = balanceAssetA - previousBalanceAssetA;
lastTradeROI = lastTradeProfitLoss * 100 / positionSize;
if (isNaN(lastTradeROI)) { lastTradeROI = 0; }
profit = balanceAssetA - initialBalanceA;
} else {
lastProfit = balanceAssetB - previousBalanceAssetB;
lastProfitPercent = lastProfit / previousBalanceAssetB * 100;
if (isNaN(lastProfitPercent)) { lastProfitPercent = 0; }
lastTradeProfitLoss = balanceAssetB - previousBalanceAssetB;
lastTradeROI = lastTradeProfitLoss * 100 / positionSize;
if (isNaN(lastTradeROI)) { lastTradeROI = 0; }
profit = balanceAssetB - initialBalanceB;
}
if (currentDay !== undefined) {
if (positionInstant < currentDay.valueOf()) {
yesterday.lastProfit = lastProfit;
yesterday.lastTradeProfitLoss = lastTradeProfitLoss;
yesterday.profit = profit;
yesterday.lastProfitPercent = lastProfitPercent;
yesterday.lastTradeROI = lastTradeROI;
}
}
currentTrade.lastProfitPercent = lastProfitPercent;
currentTrade.lastTradeROI = lastTradeROI;
currentTrade.stopRate = stopLoss;
if (lastProfit > 0) {
if (lastTradeProfitLoss > 0) {
hits++;
if (currentDay !== undefined) {
@@ -1493,7 +1483,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
balanceA: balanceAssetA,
balanceB: balanceAssetB,
profit: profit,
lastProfit: lastProfit,
lastTradeProfitLoss: lastTradeProfitLoss,
stopLoss: stopLoss,
roundtrips: roundtrips,
hits: hits,
@@ -1504,7 +1494,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
days: days,
anualizedRateOfReturn: anualizedRateOfReturn,
positionRate: positionRate,
lastProfitPercent: lastProfitPercent,
lastTradeROI: lastTradeROI,
strategy: currentStrategyIndex,
strategyStageNumber: strategyStageNumber,
takeProfit: takeProfit,
@@ -1562,7 +1552,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
(currentTrade.begin !== 0 && i === candles.length - 1 && lastCandle.end !== lastInstantOfTheDay)
) {
currentTrade.profit = lastProfit;
currentTrade.profit = lastTradeProfitLoss;
tradesArray.push(currentTrade);
@@ -1570,7 +1560,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
begin: 0,
end: 0,
status: 0,
lastProfitPercent: 0,
lastTradeROI: 0,
exitType: 0,
beginRate: 0,
endRate: 0
@@ -1590,9 +1580,9 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
interExecutionMemory.balanceAssetA = yesterday.balanceAssetA;
interExecutionMemory.balanceAssetB = yesterday.balanceAssetB;
interExecutionMemory.lastProfit = yesterday.lastProfit;
interExecutionMemory.lastTradeProfitLoss = yesterday.lastTradeProfitLoss;
interExecutionMemory.profit = yesterday.profit;
interExecutionMemory.lastProfitPercent = yesterday.lastProfitPercent;
interExecutionMemory.lastTradeROI = yesterday.lastTradeROI;
interExecutionMemory.roundtrips = interExecutionMemory.roundtrips + yesterday.Roundtrips;
interExecutionMemory.fails = interExecutionMemory.fails + yesterday.fails;
Multi-Period-Daily/User.Bot.js
+3 -3
View File
@@ -141,7 +141,7 @@
record.balanceA + "," +
record.balanceB + "," +
record.profit + "," +
record.lastProfit + "," +
record.lastTradeProfitLoss + "," +
record.stopLoss + "," +
record.roundtrips + "," +
record.hits + "," +
@@ -152,7 +152,7 @@
record.days + "," +
record.anualizedRateOfReturn + "," +
record.positionRate + "," +
record.lastProfitPercent + "," +
record.lastTradeROI + "," +
record.strategy + "," +
record.strategyStageNumber + "," +
record.takeProfit + "," +
@@ -407,7 +407,7 @@
record.begin + "," +
record.end + "," +
record.status + "," +
record.lastProfitPercent + "," +
record.lastTradeROI + "," +
record.beginRate + "," +
record.endRate + "," +
record.exitType + "," +
Multi-Period-Market/User.Bot.js
+3 -3
View File
@@ -137,7 +137,7 @@
record.balanceA + "," +
record.balanceB + "," +
record.profit + "," +
record.lastProfit + "," +
record.lastTradeProfitLoss + "," +
record.stopLoss + "," +
record.roundtrips + "," +
record.hits + "," +
@@ -148,7 +148,7 @@
record.days + "," +
record.anualizedRateOfReturn + "," +
record.positionRate + "," +
record.lastProfitPercent + "," +
record.lastTradeROI + "," +
record.strategy + "," +
record.strategyStageNumber + "," +
record.takeProfit + "," +
@@ -380,7 +380,7 @@
record.begin + "," +
record.end + "," +
record.status + "," +
record.lastProfitPercent + "," +
record.lastTradeROI + "," +
record.beginRate + "," +
record.endRate + "," +
record.exitType + "," +