Bug Fixed with max balance
This commit is contained in:
Luis Fernando Molina committed
1 parent
42bb8281f1
commit
860bcfc39e
2 files changed
+84
-77
No files matched your search
+17
-7
@@ -187,13 +187,6 @@
|
||||
|
||||
/* Set all default values */
|
||||
bot.VALUES_TO_USE = {
|
||||
baseAsset: "BTC",
|
||||
initialBalanceA: 0.001,
|
||||
initialBalanceB: 0,
|
||||
minimumBalanceA: 0.0005,
|
||||
minimumBalanceB: 0,
|
||||
maximumBalanceA: 0.002,
|
||||
maximumBalanceB: 0,
|
||||
slippage: {
|
||||
positionRate: 0,
|
||||
stopLoss: 0,
|
||||
@@ -283,6 +276,23 @@
|
||||
bot.VALUES_TO_USE.maximumBalanceA = 0
|
||||
}
|
||||
}
|
||||
|
||||
/* Solve when values are missing. */
|
||||
if (bot.VALUES_TO_USE.minimumBalanceA === undefined) {
|
||||
bot.VALUES_TO_USE.minimumBalanceA = 0
|
||||
}
|
||||
|
||||
if (bot.VALUES_TO_USE.minimumBalanceB === undefined) {
|
||||
bot.VALUES_TO_USE.minimumBalanceB = 0
|
||||
}
|
||||
|
||||
if (bot.VALUES_TO_USE.maximumBalanceA === undefined) {
|
||||
bot.VALUES_TO_USE.maximumBalanceA = 10000000000000000
|
||||
}
|
||||
|
||||
if (bot.VALUES_TO_USE.maximumBalanceB === undefined) {
|
||||
bot.VALUES_TO_USE.maximumBalanceB = 10000000000000000
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
+67
-70
@@ -1114,104 +1114,101 @@
|
||||
minimumBalance = bot.VALUES_TO_USE.minimumBalanceB
|
||||
maximumBalance = bot.VALUES_TO_USE.maximumBalanceB
|
||||
}
|
||||
|
||||
if (minimumBalance === undefined) {
|
||||
minimumBalance = 0
|
||||
|
||||
let stopRunningDate = new Date(candle.begin)
|
||||
if (balance <= minimumBalance) {
|
||||
tradingSystem.error = "Min Balance @ " + stopRunningDate.toLocaleString()
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> " + tradingSystem.error ); }
|
||||
afterLoop()
|
||||
return
|
||||
}
|
||||
|
||||
if (maximumBalance === undefined) {
|
||||
maximumBalance = 10000000000000000
|
||||
if (balance >= maximumBalance) {
|
||||
tradingSystem.error = "Max Balance @ " + stopRunningDate.toLocaleString()
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> " + tradingSystem.error); }
|
||||
afterLoop()
|
||||
return
|
||||
}
|
||||
|
||||
if (balance > minimumBalance && balance < maximumBalance) {
|
||||
|
||||
/*
|
||||
Here we need to pick a strategy, or if there is not suitable strategy for the current
|
||||
market conditions, we pass until the next period.
|
||||
/*
|
||||
Here we need to pick a strategy, or if there is not suitable strategy for the current
|
||||
market conditions, we pass until the next period.
|
||||
|
||||
To pick a new strategy we will evaluate what we call the trigger on. Once we enter
|
||||
into one strategy, we will ignore market conditions for others. However there is also
|
||||
a strategy trigger off which can be hit before taking a position. If hit, we would
|
||||
be outside a strategy again and looking for the condition to enter all over again.
|
||||
To pick a new strategy we will evaluate what we call the trigger on. Once we enter
|
||||
into one strategy, we will ignore market conditions for others. However there is also
|
||||
a strategy trigger off which can be hit before taking a position. If hit, we would
|
||||
be outside a strategy again and looking for the condition to enter all over again.
|
||||
|
||||
*/
|
||||
*/
|
||||
|
||||
for (let j = 0; j < tradingSystem.strategies.length; j++) {
|
||||
for (let j = 0; j < tradingSystem.strategies.length; j++) {
|
||||
|
||||
let strategy = tradingSystem.strategies[j];
|
||||
let strategy = tradingSystem.strategies[j];
|
||||
|
||||
let triggerStage = strategy.triggerStage
|
||||
let triggerStage = strategy.triggerStage
|
||||
|
||||
if (triggerStage !== undefined) {
|
||||
if (triggerStage !== undefined) {
|
||||
|
||||
if (triggerStage.triggerOn !== undefined) {
|
||||
if (triggerStage.triggerOn !== undefined) {
|
||||
|
||||
for (let k = 0; k < triggerStage.triggerOn.situations.length; k++) {
|
||||
for (let k = 0; k < triggerStage.triggerOn.situations.length; k++) {
|
||||
|
||||
let situation = triggerStage.triggerOn.situations[k];
|
||||
let passed = true;
|
||||
let situation = triggerStage.triggerOn.situations[k];
|
||||
let passed = true;
|
||||
|
||||
for (let m = 0; m < situation.conditions.length; m++) {
|
||||
for (let m = 0; m < situation.conditions.length; m++) {
|
||||
|
||||
let condition = situation.conditions[m];
|
||||
let key = j + '-' + 'triggerStage' + '-' + 'triggerOn' + '-' + k + '-' + m;
|
||||
let condition = situation.conditions[m];
|
||||
let key = j + '-' + 'triggerStage' + '-' + 'triggerOn' + '-' + k + '-' + m;
|
||||
|
||||
let value = false
|
||||
if (conditions.get(key) !== undefined) {
|
||||
value = conditions.get(key).value;
|
||||
}
|
||||
|
||||
if (value === false) { passed = false; }
|
||||
let value = false
|
||||
if (conditions.get(key) !== undefined) {
|
||||
value = conditions.get(key).value;
|
||||
}
|
||||
|
||||
if (passed) {
|
||||
if (value === false) { passed = false; }
|
||||
}
|
||||
|
||||
strategyStage = 'Trigger Stage';
|
||||
checkAnnouncements(triggerStage)
|
||||
if (passed) {
|
||||
|
||||
currentStrategyIndex = j;
|
||||
currentStrategy.begin = candle.begin;
|
||||
currentStrategy.beginRate = candle.min;
|
||||
currentStrategy.endRate = candle.min; // In case the strategy does not get exited
|
||||
currentStrategy.triggerOnSituation = situation.name
|
||||
strategyStage = 'Trigger Stage';
|
||||
checkAnnouncements(triggerStage)
|
||||
|
||||
if (processingDailyFiles) {
|
||||
if (positionedAtYesterday) {
|
||||
yesterday.strategyStage = strategyStage;
|
||||
yesterday.currentStrategyIndex = currentStrategyIndex;
|
||||
yesterday.currentStrategy.begin = currentStrategy.begin;
|
||||
yesterday.currentStrategy.beginRate = currentStrategy.beginRate;
|
||||
yesterday.currentStrategy.endRate = currentStrategy.endRate;
|
||||
yesterday.currentStrategy.triggerOnSituation = currentStrategy.triggerOnSituation;
|
||||
}
|
||||
currentStrategyIndex = j;
|
||||
currentStrategy.begin = candle.begin;
|
||||
currentStrategy.beginRate = candle.min;
|
||||
currentStrategy.endRate = candle.min; // In case the strategy does not get exited
|
||||
currentStrategy.triggerOnSituation = situation.name
|
||||
|
||||
if (processingDailyFiles) {
|
||||
if (positionedAtYesterday) {
|
||||
yesterday.strategyStage = strategyStage;
|
||||
yesterday.currentStrategyIndex = currentStrategyIndex;
|
||||
yesterday.currentStrategy.begin = currentStrategy.begin;
|
||||
yesterday.currentStrategy.beginRate = currentStrategy.beginRate;
|
||||
yesterday.currentStrategy.endRate = currentStrategy.endRate;
|
||||
yesterday.currentStrategy.triggerOnSituation = currentStrategy.triggerOnSituation;
|
||||
}
|
||||
|
||||
distanceToLast.triggerOn = 1;
|
||||
|
||||
if (processingDailyFiles) {
|
||||
if (positionedAtYesterday) {
|
||||
yesterday.distanceToLast.triggerOn = distanceToLast.triggerOn
|
||||
}
|
||||
}
|
||||
|
||||
checkAnnouncements(triggerStage.triggerOn)
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> Switching to Trigger Stage because conditions at Trigger On Event were met."); }
|
||||
break;
|
||||
}
|
||||
|
||||
distanceToLast.triggerOn = 1;
|
||||
|
||||
if (processingDailyFiles) {
|
||||
if (positionedAtYesterday) {
|
||||
yesterday.distanceToLast.triggerOn = distanceToLast.triggerOn
|
||||
}
|
||||
}
|
||||
|
||||
checkAnnouncements(triggerStage.triggerOn)
|
||||
|
||||
if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> Switching to Trigger Stage because conditions at Trigger On Event were met."); }
|
||||
break;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
} else {
|
||||
let stopRunningDate = new Date(candle.begin)
|
||||
if (balance <= minimumBalance) {
|
||||
tradingSystem.error = "Min Balance @ " + stopRunningDate.toLocaleString()
|
||||
}
|
||||
if (balance >= maximumBalance) {
|
||||
tradingSystem.error = "Max Balance @ " + stopRunningDate.toLocaleString()
|
||||
}
|
||||
}
|
||||
|
||||
}
|
||||
|
||||
/* Trigger Off Condition */
|
||||
|
||||
Reference in new issue
Block a user