bot updates
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commit
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1 file changed
+157
-133
@@ -398,6 +398,14 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
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let formulasErrors = []; // Here we store the errors produced by all phase formulas.
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let formulasValues = []; // Here we store the values produced by all phase formulas.
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/* We set some variables that would be nice if they have a value before the formulas are calculated. */
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if (strategyStage === 'Trigger Stage' || strategyStage === 'No Stage') {
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positionRate = candle.close;
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}
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/* We define and evaluate all conditions to be used later during the simulation loop. */
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conditionsArrayRecord.push(candle.begin);
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@@ -405,7 +413,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
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evaluateConditionsAndFormulas(tradingSystem, conditions);
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function evaluateConditionsAndFormulas(tradingSystem, conditions) {
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function evaluateConditionsAndFormulas(tradingSystem, conditions) {
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for (let j = 0; j < tradingSystem.strategies.length; j++) {
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@@ -731,7 +739,6 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
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}
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if (
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strategyStage === 'No Stage' &&
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currentStrategyIndex === -1
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@@ -849,88 +856,6 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
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}
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}
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/* Checking if Stop or Take Profit were hit */
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if (
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strategyStage === 'Open Stage' ||
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strategyStage === 'Manage Stage'
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) {
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/* Checking what happened since the last execution. We need to know if the Stop Loss
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or our Take Profit were hit. */
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/* Stop Loss condition: Here we verify if the Stop Loss was hitted or not. */
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if ((baseAsset === 'BTC' && candle.max >= stopLoss) || (baseAsset !== 'BTC' && candle.min <= stopLoss)) {
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if (baseAsset === 'BTC') {
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balanceAssetA = balanceAssetA + balanceAssetB / stopLoss;
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balanceAssetB = 0;
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} else {
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balanceAssetB = balanceAssetB + balanceAssetA * stopLoss;
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balanceAssetA = 0;
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}
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if (currentDay !== undefined) {
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if (positionInstant < currentDay.valueOf()) {
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yesterday.balanceAssetA = balanceAssetA;
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yesterday.balanceAssetB = balanceAssetB;
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}
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}
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marketRate = stopLoss;
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type = '"Buy@StopLoss"';
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strategyStage = 'Close Stage';
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stopLossStage = 'No Stage';
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takeProfitStage = 'No Stage';
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currentTrade.end = candle.end;
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currentTrade.status = 1;
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currentTrade.exitType = 1;
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currentTrade.endRate = stopLoss;
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currentStrategy.number = currentStrategyIndex
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currentStrategy.end = candle.end;
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currentStrategy.endRate = candle.min;
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currentStrategy.status = 1;
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}
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/* Take Profit condition: Here we verify if the Take Profit was filled or not. */
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if ((baseAsset === 'BTC' && candle.min <= takeProfit) || (baseAsset !== 'BTC' && candle.max >= takeProfit)) {
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if (baseAsset === 'BTC') {
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balanceAssetA = balanceAssetA + balanceAssetB / takeProfit;
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balanceAssetB = 0;
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} else {
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balanceAssetB = balanceAssetB + balanceAssetA * takeProfit;
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balanceAssetA = 0;
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}
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if (currentDay !== undefined) {
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if (positionInstant < currentDay.valueOf()) {
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yesterday.balanceAssetA = balanceAssetA;
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yesterday.balanceAssetB = balanceAssetB;
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}
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}
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marketRate = takeProfit;
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type = '"Buy@TakeProfit"';
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strategyStage = 'Close Stage';
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stopLossStage = 'No Stage';
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takeProfitStage = 'No Stage';
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currentTrade.end = candle.end;
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currentTrade.status = 1;
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currentTrade.exitType = 2;
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currentTrade.endRate = takeProfit;
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currentStrategy.number = currentStrategyIndex
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currentStrategy.end = candle.end;
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currentStrategy.endRate = candle.min;
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currentStrategy.status = 1;
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}
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}
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/* Take Position Condition */
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if (strategyStage === 'Trigger Stage') {
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@@ -1075,8 +1000,10 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
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}
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}
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if (phase.formula !== undefined) {
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stopLoss = formulas.get(key)
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if (phase !== undefined) {
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if (phase.formula !== undefined) {
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stopLoss = formulas.get(key)
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}
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}
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}
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@@ -1178,8 +1105,92 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
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}
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}
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if (phase.formula !== undefined) {
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takeProfit = formulas.get(key)
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if (phase !== undefined) {
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if (phase.formula !== undefined) {
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takeProfit = formulas.get(key)
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}
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}
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}
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/* Checking if Stop or Take Profit were hit */
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if (
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strategyStage === 'Open Stage' ||
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strategyStage === 'Manage Stage'
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) {
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/* Checking what happened since the last execution. We need to know if the Stop Loss
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or our Take Profit were hit. */
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/* Stop Loss condition: Here we verify if the Stop Loss was hitted or not. */
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if ((baseAsset === 'BTC' && candle.max >= stopLoss) || (baseAsset !== 'BTC' && candle.min <= stopLoss)) {
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if (baseAsset === 'BTC') {
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balanceAssetA = balanceAssetA + balanceAssetB / stopLoss;
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balanceAssetB = 0;
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} else {
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balanceAssetB = balanceAssetB + balanceAssetA * stopLoss;
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balanceAssetA = 0;
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}
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if (currentDay !== undefined) {
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if (positionInstant < currentDay.valueOf()) {
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yesterday.balanceAssetA = balanceAssetA;
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yesterday.balanceAssetB = balanceAssetB;
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}
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}
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marketRate = stopLoss;
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type = '"Buy@StopLoss"';
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strategyStage = 'Close Stage';
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stopLossStage = 'No Stage';
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takeProfitStage = 'No Stage';
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currentTrade.end = candle.end;
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currentTrade.status = 1;
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currentTrade.exitType = 1;
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currentTrade.endRate = stopLoss;
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currentStrategy.number = currentStrategyIndex
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currentStrategy.end = candle.end;
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currentStrategy.endRate = candle.min;
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currentStrategy.status = 1;
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}
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/* Take Profit condition: Here we verify if the Take Profit was filled or not. */
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if ((baseAsset === 'BTC' && candle.min <= takeProfit) || (baseAsset !== 'BTC' && candle.max >= takeProfit)) {
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if (baseAsset === 'BTC') {
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balanceAssetA = balanceAssetA + balanceAssetB / takeProfit;
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balanceAssetB = 0;
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} else {
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balanceAssetB = balanceAssetB + balanceAssetA * takeProfit;
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balanceAssetA = 0;
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}
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if (currentDay !== undefined) {
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if (positionInstant < currentDay.valueOf()) {
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yesterday.balanceAssetA = balanceAssetA;
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yesterday.balanceAssetB = balanceAssetB;
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}
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}
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marketRate = takeProfit;
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type = '"Buy@TakeProfit"';
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strategyStage = 'Close Stage';
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stopLossStage = 'No Stage';
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takeProfitStage = 'No Stage';
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currentTrade.end = candle.end;
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currentTrade.status = 1;
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currentTrade.exitType = 2;
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currentTrade.endRate = takeProfit;
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currentStrategy.number = currentStrategyIndex
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currentStrategy.end = candle.end;
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currentStrategy.endRate = candle.min;
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currentStrategy.status = 1;
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}
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}
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@@ -1215,13 +1226,18 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
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} else {
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positionSize = balanceAssetB;
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}
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} else {
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if (baseAsset === 'BTC') {
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if (positionSize > balanceAssetA) { positionSize = balanceAssetA}
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} else {
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if (positionSize > balanceAssetB) { positionSize = balanceAssetB}
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}
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}
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}
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}
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}
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marketRate = candle.close;
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positionRate = marketRate;
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calculateStopLoss();
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calculateTakeProfit();
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@@ -1233,10 +1249,10 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
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lastProfitPercent = 0;
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if (baseAsset === 'BTC') {
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balanceAssetB = balanceAssetB + positionSize * marketRate;
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balanceAssetB = balanceAssetB + positionSize * positionRate;
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balanceAssetA = balanceAssetA - positionSize;
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} else {
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balanceAssetA = balanceAssetA + positionSize / marketRate;
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balanceAssetA = balanceAssetA + positionSize / positionRate;
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balanceAssetB = balanceAssetB - positionSize;
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}
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@@ -1372,53 +1388,53 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
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}
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orderRecord = createMessage(
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messageId,
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MESSAGE_ENTITY.SimulationEngine,
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MESSAGE_ENTITY.SimulationExecutor,
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messageType,
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(new Date()).valueOf(),
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orderId.toString(),
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ORDER_CREATOR.SimulationEngine,
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(new Date()).valueOf(),
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ORDER_OWNER.User,
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global.EXCHANGE_NAME,
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"BTC_USDT",
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0,
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ORDER_TYPE.Limit,
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marketRate,
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stopLoss,
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takeProfit,
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ORDER_DIRECTION.Sell,
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-1,
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ORDER_STATUS.Signaled,
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0,
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"")
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messageId,
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MESSAGE_ENTITY.SimulationEngine,
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MESSAGE_ENTITY.SimulationExecutor,
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messageType,
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(new Date()).valueOf(),
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orderId.toString(),
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ORDER_CREATOR.SimulationEngine,
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(new Date()).valueOf(),
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ORDER_OWNER.User,
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global.EXCHANGE_NAME,
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"BTC_USDT",
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0,
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ORDER_TYPE.Limit,
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marketRate,
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stopLoss,
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takeProfit,
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ORDER_DIRECTION.Sell,
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-1,
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ORDER_STATUS.Signaled,
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0,
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"")
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}
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else {
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orderRecord = createMessage(
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messageId,
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MESSAGE_ENTITY.SimulationEngine,
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MESSAGE_ENTITY.SimulationExecutor,
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MESSAGE_TYPE.HeartBeat,
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(new Date()).valueOf(),
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"",
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"",
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0,
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"",
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"",
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"",
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0,
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"",
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0,
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0,
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0,
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"",
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0,
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"",
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0,
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"")
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messageId,
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MESSAGE_ENTITY.SimulationEngine,
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MESSAGE_ENTITY.SimulationExecutor,
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MESSAGE_TYPE.HeartBeat,
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(new Date()).valueOf(),
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"",
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"",
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0,
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"",
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"",
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"",
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0,
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"",
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0,
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0,
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0,
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"",
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0,
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"",
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0,
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"")
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}
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let strategyStageNumber
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@@ -1445,6 +1461,14 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
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}
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}
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if (balanceAssetA === Infinity) {
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balanceAssetA = Number.MAX_SAFE_INTEGER
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}
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if (balanceAssetB === Infinity) {
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balanceAssetB = Number.MAX_SAFE_INTEGER
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}
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simulationRecord = {
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begin: candle.begin,
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end: candle.end,
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