diff --git a/Projects/Foundations/Plugins/Data-Mines/Polus.json b/Projects/Foundations/Plugins/Data-Mines/Polus.json index 2d8e5d7fb..3672d5ac4 100644 --- a/Projects/Foundations/Plugins/Data-Mines/Polus.json +++ b/Projects/Foundations/Plugins/Data-Mines/Polus.json @@ -26,7 +26,7 @@ "type": "Output Dataset", "name": "Multi-Time-Frame-Market Fisher MFI", "project": "Foundations", - "id": "1d0ef0d3-df08-4c82-a1b2-dfa0bdff7a7d", + "id": "3dbb4b4c-ae69-4c7e-948a-257c68a87fc8", "savedPayload": { "position": { "x": 10994.864602080237, @@ -50,7 +50,7 @@ "referenceParent": { "type": "Dataset Definition", "name": "Multi-Time-Frame-Market", - "id": "ec105b84-b0db-487f-b6a9-07140af0e884" + "id": "0f9b8b91-6a89-4da1-9655-b93e0a3d7616" }, "referenceParentCombinedNodePath": [ [ @@ -82,7 +82,7 @@ } ], "outputDatasetFolders": [], - "id": "757c9d0d-5a49-4772-8762-74c4945f5e17", + "id": "7858b8ec-fa72-4b1f-8665-c0bc12148a4e", "savedPayload": { "position": { "x": 11033.687458845616, @@ -115,7 +115,7 @@ "name": "Fisher MFI Multi-Time-Frame-Market", "config": "{\n \"mainUtility\": \"Self Reference\"\n}", "project": "Foundations", - "id": "06c42280-afc1-47c0-8a43-cb21872921e9", + "id": "b6f75ffb-be20-45e2-b6ee-1e070475aadc", "savedPayload": { "position": { "x": 10961.3599118268, @@ -139,7 +139,7 @@ "referenceParent": { "type": "Status Report", "name": "Fisher MFI", - "id": "2f11b235-8d91-421a-8c0e-50648450c752" + "id": "8ffe7ed6-5f54-4033-8e92-32c26f35ca4f" }, "referenceParentCombinedNodePath": [ [ @@ -174,7 +174,7 @@ "name": "Candles Volumes Multi-Time-Frame-Market", "config": "{\n \"mainUtility\": \"Market Ending Point\"\n}", "project": "Foundations", - "id": "3b4f6a57-8eed-4909-accd-debe08db0708", + "id": "c0a4fc9a-8b42-48f5-9697-104a7d257ec0", "savedPayload": { "position": { "x": 11134.455242268867, @@ -234,7 +234,7 @@ "type": "Data Dependency", "name": "Candles Multi-Time-Frame-Market", "project": "Foundations", - "id": "8ce01779-8cf1-4c48-9815-48e1109439f8", + "id": "8921131c-6f1e-42d4-8bea-5cdf6e57c634", "savedPayload": { "position": { "x": 11313.547739646257, @@ -292,7 +292,7 @@ "type": "Data Dependency", "name": "Volumes Multi-Time-Frame-Market", "project": "Foundations", - "id": "834742f5-a910-4ad9-a25a-f43012ab5cb0", + "id": "e1f5ce87-d31d-42b8-9f5c-0eae03b4ef57", "savedPayload": { "position": { "x": 11430.230157090911, @@ -348,7 +348,7 @@ } ], "dataMineDataDependencies": [], - "id": "8cc449f7-530a-4737-8aef-7342165f41cc", + "id": "8e32b3c0-a713-4982-9298-7ba62d0f5e62", "savedPayload": { "position": { "x": 11150.15602914175, @@ -375,7 +375,7 @@ "type": "Status Report", "name": "Fisher MFI", "project": "Foundations", - "id": "2f11b235-8d91-421a-8c0e-50648450c752", + "id": "8ffe7ed6-5f54-4033-8e92-32c26f35ca4f", "savedPayload": { "position": { "x": 11284.642349966958, @@ -402,7 +402,7 @@ "type": "Execution Started Event", "name": "", "project": "Foundations", - "id": "23125d26-d15d-476a-9e21-dd5595a6e2fe", + "id": "c86d3227-d263-4b07-a340-c3cf2418a60a", "savedPayload": { "position": { "x": 11362.288063497715, @@ -460,7 +460,7 @@ "type": "Execution Finished Event", "name": "New Execution Finished Event", "project": "Foundations", - "id": "0f173f16-2733-4319-94d8-d19d9d15608b", + "id": "ffbe7645-ce6e-4da9-a64a-0008201ffcf6", "savedPayload": { "position": { "x": 11362.288063497715, @@ -483,7 +483,7 @@ } } }, - "id": "3b1b8303-e9a0-4be6-948d-cf8e3591eb7a", + "id": "4600bd93-fec2-4914-9d00-65be11c9a8da", "savedPayload": { "position": { "x": 11072.510315610994, @@ -520,7 +520,7 @@ "type": "Output Dataset", "name": "Multi-Time-Frame-Daily Fisher MFI", "project": "Foundations", - "id": "a41e919b-af0a-4ad7-b179-74efbc6fe79f", + "id": "e382baa5-73fb-4431-84b1-c5d0a2abaf4f", "savedPayload": { "position": { "x": 11460.37828125503, @@ -544,7 +544,7 @@ "referenceParent": { "type": "Dataset Definition", "name": "Multi-Time-Frame-Daily", - "id": "79615ea1-2ac6-4b13-875f-361719c4303c" + "id": "3691507c-765a-4c3f-b19c-02be3f9792e5" }, "referenceParentCombinedNodePath": [ [ @@ -576,7 +576,7 @@ } ], "outputDatasetFolders": [], - "id": "fbe05c1e-1619-4f6f-a890-c16691f149fb", + "id": "c31e9ca5-79f0-49e0-b3c4-5a1326506a6f", "savedPayload": { "position": { "x": 11760.37828125503, @@ -609,7 +609,7 @@ "name": "Fisher MFI Multi-Time-Frame-Daily", "config": "{\n \"mainUtility\": \"Self Reference\"\n}", "project": "Foundations", - "id": "ba050f4a-61cd-464e-8f14-3ab95b0dcda6", + "id": "987ba086-56bb-46d7-a9fe-81817d7ca419", "savedPayload": { "position": { "x": 12279.993523525694, @@ -633,7 +633,7 @@ "referenceParent": { "type": "Status Report", "name": "Fisher MFI", - "id": "f663dc28-b7e1-4a2c-ae5b-c80bebf74710" + "id": "60453008-ca20-405e-970a-04b23a4861a9" }, "referenceParentCombinedNodePath": [ [ @@ -668,7 +668,7 @@ "name": "", "config": "{\n \"mainUtility\": \"Market Ending Point\"\n}", "project": "Foundations", - "id": "75060ed7-dffd-49c3-867f-988b5c4c91e8", + "id": "b14172c7-1b7b-4928-85d8-1584eeeb2135", "savedPayload": { "position": { "x": 12404.257592237624, @@ -727,7 +727,7 @@ "name": "Exchange Raw Data Historic-OHLCVs", "config": "{\n \"mainUtility\": \"Market Starting Point\"\n}", "project": "Foundations", - "id": "3c711e84-889c-4298-b67b-6f98c17d440c", + "id": "ea4e5bbd-4a83-4044-804d-6570ec03f32c", "savedPayload": { "position": { "x": 12499.608765796358, @@ -787,7 +787,7 @@ "type": "Data Dependency", "name": "Candles Multi-Time-Frame-Daily", "project": "Foundations", - "id": "9283890a-1cd3-4ab1-87a7-24bd8b99a6f6", + "id": "93176929-56ce-4593-94af-0477a8d8b03b", "savedPayload": { "position": { "x": 12559.549019299135, @@ -845,7 +845,7 @@ "type": "Data Dependency", "name": "Volumes Multi-Time-Frame-Daily", "project": "Foundations", - "id": "05104924-c759-4ba4-b640-68f328e20b9d", + "id": "ccc34910-4ce6-4b82-8b00-08b958f18912", "savedPayload": { "position": { "x": 12579.993523525694, @@ -901,7 +901,7 @@ } ], "dataMineDataDependencies": [], - "id": "6ff023c1-e4b0-4aa4-8cac-d03d7831a29c", + "id": "185104de-228b-4ffa-8ea3-cd1177086963", "savedPayload": { "position": { "x": 11979.993523525694, @@ -928,7 +928,7 @@ "type": "Status Report", "name": "Fisher MFI", "project": "Foundations", - "id": "f663dc28-b7e1-4a2c-ae5b-c80bebf74710", + "id": "60453008-ca20-405e-970a-04b23a4861a9", "savedPayload": { "position": { "x": 11760.37828125503, @@ -955,7 +955,7 @@ "type": "Execution Started Event", "name": "", "project": "Foundations", - "id": "449e53c2-df36-4920-8bfd-d43446b637ab", + "id": "6836de9d-e456-454a-9e7e-4d376f07e078", "savedPayload": { "position": { "x": 11720.185902390362, @@ -1013,7 +1013,7 @@ "type": "Execution Finished Event", "name": "New Execution Finished Event", "project": "Foundations", - "id": "1bfeaf4c-9fd0-4a76-830b-1b5cddbbc340", + "id": "72e5e1b3-ddbe-4385-a063-6b6e8335878d", "savedPayload": { "position": { "x": 11610.37828125503, @@ -1036,7 +1036,7 @@ } } }, - "id": "fef69717-a10a-46fd-8aff-7980e773ea50", + "id": "ecb14cec-1517-44e5-b766-d3ff9abde150", "savedPayload": { "position": { "x": 11460.37828125503, @@ -1072,7 +1072,7 @@ "name": "Multi-Time-Frame-Market", "config": "{\n \"codeName\": \"Multi-Time-Frame-Market\",\n \"type\": \"Market Files\",\n \"validTimeFrames\": [\n \"24-hs\",\n \"12-hs\",\n \"08-hs\",\n \"06-hs\",\n \"04-hs\",\n \"03-hs\",\n \"02-hs\",\n \"01-hs\"\n ],\n \"filePath\": \"Project/@Project/@MineType/@Mine/@Bot/@Exchange/@BaseAsset-@QuotedAsset/Output/@Product/@Dataset/@TimeFrame\",\n \"fileName\": \"Data.json\"\n}", "project": "Foundations", - "id": "ec105b84-b0db-487f-b6a9-07140af0e884", + "id": "0f9b8b91-6a89-4da1-9655-b93e0a3d7616", "savedPayload": { "position": { "x": 11114.597549522283, @@ -1100,7 +1100,7 @@ "name": "Multi-Time-Frame-Daily", "config": "{\n \"codeName\": \"Multi-Time-Frame-Daily\",\n \"type\": \"Daily Files\",\n \"validTimeFrames\": [\n \"45-min\",\n \"40-min\",\n \"30-min\",\n \"20-min\",\n \"15-min\",\n \"10-min\",\n \"05-min\",\n \"04-min\",\n \"03-min\",\n \"02-min\",\n \"01-min\"\n ],\n \"filePath\": \"Project/@Project/@MineType/@Mine/@Bot/@Exchange/@BaseAsset-@QuotedAsset/Output/@Product/@Dataset/@TimeFrame/@Year/@Month/@Day\",\n \"fileName\": \"Data.json\",\n \"dataRange\": {\n \"filePath\": \"Project/@Project/@MineType/@Mine/@Bot/@Exchange/@BaseAsset-@QuotedAsset/Output/@Product/@Dataset\",\n \"fileName\": \"Data.Range.json\"\n }\n}", "project": "Foundations", - "id": "79615ea1-2ac6-4b13-875f-361719c4303c", + "id": "3691507c-765a-4c3f-b19c-02be3f9792e5", "savedPayload": { "position": { "x": 11100.095277061268, @@ -1139,7 +1139,7 @@ "name": "New Formula", "code": "record.current.begin", "project": "Foundations", - "id": "d1a32579-5216-4a8e-839a-e6b4cfa7411c", + "id": "09b3074a-e1b0-4e9d-aecd-2b69bcb3aac0", "savedPayload": { "position": { "x": 11349.56353350366, @@ -1162,7 +1162,7 @@ } } }, - "id": "95d0d205-cea5-4e87-983e-4ff6656362bd", + "id": "13baaec5-ce64-46f8-819b-69f6a38fd2f6", "savedPayload": { "position": { "x": 11250.794699444146, @@ -1195,7 +1195,7 @@ "name": "New Formula", "code": "record.current.end", "project": "Foundations", - "id": "8d48ec45-21f7-4791-abf6-2da0e25948d3", + "id": "bc46efa0-8fc9-4e26-b1a8-7e816e7a360e", "savedPayload": { "position": { "x": 11279.418143651512, @@ -1218,7 +1218,7 @@ } } }, - "id": "e580d818-7184-4073-99ae-23f1e2655d41", + "id": "e93087e3-19b6-4ca4-b798-157c964aa672", "savedPayload": { "position": { "x": 11208.707465532858, @@ -1251,7 +1251,7 @@ "name": "New Record Formula", "code": "variable.Fisher", "project": "Foundations", - "id": "fbe9713f-a8d9-49f1-a101-bee40f2a8bb7", + "id": "d18679e0-d812-4b65-a730-dd6692527ff9", "savedPayload": { "position": { "x": 11141.750064614935, @@ -1274,7 +1274,7 @@ } } }, - "id": "7d8f3286-1ea6-47b7-82df-56c819bfe355", + "id": "7d9290d7-8ba0-4e91-b868-18fc70c29820", "savedPayload": { "position": { "x": 11126.10661811091, @@ -1307,7 +1307,7 @@ "name": "New Record Formula", "code": "variable.Trigger", "project": "Foundations", - "id": "47aeead7-b9ee-4542-b12c-681b43997689", + "id": "a00ea911-9faf-43ae-aeea-98abe800689d", "savedPayload": { "position": { "x": 10989.14382341999, @@ -1330,7 +1330,7 @@ } } }, - "id": "9a96262f-964e-4222-81d5-ffc5f2bbfba1", + "id": "28ca54ae-9050-48c8-b994-17dc9698e7ce", "savedPayload": { "position": { "x": 11034.542873393944, @@ -1354,7 +1354,7 @@ } } ], - "id": "1c421fac-71c2-4717-8d47-b7bad2e67adc", + "id": "eeb061f8-2549-43fe-8e90-5a5d823ab973", "savedPayload": { "position": { "x": 11102.641448354876, @@ -1390,7 +1390,7 @@ "name": "New Procedure Javascript Code", "code": "\nlet candle = record.current\nlet volume = getElement('volumes', candle)\nlet len = 14 //length for sma calculation at Money Flow Ratio calculation\nlet FTs = 10 //sampling for the Fisher Transform\n\n\n//calculate and store High Low Close average\nvariable.HLC.push((candle.max + candle.min + candle.close)/3)\nif(variable.HLC.length > 2){\n\tvariable.HLC.splice(0,1)\n}\n\n//raw moneyflow calculation\nvariable.RMF = (candle.max + candle.min + candle.close)/3 * (volume.buy + volume.sell)\n\n//initializing Positive and Negative mone flow\nif(variable.posMF === undefined){\n\t\tvariable.posMF =0\n}\nif(variable.negMF === undefined){\n\t\tvariable.negMF =0\n}\n\n//Positive Money flow calculation\nif (variable.HLC[1] > variable.HLC[0]){\n\tvariable.posMF = variable.posMF + variable.RMF\n}\nvariable.PMF.push(variable.posMF) //store Positive money FLow for SMA calculation\nif(variable.PMF.length > len){\n\tvariable.PMF.splice(0,1)\n}\n\n//Negative Money flow calculation\nif (variable.HLC[1] < variable.HLC[0]){\n\tvariable.negMF = variable.negMF + variable.RMF\n}\nvariable.NMF.push(variable.negMF) //store Negative money FLow for SMA calculation\nif(variable.NMF.length > len){\n\tvariable.NMF.splice(0,1)\n}\n\n//calculating SMA of nef and pos money flow\nvariable.sPMF = 0\nvariable.sNMF = 0\nif(variable.NMF.length === len && variable.PMF.length === len){\n\tfor(var i = 0 ; i < len ; i++) {\n\t\tvariable.sPMF = variable.sPMF + variable.PMF[i]\n\t\tvariable.sNMF = variable.sNMF + variable.NMF[i]\n\t}\n\tvariable.smaPMF = variable.sPMF / len\n\tvariable.smaNMF = variable.sNMF / len\n\t\n\tvariable.MFR = variable.smaPMF / variable.smaNMF //Money FLow ratio\n\tvariable.MFI = 100 - 100 /(1 + variable.MFR) //Money Flow Index\n}\n\n//handle initialization, undefined and NaN values at MFI\nif(variable.MFI === undefined || isNaN(variable.MFI)){\n\tvariable.MFI = 100\n}\n//store MFI values on th sampling range\nvariable.allMFI.push(variable.MFI)\nif(variable.allMFI.length > FTs){\n\tvariable.allMFI.splice(0,1)\n}\n\n//Procedure for Fisher Transform\n//finding max and min MFI on the sampling range\nvariable.High = Math.max.apply(Math,variable.allMFI)\nvariable.Low = Math.min.apply(Math,variable.allMFI)\n\nif(variable.prevValue === undefined) {\n\tvariable.prevValue = 0\n}\nvariable.Value = round(0.66 * ((variable.MFI - variable.Low)/ Math.max(variable.High - variable.Low, 0.001) - 0.5) + 0.67 + variable.prevValue)\nvariable.preValue = variable.Value\n\nif(variable.prevFisher === undefined){\n\tvariable.prevFisher = 0\n}\nvariable.Fisher = 0.5 * Math.log((1 + variable.Value) / Math.max(1 - variable.Value,0.001)) + 0.5 * variable.prevFisher\nif (isNaN(variable.Fisher)){\n\tvariable.Fisher = 0\n}\nvariable.Trigger = variable.prevFisher\nvariable.prevFisher = variable.Fisher\n\n\n//Functions definition\n//Round Function\nfunction round(val){\n\tif(val > 0.99) {\n\t\tvariable.v = 0.999\n\t}\n\telse {\n\t\tvariable.v=val\n\t}\n\tif(val < -0.99){\n\t\tvariable.v = -0.999\n\t}\n\telse {\n\t\tvariable.v=val\n\t}\n\treturn variable.v\n\n}", "project": "Foundations", - "id": "cbd1868c-ea94-4a3c-a4bf-c4c6c93700c6", + "id": "768e8bfc-2469-447e-9bd9-b4b1a00a825b", "savedPayload": { "position": { "x": 10966.551767391387, @@ -1413,7 +1413,7 @@ } } }, - "id": "41ce5c6f-1e77-436c-861a-8f5b8fb5334a", + "id": "40fc2a3e-262e-4265-bb2b-42acb5ed05b2", "savedPayload": { "position": { "x": 10950.872497901239, @@ -1445,7 +1445,7 @@ "name": "New Procedure Javascript Code", "code": " / Initialization Code. /\n\nvariable.HLC = []\nvariable.PMF = []\nvariable.NMF = []\nvariable.allMFI = []", "project": "Foundations", - "id": "2b73bb54-ab2a-4faa-9a02-1172370bfb0e", + "id": "615d6525-60a8-4eeb-9e94-ec5bf81ca67f", "savedPayload": { "position": { "x": 10736.482469536833, @@ -1468,7 +1468,7 @@ } } }, - "id": "79e0dbc2-cd5b-4ac2-b05c-e1481ff3e127", + "id": "1c37ca7b-1411-47fe-b206-eac407bfdbed", "savedPayload": { "position": { "x": 10797.492965998203, @@ -1491,7 +1491,7 @@ } } }, - "id": "dba1b926-1fad-463b-a48e-5c03bde2181e", + "id": "c3503d30-0cfb-4028-aaa7-1f8604ee7425", "savedPayload": { "position": { "x": 10919.513958920943, @@ -1514,7 +1514,7 @@ } } }, - "id": "9eb80e87-adda-4d91-b3bc-ef618891ea73", + "id": "602ff07c-a9e3-42f3-b87b-7903e5487da4", "savedPayload": { "position": { "x": 10966.444298433013, @@ -1538,7 +1538,7 @@ "referenceParent": { "type": "Plotter Module", "name": "Fisher-NFI", - "id": "976ef899-a66d-4a3d-8a11-caee6c536227" + "id": "4e1c9620-f891-48d8-95e5-72f3b71f3272" }, "referenceParentCombinedNodePath": [ [ @@ -1563,7 +1563,7 @@ } } ], - "id": "cd63620f-68b0-4ff0-ad24-68c9d127fd07", + "id": "ccc05288-3e15-4cf4-bab3-c0aa47bd9915", "savedPayload": { "position": { "x": 10860.37828125503, @@ -1585,6 +1585,1978 @@ "isRunning": false } } + }, + { + "type": "Indicator Bot", + "name": "Monte Carlo Forecast", + "config": "{\n \"codeName\": \"Monte-Carlo_Forecast\"\n}", + "project": "Foundations", + "processes": [ + { + "type": "Process Definition", + "name": "Multi-Time-Frame-Market", + "config": "{\n \"codeName\": \"Multi-Time-Frame-Market\",\n \"normalWaitTime\": 0,\n \"retryWaitTime\": 10000,\n \"framework\": {\n \"name\": \"Multi-Time-Frame-Market\"\n }\n}", + "project": "Foundations", + "processOutput": { + "type": "Process Output", + "name": "New Process Output", + "project": "Foundations", + "outputDatasets": [ + { + "type": "Output Dataset", + "name": "Multi-Time-Frame-Market Monte Carlo Forecast", + "project": "Foundations", + "id": "9c6d40ba-fa11-4026-bad8-6e586752e109", + "savedPayload": { + "position": { + "x": 11062.288063497715, + "y": 31475.038696720156 + }, + "targetPosition": { + "x": 10917.399189554355, + "y": 31513.861553485534 + }, + "floatingObject": { + "isPinned": false, + "isFrozen": false, + "isCollapsed": false, + "angleToParent": 1, + "distanceToParent": 3, + "arrangementStyle": 0 + }, + "uiObject": { + "isRunning": false + }, + "referenceParent": { + "type": "Dataset Definition", + "name": "Multi-Time-Frame-Market", + "id": "a05232b6-65aa-42a1-9ea4-c6aba832cdd3" + }, + "referenceParentCombinedNodePath": [ + [ + "Polus", + "Data Mine", + "Foundations", + "5437d582-7508-4d7c-bcc7-e9fdacbfc6de" + ], + [ + "Monte Carlo Forecast", + "Indicator Bot", + "Foundations", + "5c4ec81c-89e8-4948-9456-025800b4c00c" + ], + [ + "Monte Carlo Forecast", + "Product 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