Strategies and Phases working
This commit is contained in:
Luis Fernando Molina committed
1 parent
7c96d2961b
commit
b8d6f29420
1 file changed
+393
-239
+393
-239
@@ -53,7 +53,8 @@
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let smileySad;
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let smileyGhost;
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let smileyMonkeyEyes;
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let imageStrategy;
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let imageStrategyPhase;
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return thisObject;
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@@ -99,6 +100,9 @@
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smileySad = loadEmoji("Smiley/Emoji Smiley-26.png");
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smileyGhost = loadEmoji("Objects/Emoji Objects-12.png");
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smileyMonkeyEyes = loadEmoji("Smiley/Emoji Smiley-85.png");
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imageStrategy = loadEmoji("Places/Emoji Orte-90.png");
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imageStrategyPhase = loadEmoji("Places/Emoji Orte-91.png");
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function loadEmoji(pPath) {
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@@ -413,7 +417,9 @@
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anualizedRateOfReturn: undefined,
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sellRate: undefined,
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lastProfitPercent: undefined,
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signal: undefined
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signal: undefined,
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strategy: undefined,
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strategyPhase: undefined
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};
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record.begin = marketFile[i][0];
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@@ -437,6 +443,8 @@
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record.sellRate = marketFile[i][18];
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record.lastProfitPercent = marketFile[i][19];
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record.signal = marketFile[i][20];
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record.strategy = marketFile[i][21];
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record.strategyPhase = marketFile[i][22];
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if (record.begin >= leftDate.valueOf() && record.end <= rightDate.valueOf()) {
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@@ -518,107 +526,271 @@
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if (INTENSIVE_LOG === true) { logger.write("[INFO] plotChart -> Entering function."); }
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let direction
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let directionShort;
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let directionLong;
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let record;
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let lastImageUp = 0;
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let lastImageDown = 0;
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let lastShortImageUp = 0;
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let lastShortImageDown = 0;
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let lastLongImageUp = 0;
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let lastLongImageDown = 0;
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if (records.length > 0) {
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/* Now we calculate and plot the records */
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/* Now we calculate and plot the records */
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for (let i = 1; i < records.length; i++) { // We do not start in 0 so as to be able to read the previous record i - 1
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for (let i = 0; i < records.length; i++) {
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record = records[i];
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directionShort = 0;
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let strategy = 0;
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let strategyPhase = 0;
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record = records[i];
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if (record.strategy !== records[i - 1].strategy) { // When a change in the strategy field is detected, it is time to plot it.
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strategy = record.strategy;
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}
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direction = 0;
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if (record.strategyPhase !== records[i - 1].strategyPhase) { // When a change in the strategy phase field is detected, it is time to plot it.
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strategyPhase = record.strategyPhase;
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}
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if (record.type === 'Buy') { direction = -1; }
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if (record.type === 'Sell-1') { direction = +1; }
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if (record.type === 'Sell-2') { direction = +1; }
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if (record.signal === 'Pre-Sell') { direction = +1; }
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if (record.type === 'Buy') { directionShort = -1; }
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if (record.type === 'Sell-1') { directionShort = +1; }
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if (record.type === 'Sell-2') { directionShort = +1; }
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if (record.signal === 'Pre-Sell') { directionShort = +1; }
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let recordPoint1 = {
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x: record.begin + (record.end - record.begin) / 2,
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y: record.rate
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};
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if (strategyPhase > 0) {
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if (strategyPhase % 2 !== 0) { //Depending if the phase is oddd or even goes above or below.
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directionLong = 1;
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} else {
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directionLong = -1;
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}
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}
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let recordPoint2 = {
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x: record.begin + (record.end - record.begin) / 2,
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y: 0
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};
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if (strategy > 0) {
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directionLong = -1;
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}
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let recordPoint3 = {
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x: record.begin,
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y: record.stopLoss
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};
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let recordPoint1 = {
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x: record.begin + (record.end - record.begin) / 2,
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y: record.rate
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};
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let recordPoint4 = {
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x: record.end,
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y: record.stopLoss
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};
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let recordPoint2 = { // Long Stick Head
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x: record.begin + (record.end - record.begin) / 2,
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y: 0
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};
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if (record.stopLoss === 0) { // Put these points out of range if stopLoss is zero.
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let recordPoint3 = { // Short Stick Head
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x: record.begin + (record.end - record.begin) / 2,
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y: 0
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};
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recordPoint3.x = 0;
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recordPoint4.x = 0;
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let recordPoint4 = {
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x: record.begin,
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y: record.stopLoss
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};
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let recordPoint5 = {
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x: record.end,
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y: record.stopLoss
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};
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if (record.stopLoss === 0) { // Put these points out of range if stopLoss is zero.
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recordPoint4.x = 0;
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recordPoint5.x = 0;
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}
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let recordPoint6 = {
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x: record.begin,
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y: record.sellRate
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};
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let recordPoint7 = {
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x: record.end,
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y: record.sellRate
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};
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if (record.sellRate === 0) { // Put these points out of range if sellRate is zero.
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recordPoint6.x = 0;
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recordPoint7.x = 0;
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}
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recordPoint1 = timeLineCoordinateSystem.transformThisPoint(recordPoint1);
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recordPoint2 = timeLineCoordinateSystem.transformThisPoint(recordPoint2);
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recordPoint3 = timeLineCoordinateSystem.transformThisPoint(recordPoint3);
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recordPoint4 = timeLineCoordinateSystem.transformThisPoint(recordPoint4);
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recordPoint5 = timeLineCoordinateSystem.transformThisPoint(recordPoint5);
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recordPoint6 = timeLineCoordinateSystem.transformThisPoint(recordPoint6);
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recordPoint7 = timeLineCoordinateSystem.transformThisPoint(recordPoint7);
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recordPoint1 = transformThisPoint(recordPoint1, thisObject.container);
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recordPoint2 = transformThisPoint(recordPoint2, thisObject.container);
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recordPoint3 = transformThisPoint(recordPoint3, thisObject.container);
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recordPoint4 = transformThisPoint(recordPoint4, thisObject.container);
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recordPoint5 = transformThisPoint(recordPoint5, thisObject.container);
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recordPoint6 = transformThisPoint(recordPoint6, thisObject.container);
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recordPoint7 = transformThisPoint(recordPoint7, thisObject.container);
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if (recordPoint1.x < viewPort.visibleArea.bottomLeft.x || recordPoint1.x > viewPort.visibleArea.bottomRight.x) {
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continue;
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}
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recordPoint2.y = recordPoint1.y - 250 * directionLong;
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recordPoint3.y = recordPoint1.y - 150 * directionShort;
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recordPoint1 = viewPort.fitIntoVisibleArea(recordPoint1);
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recordPoint2 = viewPort.fitIntoVisibleArea(recordPoint2);
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recordPoint3 = viewPort.fitIntoVisibleArea(recordPoint3);
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recordPoint4 = viewPort.fitIntoVisibleArea(recordPoint4);
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recordPoint5 = viewPort.fitIntoVisibleArea(recordPoint5);
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recordPoint6 = viewPort.fitIntoVisibleArea(recordPoint6);
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recordPoint7 = viewPort.fitIntoVisibleArea(recordPoint7);
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/* Next we are drawing the stopLoss floor / ceilling */
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browserCanvasContext.beginPath();
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browserCanvasContext.moveTo(recordPoint4.x, recordPoint4.y);
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browserCanvasContext.lineTo(recordPoint5.x, recordPoint5.y);
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browserCanvasContext.closePath();
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browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.RUSTED_RED + ', 1)';
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if (datetime !== undefined) {
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let dateValue = datetime.valueOf();
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if (dateValue >= record.begin && dateValue <= record.end) {
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/* highlight the current record */
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browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.TITANIUM_YELLOW + ', 1)'; // Current record accroding to time
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}
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}
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browserCanvasContext.lineWidth = 1
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browserCanvasContext.stroke()
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/* Next we are drawing the sellRate */
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browserCanvasContext.beginPath();
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browserCanvasContext.moveTo(recordPoint6.x, recordPoint6.y);
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browserCanvasContext.lineTo(recordPoint7.x, recordPoint7.y);
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browserCanvasContext.closePath();
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browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.GREEN + ', 1)';
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if (datetime !== undefined) {
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let dateValue = datetime.valueOf();
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if (dateValue >= record.begin && dateValue <= record.end) {
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/* highlight the current record */
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browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.TITANIUM_YELLOW + ', 1)'; // Current record accroding to time
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}
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}
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browserCanvasContext.lineWidth = 1
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browserCanvasContext.stroke()
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/* Continue with the pins --> Next stuff is to avoid text overlapping. */
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let noShortTextUp = false;
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let noShortTextDown = false;
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if (
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record.type !== '' ||
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record.signal !== ''
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) {
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if (directionShort > 0) {
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if (lastShortImageUp < 5) {
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noShortTextUp = true; // we avoid image texts to overlap.
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} else {
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noShortTextUp = false;
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lastShortImageUp = 0;
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}
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} else {
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if (lastShortImageDown < 5) {
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noShortTextDown = true; // we avoid image texts to overlap.
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} else {
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noShortTextDown = false;
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lastShortImageDown = 0;
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}
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}
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let recordPoint5 = {
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x: record.begin,
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y: record.sellRate
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};
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} else {
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let recordPoint6 = {
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x: record.end,
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y: record.sellRate
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};
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lastShortImageUp++;
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lastShortImageDown++;
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}
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if (record.sellRate === 0) { // Put these points out of range if sellRate is zero.
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let noLongTextUp = false;
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let noLongTextDown = false;
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recordPoint5.x = 0;
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recordPoint6.x = 0;
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if (
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strategy > 0 ||
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strategyPhase > 0
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) {
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if (directionLong > 0) {
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if (lastLongImageUp < 5) {
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noLongTextUp = true; // we avoid image texts to overlap.
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} else {
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noLongTextUp = false;
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lastLongImageUp = 0;
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}
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} else {
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if (lastLongImageDown < 3) {
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noLongTextDown = true; // we avoid image texts to overlap.
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} else {
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noLongTextDown = false;
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lastLongImageDown = 0;
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}
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}
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recordPoint1 = timeLineCoordinateSystem.transformThisPoint(recordPoint1);
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recordPoint2 = timeLineCoordinateSystem.transformThisPoint(recordPoint2);
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recordPoint3 = timeLineCoordinateSystem.transformThisPoint(recordPoint3);
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recordPoint4 = timeLineCoordinateSystem.transformThisPoint(recordPoint4);
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recordPoint5 = timeLineCoordinateSystem.transformThisPoint(recordPoint5);
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recordPoint6 = timeLineCoordinateSystem.transformThisPoint(recordPoint6);
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} else {
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recordPoint1 = transformThisPoint(recordPoint1, thisObject.container);
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recordPoint2 = transformThisPoint(recordPoint2, thisObject.container);
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recordPoint3 = transformThisPoint(recordPoint3, thisObject.container);
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recordPoint4 = transformThisPoint(recordPoint4, thisObject.container);
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recordPoint5 = transformThisPoint(recordPoint5, thisObject.container);
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recordPoint6 = transformThisPoint(recordPoint6, thisObject.container);
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lastLongImageUp++;
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lastLongImageDown++;
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}
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if (recordPoint1.x < viewPort.visibleArea.bottomLeft.x || recordPoint1.x > viewPort.visibleArea.bottomRight.x) {
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continue;
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}
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recordPoint2.y = recordPoint1.y - 150 * direction;
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if (
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strategy > 0 ||
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strategyPhase > 0
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) {
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recordPoint1 = viewPort.fitIntoVisibleArea(recordPoint1);
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recordPoint2 = viewPort.fitIntoVisibleArea(recordPoint2);
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recordPoint3 = viewPort.fitIntoVisibleArea(recordPoint3);
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recordPoint4 = viewPort.fitIntoVisibleArea(recordPoint4);
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recordPoint5 = viewPort.fitIntoVisibleArea(recordPoint5);
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recordPoint6 = viewPort.fitIntoVisibleArea(recordPoint6);
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/* Next we are drawing the LONG stick */
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/* Next we are drawing the stopLoss floor / ceilling */
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drawStick(recordPoint2);
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}
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if (
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record.type !== '' ||
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record.signal !== ''
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) {
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/* Next we are drawing the SHORT stick */
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drawStick(recordPoint3);
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}
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function drawStick(headPoint) {
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browserCanvasContext.beginPath();
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browserCanvasContext.moveTo(recordPoint3.x, recordPoint3.y);
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browserCanvasContext.lineTo(recordPoint4.x, recordPoint4.y);
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browserCanvasContext.moveTo(recordPoint1.x, recordPoint1.y);
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browserCanvasContext.lineTo(headPoint.x, headPoint.y);
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browserCanvasContext.closePath();
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browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.RUSTED_RED + ', 1)';
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browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.DARK + ', 0.25)';
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if (datetime !== undefined) {
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let dateValue = datetime.valueOf();
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@@ -626,203 +798,183 @@
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/* highlight the current record */
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browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.TITANIUM_YELLOW + ', 1)'; // Current record accroding to time
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let currentRecord = {
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innerRecord: record
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};
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thisObject.container.eventHandler.raiseEvent("Current Record Changed", currentRecord);
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}
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}
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browserCanvasContext.lineWidth = 1
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browserCanvasContext.setLineDash([4, 3])
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browserCanvasContext.lineWidth = 0.2
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browserCanvasContext.stroke()
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browserCanvasContext.setLineDash([0, 0])
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/* Next we are drawing the sellRate */
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}
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browserCanvasContext.beginPath();
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//browserCanvasContext.beginPath();
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browserCanvasContext.moveTo(recordPoint5.x, recordPoint5.y);
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browserCanvasContext.lineTo(recordPoint6.x, recordPoint6.y);
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let imageSize = 20;
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let imageToDraw;
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browserCanvasContext.closePath();
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let line1;
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let line2;
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browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.GREEN + ', 1)';
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longPinHead();
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shortPinHead();
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if (datetime !== undefined) {
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let dateValue = datetime.valueOf();
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if (dateValue >= record.begin && dateValue <= record.end) {
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function longPinHead() {
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/* highlight the current record */
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browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.TITANIUM_YELLOW + ', 1)'; // Current record accroding to time
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}
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if (strategyPhase > 0) {
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line1 = 'Entering into ';
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line2 = 'Phase ' + strategyPhase;
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imageToDraw = imageStrategyPhase;
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}
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if (strategy === 1) {
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line1 = 'Trend Following ';
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line2 = 'strategy started.';
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imageToDraw = imageStrategy;
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}
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if (strategy === 2) {
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line1 = 'Range Trading ';
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line2 = 'strategy started.';
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imageToDraw = imageStrategy;
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}
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browserCanvasContext.lineWidth = 1
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browserCanvasContext.stroke()
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if (imageToDraw !== undefined) {
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/* Continue with the pins */
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if (record.type !== '' || record.signal !== '') {
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let noTextUp = false;
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let noTextDown = false;
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|
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if (direction > 0) {
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if (lastImageUp < 5) {
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noTextUp = true; // we avoid image texts to overlap.
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} else {
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noTextUp = false;
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lastImageUp = 0;
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}
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} else {
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if (lastImageDown < 5) {
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noTextDown = true; // we avoid image texts to overlap.
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} else {
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noTextDown = false;
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lastImageDown = 0;
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}
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}
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/* Next we are drawing the stick */
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browserCanvasContext.beginPath();
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browserCanvasContext.moveTo(recordPoint1.x, recordPoint1.y);
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browserCanvasContext.lineTo(recordPoint2.x, recordPoint2.y);
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browserCanvasContext.closePath();
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|
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|
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if (datetime !== undefined) {
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let dateValue = datetime.valueOf();
|
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if (dateValue >= record.begin && dateValue <= record.end) {
|
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|
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/* highlight the current record */
|
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browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.TITANIUM_YELLOW + ', 1)'; // Current record accroding to time
|
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|
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let currentRecord = {
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innerRecord: record
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};
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thisObject.container.eventHandler.raiseEvent("Current Record Changed", currentRecord);
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} else {
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browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.DARK + ', 1)';
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}
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} else {
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browserCanvasContext.strokeStyle = 'rgba(' + UI_COLOR.DARK + ', 1)';
|
||||
}
|
||||
|
||||
browserCanvasContext.setLineDash([4, 3])
|
||||
browserCanvasContext.lineWidth = 0.2
|
||||
browserCanvasContext.stroke()
|
||||
browserCanvasContext.setLineDash([0, 0])
|
||||
|
||||
/* We will draw a circle */
|
||||
|
||||
let radius = 5;
|
||||
let color = UI_COLOR.DARK;
|
||||
|
||||
|
||||
|
||||
browserCanvasContext.beginPath();
|
||||
|
||||
let imageSize = 20;
|
||||
let imageToDraw;
|
||||
|
||||
let line1;
|
||||
let line2;
|
||||
|
||||
if (record.signal === 'Pre-Sell') {
|
||||
|
||||
line1 = 'Time to Sell!';
|
||||
line2 = '';
|
||||
|
||||
imageToDraw = smileyGhost;
|
||||
}
|
||||
|
||||
if (record.type === 'Buy') {
|
||||
|
||||
line1 = 'Buying back.';
|
||||
|
||||
if (record.lastProfit < 0) {
|
||||
|
||||
line2 = 'Lost ' + (record.lastProfit * 100).toFixed(2) + ' %';
|
||||
imageToDraw = smileySad;
|
||||
|
||||
} else {
|
||||
|
||||
line2 = 'Won ' + (record.lastProfit * 100).toFixed(2) + ' %';
|
||||
imageToDraw = smileyHappy;
|
||||
}
|
||||
|
||||
}
|
||||
if (record.type === 'Sell-1') {
|
||||
|
||||
line1 = 'Sold because ';
|
||||
line2 = 'market reversed.';
|
||||
|
||||
imageToDraw = smileyMonkeyEyes;
|
||||
}
|
||||
if (record.type === 'Sell-2') {
|
||||
|
||||
line1 = 'Sold because ';
|
||||
line2 = 'resistance collapsed.';
|
||||
|
||||
imageToDraw = smileyHappy;
|
||||
}
|
||||
|
||||
|
||||
if (smileyHappy.isLoaded === true) {
|
||||
if (imageToDraw.isLoaded === true) {
|
||||
browserCanvasContext.drawImage(imageToDraw, recordPoint2.x - imageSize / 2, recordPoint2.y - imageSize / 2, imageSize, imageSize);
|
||||
imageToDraw = undefined;
|
||||
}
|
||||
}
|
||||
|
||||
if (
|
||||
recordPoint2.x < viewPort.visibleArea.topLeft.x + 250
|
||||
||
|
||||
recordPoint2.x > viewPort.visibleArea.bottomRight.x - 250
|
||||
||
|
||||
recordPoint2.y > viewPort.visibleArea.bottomRight.y - 100
|
||||
||
|
||||
recordPoint2.y < viewPort.visibleArea.topLeft.y + 100
|
||||
) {
|
||||
// we do not write any text
|
||||
} else {
|
||||
if (line1 !== undefined) {
|
||||
|
||||
if (
|
||||
recordPoint2.x < viewPort.visibleArea.topLeft.x + 250
|
||||
||
|
||||
recordPoint2.x > viewPort.visibleArea.bottomRight.x - 250
|
||||
||
|
||||
recordPoint2.y > viewPort.visibleArea.bottomRight.y - 100
|
||||
||
|
||||
recordPoint2.y < viewPort.visibleArea.topLeft.y + 100
|
||||
) {
|
||||
// we do not write any text
|
||||
} else {
|
||||
if (
|
||||
(direction > 0 && noTextUp === false) ||
|
||||
(direction < 0 && noTextDown === false)
|
||||
(directionLong > 0 && noLongTextUp === false) ||
|
||||
(directionLong < 0 && noLongTextDown === false)
|
||||
) {
|
||||
printLabel(line1, recordPoint2.x + imageSize / 2 + 5, recordPoint2.y + 0, '0.50');
|
||||
printLabel(line2, recordPoint2.x + imageSize / 2 + 5, recordPoint2.y + 15, '0.50');
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
|
||||
function printLabel(labelToPrint, x, y, opacity) {
|
||||
|
||||
let labelPoint;
|
||||
let fontSize = 12;
|
||||
|
||||
browserCanvasContext.font = fontSize + 'px ' + UI_FONT.SECONDARY;
|
||||
|
||||
let label = '' + labelToPrint;
|
||||
|
||||
let xOffset = label.length / 2 * fontSize * FONT_ASPECT_RATIO;
|
||||
|
||||
browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.DARK + ', ' + opacity + ')';
|
||||
browserCanvasContext.fillText(label, x, y);
|
||||
|
||||
}
|
||||
|
||||
} else {
|
||||
|
||||
lastImageUp++;
|
||||
lastImageDown++;
|
||||
}
|
||||
}
|
||||
|
||||
function shortPinHead() {
|
||||
|
||||
if (record.signal === 'Pre-Sell') {
|
||||
|
||||
line1 = 'Sell as soon as Bollinger';
|
||||
line2 = 'moving average heads down.';
|
||||
|
||||
imageToDraw = smileyGhost;
|
||||
}
|
||||
|
||||
if (record.type === 'Buy') {
|
||||
|
||||
line1 = 'Buying back.';
|
||||
|
||||
if (record.lastProfit < 0) {
|
||||
|
||||
line2 = 'Lost ' + (record.lastProfit * 100).toFixed(2) + ' %';
|
||||
imageToDraw = smileySad;
|
||||
|
||||
} else {
|
||||
|
||||
line2 = 'Won ' + (record.lastProfit * 100).toFixed(2) + ' %';
|
||||
imageToDraw = smileyHappy;
|
||||
}
|
||||
|
||||
}
|
||||
if (record.type === 'Sell-1') {
|
||||
|
||||
line1 = 'Sold because ';
|
||||
line2 = 'market reversed.';
|
||||
|
||||
imageToDraw = smileyMonkeyEyes;
|
||||
}
|
||||
if (record.type === 'Sell-2') {
|
||||
|
||||
line1 = 'Sold because ';
|
||||
line2 = 'resistance collapsed.';
|
||||
|
||||
imageToDraw = smileyHappy;
|
||||
}
|
||||
|
||||
if (imageToDraw !== undefined) {
|
||||
|
||||
if (imageToDraw.isLoaded === true) {
|
||||
browserCanvasContext.drawImage(imageToDraw, recordPoint3.x - imageSize / 2, recordPoint3.y - imageSize / 2, imageSize, imageSize);
|
||||
imageToDraw = undefined;
|
||||
}
|
||||
}
|
||||
|
||||
if (
|
||||
recordPoint3.x < viewPort.visibleArea.topLeft.x + 250
|
||||
||
|
||||
recordPoint3.x > viewPort.visibleArea.bottomRight.x - 250
|
||||
||
|
||||
recordPoint3.y > viewPort.visibleArea.bottomRight.y - 100
|
||||
||
|
||||
recordPoint3.y < viewPort.visibleArea.topLeft.y + 100
|
||||
) {
|
||||
// we do not write any text
|
||||
} else {
|
||||
if (line1 !== undefined) {
|
||||
if (
|
||||
(directionShort > 0 && noShortTextUp === false) ||
|
||||
(directionShort < 0 && noShortTextDown === false)
|
||||
) {
|
||||
printLabel(line1, recordPoint3.x + imageSize / 2 + 5, recordPoint3.y + 0, '0.50');
|
||||
printLabel(line2, recordPoint3.x + imageSize / 2 + 5, recordPoint3.y + 15, '0.50');
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
/* This is how we write the text */
|
||||
|
||||
function printLabel(labelToPrint, x, y, opacity) {
|
||||
|
||||
let labelPoint;
|
||||
let fontSize = 12;
|
||||
|
||||
browserCanvasContext.font = fontSize + 'px ' + UI_FONT.SECONDARY;
|
||||
|
||||
let label = '' + labelToPrint;
|
||||
|
||||
let xOffset = label.length / 2 * fontSize * FONT_ASPECT_RATIO;
|
||||
|
||||
browserCanvasContext.fillStyle = 'rgba(' + UI_COLOR.DARK + ', ' + opacity + ')';
|
||||
browserCanvasContext.fillText(label, x, y);
|
||||
|
||||
}
|
||||
|
||||
|
||||
}
|
||||
|
||||
|
||||
} catch (err) {
|
||||
|
||||
if (ERROR_LOG === true) { logger.write("[ERROR] plotChart -> err.message = " + err.message); }
|
||||
@@ -880,3 +1032,5 @@
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
Reference in new issue
Block a user