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percentage B and bollinger bands with previous

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This commit is contained in:
Luis Fernando Molina committed 2019-03-15 09:27:56 +01:00
1 parent aadfbf14c1
commit c22b6e69cc
1 file changed
+38 -36
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Multi-Period-Market/User.Bot.js
+38 -36
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@@ -286,6 +286,8 @@
try {
let previous;
for (let i = 0; i < marketFile.length; i++) {
let percentageBandwidth = {
@@ -296,8 +298,11 @@
bandwidth: marketFile[i][4]
};
percentageBandwidth.previous = percentageBandwidth;
percentageBandwidthMap.set(percentageBandwidth.begin, percentageBandwidth);
previous = percentageBandwidth;
}
nextBollingerBands();
@@ -361,6 +366,8 @@
try {
let previous;
for (let i = 0; i < marketFile.length; i++) {
let bollingerBands = {
@@ -371,8 +378,11 @@
deviation: marketFile[i][4]
};
bollingerBands.previous = previous;
bollingerBandsMap.set(bollingerBands.begin, bollingerBands);
previous = bollingerBands;
}
nextBollingerChannels();
@@ -949,11 +959,11 @@
conditions: [
{
name: "%B Moving Average going up",
code: "percentageBandwidth2.movingAverage > percentageBandwidth1.movingAverage && percentageBandwidth1.movingAverage > percentageBandwidth.movingAverage"
code: "percentageBandwidth.previous.previous.movingAverage > percentageBandwidth.previous.movingAverage && percentageBandwidth.previous.movingAverage > percentageBandwidth.movingAverage"
},
{
name: "%B Bandwidth going up",
code: "percentageBandwidth2.bandwidth < percentageBandwidth1.bandwidth && percentageBandwidth1.bandwidth < percentageBandwidth.bandwidth"
code: "percentageBandwidth.previous.previous.bandwidth < percentageBandwidth.previous.bandwidth && percentageBandwidth.previous.bandwidth < percentageBandwidth.bandwidth"
},
{
name: "Candles Min going down",
@@ -970,7 +980,7 @@
conditions: [
{
name: "Close above Band Moving Average",
code: "candle.close > band.movingAverage"
code: "candle.close > bollingerBand.movingAverage"
}
]
}
@@ -979,11 +989,11 @@
sellPoint: {
situations: [
{
name: "Min below lower band.",
name: "Min below lower bollingerBand.",
conditions: [
{
name: "3 Candles MIN below Lower Band",
code: "candle.previous.previous.min < band2.movingAverage - band2.deviation && candle.previous.min < band1.movingAverage - band1.deviation && candle.min < band.movingAverage - band.deviation"
code: "candle.previous.previous.min < bollingerBand.previous.previous.movingAverage - bollingerBand.previous.previous.deviation && candle.previous.min < bollingerBand.previous.movingAverage - bollingerBand.previous.deviation && candle.min < bollingerBand.movingAverage - bollingerBand.deviation"
}
]
}
@@ -1000,11 +1010,11 @@
conditions: [
{
name: "Candle fully below Band Moving Average",
code: "candle.max < band.movingAverage"
code: "candle.max < bollingerBand.movingAverage"
},
{
name: "Band Moving Average going down",
code: "band1.movingAverage > band.movingAverage"
code: "bollingerBand.previous.movingAverage > bollingerBand.movingAverage"
}
]
}
@@ -1012,14 +1022,14 @@
},
{
name: "Above Bands Moving Average",
code: "newStopLoss = band.movingAverage + band.movingAverage * (stopLossPercentage - stopLossDecay) / 100",
code: "newStopLoss = bollingerBand.movingAverage + bollingerBand.movingAverage * (stopLossPercentage - stopLossDecay) / 100",
situations: [
{
name: "Candle below Moving Average",
conditions: [
{
name: "Candle MAX below lower band",
code: "candle.max < band.movingAverage - band.deviation"
code: "candle.max < bollingerBand.movingAverage - bollingerBand.deviation"
}
]
}
@@ -1027,7 +1037,7 @@
},
{
name: "At Bands Moving Average",
code: "newStopLoss = band.movingAverage",
code: "newStopLoss = bollingerBand.movingAverage",
situations: [
]
}
@@ -1037,22 +1047,22 @@
phases: [
{
name: "12 times standard deviation",
code: "buyOrder = band.movingAverage - band.standardDeviation * 12",
code: "buyOrder = bollingerBand.movingAverage - bollingerBand.standardDeviation * 12",
situations: [
{
name: "Candle cut by lower band",
conditions: [
{
name: "Max above lower band",
code: "candle.max > band.movingAverage - band.deviation"
code: "candle.max > bollingerBand.movingAverage - bollingerBand.deviation"
},
{
name: "MIN below lower band",
code: "candle.min < band.movingAverage - band.deviation"
code: "candle.min < bollingerBand.movingAverage - bollingerBand.deviation"
},
{
name: "Band Moving Average going down",
code: "band1.movingAverage > band.movingAverage"
code: "bollingerBand.previous.movingAverage > bollingerBand.movingAverage"
}
]
}
@@ -1060,14 +1070,14 @@
},
{
name: "10 times standard deviation",
code: "buyOrder = band.movingAverage - band.standardDeviation * 10",
code: "buyOrder = bollingerBand.movingAverage - bollingerBand.standardDeviation * 10",
situations: [
{
name: "%B starting to revert",
conditions: [
{
name: "%B Moving Average going up",
code: "percentageBandwidth1.movingAverage < percentageBandwidth.movingAverage"
code: "percentageBandwidth.previous.movingAverage < percentageBandwidth.movingAverage"
},
{
name: "%B Moving Average above 0",
@@ -1079,14 +1089,14 @@
},
{
name: "4 times standard deviation",
code: "buyOrder = band.movingAverage - band.standardDeviation * 4",
code: "buyOrder = bollingerBand.movingAverage - bollingerBand.standardDeviation * 4",
situations: [
{
name: "%B going down again",
conditions: [
{
name: "%B Moving Average going down",
code: "percentageBandwidth1.movingAverage > percentageBandwidth.movingAverage"
code: "percentageBandwidth.previous.movingAverage > percentageBandwidth.movingAverage"
}
]
}
@@ -1094,14 +1104,14 @@
},
{
name: "3 times standard deviation",
code: "buyOrder = band.movingAverage - band.standardDeviation * 3",
code: "buyOrder = bollingerBand.movingAverage - bollingerBand.standardDeviation * 3",
situations: [
{
name: "%B going up and above 30",
conditions: [
{
name: "%B Moving Average going up",
code: "percentageBandwidth1.movingAverage < percentageBandwidth.movingAverag"
code: "percentageBandwidth.previous.movingAverage < percentageBandwidth.movingAverag"
},
{
name: "%B Moving Average above 30",
@@ -1113,7 +1123,7 @@
},
{
name: "At lower band",
code: "buyOrder = band.movingAverage - band.standardDeviation * 2",
code: "buyOrder = bollingerBand.movingAverage - bollingerBand.standardDeviation * 2",
situations: [
]
}
@@ -1137,7 +1147,7 @@
},
{
name: "Candle Close above Lower Band",
code: "candle.close > band.movingAverage + band.deviation"
code: "candle.close > bollingerBand.movingAverage + bollingerBand.deviation"
},
{
name: "Impossible",
@@ -1163,15 +1173,15 @@
sellPoint: {
situations: [
{
name: "Min below lower band.",
name: "Min below lower bollingerBand.",
conditions: [
{
name: "%B Moving Average going down",
code: "percentageBandwidth1.movingAverage > percentageBandwidth.movingAverage"
code: "percentageBandwidth.previous.movingAverage > percentageBandwidth.movingAverage"
},
{
name: "%B Moving Average above 90",
code: "percentageBandwidth1.movingAverage > 90"
code: "percentageBandwidth.previous.movingAverage > 90"
}
]
}
@@ -1191,7 +1201,7 @@
phases: [
{
name: "Between Band Moving Average and Lower Band",
code: "buyOrder = band.movingAverage - band.standardDeviation",
code: "buyOrder = bollingerBand.movingAverage - bollingerBand.standardDeviation",
situations: [
]
}
@@ -1285,7 +1295,7 @@
phases: [
{
name: "Between Band Moving Average and Lower Band",
code: "buyOrder = band.movingAverage - band.standardDeviation * 4",
code: "buyOrder = bollingerBand.movingAverage - bollingerBand.standardDeviation * 4",
situations: [
]
}
@@ -1302,7 +1312,7 @@
let candle = candles[i];
let percentageBandwidth = percentageBandwidthMap.get(candle.begin);
let band = bollingerBandsMap.get(candle.begin);
let bollingerBand = bollingerBandsMap.get(candle.begin);
let LRC = LRCMap.get(candle.begin);
if (LRC === undefined) { continue; }
@@ -1311,14 +1321,6 @@
periods++;
let band1 = bollingerBandsMap.get(candle.previous.begin);
let band2 = bollingerBandsMap.get(candle.previous.previous.begin);
let band3 = bollingerBandsMap.get(candle.previous.previous.previous.begin);
let percentageBandwidth1 = percentageBandwidthMap.get(candle.previous.begin);
let percentageBandwidth2 = percentageBandwidthMap.get(candle.previous.previous.begin);
let percentageBandwidth3 = percentageBandwidthMap.get(candle.previous.previous.previous.begin);
let subChannel = getElement(bollingerSubChannelsArray, candle.begin, candle.end);
let conditions = new Map; // Here we store the conditions values that will be use in the simulator for decision making.