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Refactoring Strategy Number

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Luis Fernando Molina committed 2019-06-04 21:03:46 +02:00
1 parent 76e7be2560
commit cc3881edde
1 file changed
+16 -16
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Commons.js
+16 -16
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@@ -81,7 +81,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
/* Strategy and Phases */
let strategyNumber = 0;
let currentStrategyNumber = 0;
let strategyPhase = 0; // So far we will consider 5 possible phases: 0 = Initial state, 1 = Signal to buy, 2 = Buy, 3 = After Buy, 4 = Sell.
/* Stop Loss Management */
@@ -323,7 +323,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
/* Trigger On Conditions */
if (strategyNumber === 0 &&
if (currentStrategyNumber === 0 &&
balanceAssetA > minimunBalanceA) {
/*
@@ -363,7 +363,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
if (passed) {
strategyPhase = 1;
strategyNumber = j + 1;
currentStrategyNumber = j + 1;
currentStrategy.begin = candle.begin;
currentStrategy.beginRate = candle.min;
currentStrategy.endRate = candle.min; // In case the strategy does not get exited
@@ -382,7 +382,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
function checkTriggerOff() {
let strategy = tradingSystem.strategies[strategyNumber - 1];
let strategy = tradingSystem.strategies[currentStrategyNumber - 1];
for (let k = 0; k < strategy.triggerOff.situations.length; k++) {
@@ -401,12 +401,12 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
if (passed) {
currentStrategy.number = strategyNumber - 1
currentStrategy.number = currentStrategyNumber - 1
currentStrategy.end = candle.end;
currentStrategy.endRate = candle.min;
currentStrategy.status = 1;
strategyPhase = 0;
strategyNumber = 0;
currentStrategyNumber = 0;
return;
}
@@ -443,7 +443,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
currentTrade.exitType = 1;
currentTrade.endRate = stopLoss;
currentStrategy.number = strategyNumber - 1
currentStrategy.number = currentStrategyNumber - 1
currentStrategy.end = candle.end;
currentStrategy.endRate = candle.min;
currentStrategy.status = 1;
@@ -472,7 +472,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
currentTrade.exitType = 2;
currentTrade.endRate = takeProfit;
currentStrategy.number = strategyNumber - 1
currentStrategy.number = currentStrategyNumber - 1
currentStrategy.end = candle.end;
currentStrategy.endRate = candle.min;
currentStrategy.status = 1;
@@ -487,7 +487,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
function checkTakePosition() {
let strategy = tradingSystem.strategies[strategyNumber - 1];
let strategy = tradingSystem.strategies[currentStrategyNumber - 1];
for (let k = 0; k < strategy.takePosition.situations.length; k++) {
@@ -530,7 +530,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
function checkStopPhases() {
let strategy = tradingSystem.strategies[strategyNumber - 1];
let strategy = tradingSystem.strategies[currentStrategyNumber - 1];
let phase = strategy.stopLoss.phases[stopLossPhase - 1];
for (let k = 0; k < phase.situations.length; k++) {
@@ -559,7 +559,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
function checkStopLoss() {
let strategy = tradingSystem.strategies[strategyNumber - 1];
let strategy = tradingSystem.strategies[currentStrategyNumber - 1];
let phase = strategy.stopLoss.phases[stopLossPhase - 1];
try {
@@ -587,7 +587,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
function checkTakeProfitPhases() {
let strategy = tradingSystem.strategies[strategyNumber - 1];
let strategy = tradingSystem.strategies[currentStrategyNumber - 1];
let phase = strategy.takeProfit.phases[takeProfitPhase - 1];
for (let k = 0; k < phase.situations.length; k++) {
@@ -616,7 +616,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
function checkTakeProfit() {
let strategy = tradingSystem.strategies[strategyNumber - 1];
let strategy = tradingSystem.strategies[currentStrategyNumber - 1];
let phase = strategy.takeProfit.phases[takeProfitPhase - 1];
try {
@@ -735,7 +735,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
addRecord();
strategyNumber = 0;
currentStrategyNumber = 0;
stopLoss = 0;
positionRate = 0;
positionSize = 0;
@@ -844,7 +844,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
anualizedRateOfReturn: anualizedRateOfReturn,
positionRate: positionRate,
lastProfitPercent: lastProfitPercent,
strategy: strategyNumber,
strategy: currentStrategyNumber,
strategyPhase: strategyPhase,
takeProfit: takeProfit,
stopLossPhase: stopLossPhase,
@@ -861,7 +861,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
/* Prepare the information for the Conditions File */
conditionsArrayRecord.push(strategyNumber);
conditionsArrayRecord.push(currentStrategyNumber);
conditionsArrayRecord.push(strategyPhase);
conditionsArrayRecord.push(stopLossPhase);
conditionsArrayRecord.push(takeProfitPhase);