Bug fixed creating plotter
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Luis Fernando Molina committed
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cceb156661
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@@ -1114,104 +1114,101 @@
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minimumBalance = bot.VALUES_TO_USE.minimumBalanceB
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maximumBalance = bot.VALUES_TO_USE.maximumBalanceB
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}
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if (minimumBalance === undefined) {
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minimumBalance = 0
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let stopRunningDate = new Date(candle.begin)
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if (balance <= minimumBalance) {
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tradingSystem.error = "Min Balance @ " + stopRunningDate.toLocaleString()
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> " + tradingSystem.error ); }
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afterLoop()
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return
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}
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if (maximumBalance === undefined) {
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maximumBalance = 10000000000000000
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if (balance >= maximumBalance) {
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tradingSystem.error = "Max Balance @ " + stopRunningDate.toLocaleString()
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> " + tradingSystem.error); }
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afterLoop()
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return
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}
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if (balance > minimumBalance && balance < maximumBalance) {
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/*
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Here we need to pick a strategy, or if there is not suitable strategy for the current
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market conditions, we pass until the next period.
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/*
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Here we need to pick a strategy, or if there is not suitable strategy for the current
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market conditions, we pass until the next period.
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To pick a new strategy we will evaluate what we call the trigger on. Once we enter
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into one strategy, we will ignore market conditions for others. However there is also
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a strategy trigger off which can be hit before taking a position. If hit, we would
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be outside a strategy again and looking for the condition to enter all over again.
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To pick a new strategy we will evaluate what we call the trigger on. Once we enter
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into one strategy, we will ignore market conditions for others. However there is also
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a strategy trigger off which can be hit before taking a position. If hit, we would
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be outside a strategy again and looking for the condition to enter all over again.
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*/
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*/
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for (let j = 0; j < tradingSystem.strategies.length; j++) {
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for (let j = 0; j < tradingSystem.strategies.length; j++) {
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let strategy = tradingSystem.strategies[j];
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let strategy = tradingSystem.strategies[j];
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let triggerStage = strategy.triggerStage
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let triggerStage = strategy.triggerStage
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if (triggerStage !== undefined) {
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if (triggerStage !== undefined) {
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if (triggerStage.triggerOn !== undefined) {
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if (triggerStage.triggerOn !== undefined) {
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for (let k = 0; k < triggerStage.triggerOn.situations.length; k++) {
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for (let k = 0; k < triggerStage.triggerOn.situations.length; k++) {
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let situation = triggerStage.triggerOn.situations[k];
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let passed = true;
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let situation = triggerStage.triggerOn.situations[k];
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let passed = true;
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for (let m = 0; m < situation.conditions.length; m++) {
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for (let m = 0; m < situation.conditions.length; m++) {
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let condition = situation.conditions[m];
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let key = j + '-' + 'triggerStage' + '-' + 'triggerOn' + '-' + k + '-' + m;
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let condition = situation.conditions[m];
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let key = j + '-' + 'triggerStage' + '-' + 'triggerOn' + '-' + k + '-' + m;
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let value = false
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if (conditions.get(key) !== undefined) {
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value = conditions.get(key).value;
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}
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if (value === false) { passed = false; }
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let value = false
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if (conditions.get(key) !== undefined) {
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value = conditions.get(key).value;
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}
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if (passed) {
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if (value === false) { passed = false; }
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}
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strategyStage = 'Trigger Stage';
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checkAnnouncements(triggerStage)
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if (passed) {
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currentStrategyIndex = j;
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currentStrategy.begin = candle.begin;
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currentStrategy.beginRate = candle.min;
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currentStrategy.endRate = candle.min; // In case the strategy does not get exited
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currentStrategy.triggerOnSituation = situation.name
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strategyStage = 'Trigger Stage';
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checkAnnouncements(triggerStage)
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if (processingDailyFiles) {
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if (positionedAtYesterday) {
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yesterday.strategyStage = strategyStage;
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yesterday.currentStrategyIndex = currentStrategyIndex;
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yesterday.currentStrategy.begin = currentStrategy.begin;
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yesterday.currentStrategy.beginRate = currentStrategy.beginRate;
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yesterday.currentStrategy.endRate = currentStrategy.endRate;
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yesterday.currentStrategy.triggerOnSituation = currentStrategy.triggerOnSituation;
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}
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currentStrategyIndex = j;
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currentStrategy.begin = candle.begin;
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currentStrategy.beginRate = candle.min;
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currentStrategy.endRate = candle.min; // In case the strategy does not get exited
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currentStrategy.triggerOnSituation = situation.name
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if (processingDailyFiles) {
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if (positionedAtYesterday) {
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yesterday.strategyStage = strategyStage;
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yesterday.currentStrategyIndex = currentStrategyIndex;
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yesterday.currentStrategy.begin = currentStrategy.begin;
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yesterday.currentStrategy.beginRate = currentStrategy.beginRate;
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yesterday.currentStrategy.endRate = currentStrategy.endRate;
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yesterday.currentStrategy.triggerOnSituation = currentStrategy.triggerOnSituation;
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}
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distanceToLast.triggerOn = 1;
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if (processingDailyFiles) {
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if (positionedAtYesterday) {
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yesterday.distanceToLast.triggerOn = distanceToLast.triggerOn
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}
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}
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checkAnnouncements(triggerStage.triggerOn)
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> Switching to Trigger Stage because conditions at Trigger On Event were met."); }
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break;
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}
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distanceToLast.triggerOn = 1;
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if (processingDailyFiles) {
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if (positionedAtYesterday) {
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yesterday.distanceToLast.triggerOn = distanceToLast.triggerOn
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}
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}
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checkAnnouncements(triggerStage.triggerOn)
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if (FULL_LOG === true) { logger.write(MODULE_NAME, "[INFO] runSimulation -> loop -> Switching to Trigger Stage because conditions at Trigger On Event were met."); }
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break;
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}
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}
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}
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}
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} else {
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let stopRunningDate = new Date(candle.begin)
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if (balance <= minimumBalance) {
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tradingSystem.error = "Min Balance @ " + stopRunningDate.toLocaleString()
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}
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if (balance >= maximumBalance) {
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tradingSystem.error = "Max Balance @ " + stopRunningDate.toLocaleString()
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}
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}
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}
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/* Trigger Off Condition */
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