Checkpoint: working
This commit is contained in:
Luis Fernando Molina committed
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commit
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1 file changed
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+190
-185
@@ -637,207 +637,212 @@
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buySignalActivated = true;
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}
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if (buySignalActivated === false) {
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if (strategy === 1) {
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if (strategy === 1) {
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/* Strategy #1: Trend Following. */
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/* Strategy #1: Trend Following. */
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/*
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Strategy Summary:
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Once Percentage Bandwidth (PB) moving average is going down and
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it is abobe 70%, we enter into Pre-Sell mode, which means that we are ready to
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sell as soon as the trend starts going down. The trend should be measured by the
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Bollinger Bands moving average.
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Once the band's moving average starts going down we Sell and we set the stop loss,
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which initially is static or going down if the prices starts going up too.
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Once the candles minimun goes out of the lower Bollinger band, we enter into stop loss
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trailing mode, which means that the stop loss will follow the band's moving average
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from there on, getting closer or farther from it depending on the slope of the moving average
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itself.
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*/
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if (
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percentgeBandwidth.value >= 70 &&
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lastOperation === 'Buy' &&
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(percentgeBandwidth1.movingAverage > percentgeBandwidth.movingAverage) &&
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presellModeIsActive === false
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) {
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signal = '"Pre-Sell"';
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presellModeIsActive = true;
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strategyPhase = 1;
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};
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let sellSignalActivated = false;
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/* Sell Condition #1 */
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if (
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presellModeIsActive === true &&
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band2.movingAverage > band1.movingAverage &&
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band1.movingAverage > band.movingAverage &&
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lastOperation === 'Buy'
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) {
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type = '"Sell-1"';
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sellSignalActivated = true;
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strategyPhase = 2;
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}
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/* Sell Condition #2 */
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if (
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candles[i - 3].min < band3.movingAverage - band3.deviation &&
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candles[i - 2].min < band2.movingAverage - band2.deviation &&
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candles[i - 1].min < band1.movingAverage - band1.deviation &&
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candle.min < band.movingAverage - band.deviation &&
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lastOperation === 'Buy'
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) {
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type = '"Sell-2"';
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sellSignalActivated = true;
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strategyPhase = 2;
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}
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if (strategyPhase === 2) {
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buyOrderDecay = buyOrderDecay + buyOrderDecayIncrement;
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buyOrder = band.movingAverage - band.standardDeviation * 10; //+ band.movingAverage - band.standardDeviation * 4 * (buyOrderPercentage + buyOrderDecay) / 100;
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newStopLoss = newStopLoss = sellRate + sellRate * (stopLossPercentage - stopLossDecay) / 100;
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if (newStopLoss < previousStopLoss) {
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stopLoss = newStopLoss;
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} else {
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stopLoss = previousStopLoss;
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}
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/*
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Strategy Summary:
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Once Percentage Bandwidth (PB) moving average is going down and
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it is abobe 70%, we enter into Pre-Sell mode, which means that we are ready to
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sell as soon as the trend starts going down. The trend should be measured by the
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Bollinger Bands moving average.
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Once the band's moving average starts going down we Sell and we set the stop loss,
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which initially is static or going down if the prices starts going up too.
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Once the candles minimun goes out of the lower Bollinger band, we enter into stop loss
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trailing mode, which means that the stop loss will follow the band's moving average
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from there on, getting closer or farther from it depending on the slope of the moving average
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itself.
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*/
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if (
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candle.max < band.movingAverage &&
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lastOperation === 'Sell' &&
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percentgeBandwidth.value >= 70 &&
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lastOperation === 'Buy' &&
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(percentgeBandwidth1.movingAverage > percentgeBandwidth.movingAverage) &&
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presellModeIsActive === false
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) {
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signal = '"Pre-Sell"';
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presellModeIsActive = true;
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strategyPhase = 1;
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};
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let sellSignalActivated = false;
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/* Sell Condition #1 */
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if (
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presellModeIsActive === true &&
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band2.movingAverage > band1.movingAverage &&
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band1.movingAverage > band.movingAverage &&
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candle.min < band.movingAverage - band.deviation
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lastOperation === 'Buy'
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) {
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strategyPhase = 3;
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type = '"Sell-1"';
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sellSignalActivated = true;
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strategyPhase = 2;
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}
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}
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if (strategyPhase === 3) {
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buyOrder = band.movingAverage - band.standardDeviation * 10;
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newStopLoss = band.movingAverage + band.movingAverage * (stopLossPercentage - stopLossDecay) / 100;
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if (newStopLoss < previousStopLoss) {
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stopLoss = newStopLoss;
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} else {
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stopLoss = previousStopLoss;
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}
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/* Sell Condition #2 */
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if (
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percentgeBandwidth1.movingAverage < percentgeBandwidth.movingAverage &&
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percentgeBandwidth.movingAverage > 0
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candles[i - 3].min < band3.movingAverage - band3.deviation &&
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candles[i - 2].min < band2.movingAverage - band2.deviation &&
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candles[i - 1].min < band1.movingAverage - band1.deviation &&
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candle.min < band.movingAverage - band.deviation &&
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lastOperation === 'Buy'
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) {
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type = '"Sell-2"';
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sellSignalActivated = true;
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strategyPhase = 2;
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}
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if (strategyPhase === 2) {
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buyOrderDecay = buyOrderDecay + buyOrderDecayIncrement;
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buyOrder = band.movingAverage - band.standardDeviation * 10; //+ band.movingAverage - band.standardDeviation * 4 * (buyOrderPercentage + buyOrderDecay) / 100;
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newStopLoss = newStopLoss = sellRate + sellRate * (stopLossPercentage - stopLossDecay) / 100;
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if (newStopLoss < previousStopLoss) {
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stopLoss = newStopLoss;
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} else {
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stopLoss = previousStopLoss;
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}
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if (
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candle.max < band.movingAverage &&
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lastOperation === 'Sell' &&
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band1.movingAverage > band.movingAverage &&
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candle.min < band.movingAverage - band.deviation
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) {
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strategyPhase = 4;
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strategyPhase = 3;
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}
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}
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if (strategyPhase === 3) {
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buyOrder = band.movingAverage - band.standardDeviation * 10;
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newStopLoss = band.movingAverage + band.movingAverage * (stopLossPercentage - stopLossDecay) / 100;
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if (newStopLoss < previousStopLoss) {
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stopLoss = newStopLoss;
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} else {
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stopLoss = previousStopLoss;
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}
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if (
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percentgeBandwidth1.movingAverage < percentgeBandwidth.movingAverage &&
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percentgeBandwidth.movingAverage > 0
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) {
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strategyPhase = 4;
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}
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}
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if (strategyPhase === 4) {
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buyOrder = band.movingAverage - band.standardDeviation * 4;
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newStopLoss = band.movingAverage + band.movingAverage * (stopLossPercentage - stopLossDecay) / 100;
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if (newStopLoss < previousStopLoss) {
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stopLoss = newStopLoss;
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} else {
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stopLoss = previousStopLoss;
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}
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if (percentgeBandwidth1.movingAverage > percentgeBandwidth.movingAverage) {
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strategyPhase = 5;
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}
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}
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if (strategyPhase === 5) {
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buyOrder = band.movingAverage - band.standardDeviation * 3;
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newStopLoss = band.movingAverage + band.movingAverage * (stopLossPercentage - stopLossDecay) / 100;
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if (newStopLoss < previousStopLoss) {
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stopLoss = newStopLoss;
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} else {
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stopLoss = previousStopLoss;
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}
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if (
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percentgeBandwidth1.movingAverage < percentgeBandwidth.movingAverage &&
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percentgeBandwidth.movingAverage > 30
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) {
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strategyPhase = 6;
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}
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}
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if (strategyPhase === 6) {
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buyOrder = band.movingAverage - band.standardDeviation * 2;
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newStopLoss = band.movingAverage + band.movingAverage * (stopLossPercentage - stopLossDecay) / 100;
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if (newStopLoss < previousStopLoss) {
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stopLoss = newStopLoss;
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} else {
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stopLoss = previousStopLoss;
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}
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}
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if (sellSignalActivated === true) {
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previousBalanceAssetA = balanceAssetA;
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lastProfit = 0;
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lastProfitPercent = 0;
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balanceAssetB = balanceAssetA * candle.close;
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balanceAssetA = 0;
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rate = candle.close;
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sellRate = rate;
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stopLoss = sellRate + sellRate * stopLossPercentage / 100;
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lastOperation = 'Sell';
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presellModeIsActive = false;
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stopLossDecay = 0;
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addRecord();
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sellSignalActivated = false;
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continue;
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}
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}
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if (strategyPhase === 4) {
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if (strategy === 2) {
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buyOrder = band.movingAverage - band.standardDeviation * 4;
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/* Strategy #2: Range Trading. */
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newStopLoss = band.movingAverage + band.movingAverage * (stopLossPercentage - stopLossDecay) / 100;
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if (newStopLoss < previousStopLoss) {
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stopLoss = newStopLoss;
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} else {
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stopLoss = previousStopLoss;
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}
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if (percentgeBandwidth1.movingAverage > percentgeBandwidth.movingAverage) {
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strategyPhase = 5;
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}
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/*
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Strategy Summary:
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Once the candles maximun gets above the Bollinger Upper Band we wait until the B% moving average points
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downward and then we Sell.
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We keep our buy order just below the the Bollinger Bands moving average.
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*/
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}
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if (strategyPhase === 5) {
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buyOrder = band.movingAverage - band.standardDeviation * 3;
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newStopLoss = band.movingAverage + band.movingAverage * (stopLossPercentage - stopLossDecay) / 100;
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if (newStopLoss < previousStopLoss) {
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stopLoss = newStopLoss;
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} else {
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stopLoss = previousStopLoss;
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}
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if (
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percentgeBandwidth1.movingAverage < percentgeBandwidth.movingAverage &&
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percentgeBandwidth.movingAverage > 30
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) {
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strategyPhase = 6;
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}
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}
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if (strategyPhase === 6) {
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buyOrder = band.movingAverage - band.standardDeviation * 2;
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newStopLoss = band.movingAverage + band.movingAverage * (stopLossPercentage - stopLossDecay) / 100;
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if (newStopLoss < previousStopLoss) {
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stopLoss = newStopLoss;
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} else {
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stopLoss = previousStopLoss;
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}
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}
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if (sellSignalActivated === true) {
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previousBalanceAssetA = balanceAssetA;
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lastProfit = 0;
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lastProfitPercent = 0;
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balanceAssetB = balanceAssetA * candle.close;
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balanceAssetA = 0;
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rate = candle.close;
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sellRate = rate;
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stopLoss = sellRate + sellRate * stopLossPercentage / 100;
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lastOperation = 'Sell';
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presellModeIsActive = false;
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stopLossDecay = 0;
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addRecord();
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sellSignalActivated = false;
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continue;
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}
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}
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if (strategy === 2) {
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/* Strategy #2: Range Trading. */
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/*
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Strategy Summary:
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Once the candles maximun gets above the Bollinger Upper Band we wait until the B% moving average points
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downward and then we Sell.
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We keep our buy order just below the the Bollinger Bands moving average.
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*/
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}
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@@ -846,11 +851,6 @@
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if (buySignalActivated === true) {
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stopLoss = 0;
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sellRate = 0;
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buyOrder = 0;
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strategyPhase = 0;
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roundtrips++;
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lastProfit = balanceAssetA - previousBalanceAssetA;
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@@ -874,10 +874,15 @@
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anualizedRateOfReturn = ROI / days * 365;
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lastOperation = 'Buy';
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strategy = 0;
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addRecord();
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strategy = 0;
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stopLoss = 0;
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sellRate = 0;
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buyOrder = 0;
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strategyPhase = 0;
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continue;
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}
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