takeProfitStage and stopLossStage introduced
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Luis Fernando Molina committed
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9093b2e743
commit
de491e6004
1 file changed
+29
-14
+29
-14
@@ -90,6 +90,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
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let previousStopLoss = 0;
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let stopLoss = 0;
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let stopLossPhase = 0;
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let stopLossStage = 'No Stage';
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/* Take Profit Management */
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@@ -97,6 +98,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
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let previousTakeProfit = 0;
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let takeProfit = 0;
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let takeProfitPhase = 0;
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let takeProfitStage = 'No Stage';
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/* Simulation Records */
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@@ -111,6 +113,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
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let anualizedRateOfReturn = 0;
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let type = '""';
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let marketRate = 0;
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let takePositionNow = false
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/* In some cases we need to know if we are positioned at the last candle of the calendar day, for that we need thse variables. */
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@@ -468,10 +471,13 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
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type = '"Sell"';
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strategyStage = 'Open Stage';
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stopLossStage = 'Open Stage';
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takeProfitStage = 'Open Stage';
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stopLossPhase = 1;
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takeProfitPhase = 1;
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currentTrade.begin = candle.begin;
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currentTrade.beginRate = candle.close;
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takePositionNow = true
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return;
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}
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}
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@@ -507,6 +513,8 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
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marketRate = stopLoss;
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type = '"Buy@StopLoss"';
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strategyStage = 'Close Stage';
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stopLossStage = 'No Stage';
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takeProfitStage = 'No Stage';
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currentTrade.end = candle.end;
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currentTrade.status = 1;
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currentTrade.exitType = 1;
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@@ -536,6 +544,8 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
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marketRate = takeProfit;
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type = '"Buy@TakeProfit"';
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strategyStage = 'Close Stage';
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stopLossStage = 'No Stage';
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takeProfitStage = 'No Stage';
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currentTrade.end = candle.end;
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currentTrade.status = 1;
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currentTrade.exitType = 2;
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@@ -572,7 +582,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
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let initialDefinitionKey = ''
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let p
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if (strategyStage === 'Open Stage' && openStage !== undefined) {
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if (stopLossStage === 'Open Stage' && openStage !== undefined) {
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if (openStage.initialDefinition !== undefined) {
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if (openStage.initialDefinition.stopLoss !== undefined) {
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parentNode = openStage.initialDefinition
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@@ -583,7 +593,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
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}
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}
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if (strategyStage === 'Manage Stage' && manageStage !== undefined) {
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if (stopLossStage === 'Manage Stage' && manageStage !== undefined) {
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if (manageStage.stopLoss !== undefined) {
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parentNode = manageStage
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stageKey = 'manageStage'
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@@ -611,7 +621,8 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
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if (passed) {
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stopLossPhase++;
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stopLossStage = 'Manage Stage'
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if (takeProfitPhase > 1) { strategyStage = 'Manage Stage'}
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return;
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}
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}
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@@ -624,7 +635,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
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let manageStage = strategy.manageStage
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let phase
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if (strategyStage === 'Open Stage' && openStage !== undefined) {
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if (stopLossStage === 'Open Stage' && openStage !== undefined) {
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if (openStage.initialDefinition !== undefined) {
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if (openStage.initialDefinition.stopLoss !== undefined) {
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phase = openStage.initialDefinition.stopLoss.phases[stopLossPhase - 1];
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@@ -632,7 +643,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
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}
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}
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if (strategyStage === 'Manage Stage' && manageStage !== undefined) {
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if (stopLossStage === 'Manage Stage' && manageStage !== undefined) {
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if (manageStage.stopLoss !== undefined) {
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phase = manageStage.stopLoss.phases[stopLossPhase - 2];
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}
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@@ -675,7 +686,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
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let initialDefinitionKey = ''
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let p
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if (strategyStage === 'Open Stage' && openStage !== undefined) {
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if (takeProfitStage === 'Open Stage' && openStage !== undefined) {
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if (openStage.initialDefinition !== undefined) {
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if (openStage.initialDefinition.takeProfit !== undefined) {
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parentNode = openStage.initialDefinition
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@@ -686,7 +697,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
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}
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}
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if (strategyStage === 'Manage Stage' && manageStage !== undefined) {
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if (takeProfitStage === 'Manage Stage' && manageStage !== undefined) {
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if (manageStage.takeProfit !== undefined) {
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parentNode = manageStage
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stageKey = 'manageStage'
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@@ -714,7 +725,8 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
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if (passed) {
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takeProfitPhase++;
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takeProfitStage = 'Manage Stage'
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if (stopLossPhase > 1) { strategyStage = 'Manage Stage' }
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return;
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}
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}
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@@ -727,7 +739,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
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let manageStage = strategy.manageStage
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let phase
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if (strategyStage === 'Open Stage' && openStage !== undefined) {
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if (takeProfitStage === 'Open Stage' && openStage !== undefined) {
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if (openStage.initialDefinition !== undefined) {
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if (openStage.initialDefinition.takeProfit !== undefined) {
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phase = openStage.initialDefinition.takeProfit.phases[takeProfitPhase - 1];
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@@ -735,7 +747,7 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
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}
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}
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if (strategyStage === 'Manage Stage' && manageStage !== undefined) {
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if (takeProfitStage === 'Manage Stage' && manageStage !== undefined) {
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if (manageStage.takeProfit !== undefined) {
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phase = manageStage.takeProfit.phases[takeProfitPhase - 2];
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}
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@@ -756,7 +768,9 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
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/* Taking a Position */
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if (strategyStage === 'Open Stage') {
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if (
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takePositionNow === true
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) {
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marketRate = candle.close;
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positionRate = marketRate;
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@@ -787,13 +801,12 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
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}
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}
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addRecord();
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strategyStage = 'Manage Stage';
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addRecord();
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continue;
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}
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/* Exiting a Trade */
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/* Closing a Position */
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if (strategyStage === 'Close Stage') {
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@@ -864,6 +877,8 @@ exports.newCommons = function newCommons(bot, logger, UTILITIES) {
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positionInstant = undefined;
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takeProfit = 0;
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strategyStage = 'No Stage';
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stopLossStage = 'No Stage';
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takeProfitStage = 'No Stage';
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stopLossPhase = 0;
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takeProfitPhase = 0;
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continue;
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