Last touches to strategy 1
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Luis Fernando Molina committed
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commit
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+69
-61
@@ -386,7 +386,7 @@
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marketFile = JSON.parse(text);
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buildBollingerChannelsArray();
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buildBollingerSubChannelsArray();
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}
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@@ -792,7 +792,7 @@
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/* Stop Loss condition: Here we verify if the Stop Loss was hitted or not. */
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if (candle.max >= stopLoss &&
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strategyPhase === 2) {
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strategyPhase === 3) {
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balanceAssetA = balanceAssetB / stopLoss;
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//if (isNaN(balanceAssetA)) { balanceAssetA = 0; }
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@@ -806,7 +806,7 @@
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/* Buy Order condition: Here we verify if the Buy Order was filled or not. */
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if (candle.min <= buyOrder &&
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strategyPhase === 2) {
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strategyPhase === 3) {
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balanceAssetA = balanceAssetB / buyOrder;
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//if (isNaN(balanceAssetA)) { balanceAssetA = 0; }
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@@ -817,7 +817,7 @@
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strategyPhase = 4;
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}
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if (strategyPhase < 3) {
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if (strategyPhase < 4) { // A buy condition has not been detected.
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if (strategy === 1) {
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@@ -844,17 +844,7 @@
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if (
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strategyPhase === 0 &&
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percentgeBandwidth.value >= 70 &&
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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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/* Sell Condition #1 */
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@@ -889,25 +879,31 @@
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buyOrderPhase = 1;
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}
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if (stopLossPhase === 1) {
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/* Signal to be ready to Sell */
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newStopLoss = newStopLoss = sellRate + sellRate * (stopLossPercentage - stopLossDecay) / 100;
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if (
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strategyPhase === 0 &&
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percentgeBandwidth.value >= 70 &&
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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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/* Stop Loss Management */
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if (stopLossPhase === 3) {
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newStopLoss = band.movingAverage;
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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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strategyPhase === 2 &&
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candle.max < band.movingAverage &&
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band1.movingAverage > band.movingAverage
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) {
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stopLossPhase = 2;
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}
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}
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if (stopLossPhase === 2) {
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@@ -927,38 +923,56 @@
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}
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}
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if (stopLossPhase === 3) {
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if (stopLossPhase === 1) {
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newStopLoss = band.movingAverage;
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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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if (buyOrderPhase === 1) {
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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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}
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if (
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strategyPhase === 2 &&
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strategyPhase === 3 &&
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candle.max < band.movingAverage &&
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band1.movingAverage > band.movingAverage &&
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candle.min < band.movingAverage - band.deviation
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band1.movingAverage > band.movingAverage
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) {
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buyOrderPhase = 2;
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stopLossPhase = 2;
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}
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}
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/* Buy Orders Management */
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if (buyOrderPhase === 5) {
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buyOrder = band.movingAverage - band.standardDeviation * 2;
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}
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if (buyOrderPhase === 4) {
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buyOrder = band.movingAverage - band.standardDeviation * 3;
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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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buyOrderPhase = 5;
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}
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}
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if (buyOrderPhase === 3) {
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buyOrder = band.movingAverage - band.standardDeviation * 4;
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if (percentgeBandwidth1.movingAverage > percentgeBandwidth.movingAverage) {
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buyOrderPhase = 4;
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}
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}
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if (buyOrderPhase === 2) {
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buyOrder = band.movingAverage - band.standardDeviation * 10;
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@@ -971,34 +985,28 @@
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}
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}
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if (buyOrderPhase === 3) {
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if (buyOrderPhase === 1) {
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buyOrder = band.movingAverage - band.standardDeviation * 4;
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buyOrderDecay = buyOrderDecay + buyOrderDecayIncrement;
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if (percentgeBandwidth1.movingAverage > percentgeBandwidth.movingAverage) {
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buyOrderPhase = 4;
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}
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}
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if (buyOrderPhase === 4) {
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buyOrder = band.movingAverage - band.standardDeviation * 3;
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buyOrder = band.movingAverage - band.standardDeviation * 10; //+ band.movingAverage - band.standardDeviation * 4 * (buyOrderPercentage + buyOrderDecay) / 100;
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if (
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percentgeBandwidth1.movingAverage < percentgeBandwidth.movingAverage &&
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percentgeBandwidth.movingAverage > 30
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strategyPhase === 3 &&
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candle.max < band.movingAverage &&
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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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buyOrderPhase = 5;
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buyOrderPhase = 2;
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}
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}
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if (buyOrderPhase === 5) {
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buyOrder = band.movingAverage - band.standardDeviation * 2;
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/* Check if a Sell condition was found. */
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}
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if (strategyPhase === 2) {
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if (strategyPhase === 2) {
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previousBalanceAssetA = balanceAssetA;
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lastProfit = 0;
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