index.js

const YahooFinanceAPI = require('yahoo-finance-data')

// fill in Yahoo Finance API keys here
const api = new YahooFinanceAPI({
    key: null,
    secret: null
})

const talib = require('talib')
console.log("TALib Version: " + talib.version)

const sgMail = require('@sendgrid/mail')
sgMail.setApiKey(null) // fill in SendGrid API key here

// list of symbols you want to track
let symbols = [
    {symbol: 'CL=F', dontNotifyUntil: 0},
    {symbol: 'ES=F', dontNotifyUntil: 0},
    {symbol: 'BTCUSD=X', dontNotifyUntil: 0},
    {symbol: 'AUDUSD=X', dontNotifyUntil: 0},
    {symbol: '^AXJO', dontNotifyUntil: 0},
    {symbol: '^N225', dontNotifyUntil: 0},
    {symbol: 'GC=F', dontNotifyUntil: 0},
    {symbol: 'NQ=F', dontNotifyUntil: 0},
    {symbol: 'FB', dontNotifyUntil: 0},
    {symbol: 'AAPL', dontNotifyUntil: 0},
    {symbol: 'NFLX', dontNotifyUntil: 0},
    {symbol: 'GOOG', dontNotifyUntil: 0},
    {symbol: 'TSLA', dontNotifyUntil: 0},
    {symbol: 'ETHUSD=X', dontNotifyUntil: 0},
    {symbol: 'DX-Y.NYB', dontNotifyUntil: 0}
]

const interval = 30000

const step1 = (symbol, i) => {
    console.log(`Running Step 1 on ${symbol}`)
    api
        .getHistoricalData(symbol, '1d', 'max')
        .then(data => {
            let high = data.chart.result[0].indicators.quote[0].high.filter(n => n)
            let low = data.chart.result[0].indicators.quote[0].low.filter(n => n)
            console.log(high.length, low.length)
            talib.execute({
                name: "SAR",
                high: high,
                low: low,
                startIdx: 0,
                endIdx: high.length - 1,
                optInAcceleration: 0.02,
                optInMaximum: 0.2
            }, function (error, result) {

                if (error) console.error(error)

                console.log("1D Results:")
                console.log(result.result.outReal[result.result.outReal.length - 1])

                console.log('H: ' + high[high.length - 1])
                console.log('L: ' + low[low.length - 1])

                if (result.result.outReal[result.result.outReal.length - 1] > high[high.length - 1]) {
                    console.log(`Step 1 short signal on ${symbol}`)
                    step2(symbol, i)
                }
            })
        })
        .catch(err => console.log(err))
}

const step2 = (symbol, i) =>
    api
        .getIntradayChartData(symbol, '1h', true)
        .then(data => {
            let high = data.chart.result[0].indicators.quote[0].high.filter(n => n)
            let low = data.chart.result[0].indicators.quote[0].low.filter(n => n)
            console.log(high.length, low.length)
            talib.execute({
                name: "SAR",
                high: high,
                low: low,
                startIdx: 0,
                endIdx: high.length - 1,
                optInAcceleration: 0.02,
                optInMaximum: 0.2
            }, function (error, result) {

                if (error) console.error(error)

                console.log("1h Results:")
                console.log(result.result.outReal[result.result.outReal.length - 1])

                console.log('H: ' + high[high.length - 1])
                console.log('L: ' + low[low.length - 1])

                if (result.result.outReal[result.result.outReal.length - 1] > high[high.length - 1]) {
                    console.log(`Step 2 short signal on ${symbol}`)
                    step3(symbol, i)
                }
            })
        })
        .catch(err => console.log(err))

const step3 = (symbol, i) =>
    api
        .getIntradayChartData(symbol, '15m', true)
        .then(data => {
            let high = data.chart.result[0].indicators.quote[0].high.filter(n => n)
            let low = data.chart.result[0].indicators.quote[0].low.filter(n => n)
            console.log(high.length, low.length)
            talib.execute({
                name: "SAR",
                high: high,
                low: low,
                startIdx: 0,
                endIdx: high.length - 1,
                optInAcceleration: 0.02,
                optInMaximum: 0.2
            }, function (error, result) {

                if (error) console.error(error)

                console.log("1h Results:")
                console.log(result.result.outReal[result.result.outReal.length - 1])

                console.log('H: ' + high[high.length - 1])
                console.log('L: ' + low[low.length - 1])

                if (result.result.outReal[result.result.outReal.length - 1] > high[high.length - 1]) {
                    console.log(`15HD rule says short ${symbol}!!!!!!!!`)
                    if (new Date() * 1 > symbols[i].dontNotifyUntil) {
                        console.log(`Current timestamp: ${new Date() * 1}`)
                        console.log(`Do not notify until: ${symbols[i].dontNotifyUntil}`)
                        console.log(`Sending notification!`)
                        const msg = {
                            to: 'hello@franciskim.co',
                            from: 'hello@franciskim.co',
                            subject: `Short ${symbol}`,
                            text: `15HD rule says short ${symbol}`
                        }
                        sgMail.send(msg)
                        if (new Date().getDay() !== 6 && new Date().getDay() !== 0) {
                            symbols[i].dontNotifyUntil = new Date() * 1 + 4 * 60 * 60 * 1000 // do not notify for 4 hours
                        }
                        else symbols[i].dontNotifyUntil = new Date() * 1 + 24 * 60 * 60 * 1000 // do not notify for 24 hours on weekend
                    }
                    else {
                        console.log(`Current timestamp: ${new Date() * 1}`)
                        console.log(`Do not notify until: ${symbols[i].dontNotifyUntil}`)
                        console.log(`Skipping notification`)
                    }
                }

            })
        })
        .catch(err => console.log(err))

let i = -1

setInterval(() => {
    i++
    if (i > symbols.length - 1) i = 0 // loop
    step1(symbols[i].symbol, i)
}, interval)