some Strategies for Gekko Trading Bot

MRBB.js

// helpers
var _ = require('lodash');
var log = require('../core/log.js');

// let's create our own method
var method = {};

method.init = function() {

    this.age = 0;

    this.currentTrend;
    this.requiredHistory = 6;


    this.addIndicator('macd', 'MACD', this.settings);
    this.addIndicator('rsi', 'RSI', this.settings);

    this.addIndicator('bb', 'BB', this.settings.bbands);

    this.lastSignal = -1;
    this.macdCross=0;

}

// what happens on every new candle?
method.update = function(candle) {
/*
    this.rsi = this.indicators.rsi.result;
    this.RSIhistory.push(this.rsi);

    if(_.size(this.RSIhistory) > this.interval)
		    // remove oldest RSI value
		    this.RSIhistory.shift();*/

}


method.log = function() {
    // for debugging purposes;;;
    var BB = this.indicators.bb;
    log.debug(this.indicators.macd.signal.result);

    log.debug(BB.lower, BB.middle, BB.upper);
}

method.isPositive = function(numb) //useful to calculate if macd has crossed;
{
    return numb >=0;
}

method.check = function(candle) {

    var signal = this.indicators.macd.signal.result;
    var price = candle.close;

    var BB = this.indicators.bb;

    var rsiVal = this.indicators.rsi.result;
    var macdVal = this.indicators.macd.result;
    var macdDiff = this.indicators.macd.diff;

    var macdSignal = this.indicators.macd.signal;

    if (this.isPositive(macdSignal) != this.isPositive(this.lastSignal))
    {// Cross happens!;
        this.macdCross = this.settings.crosspersistence;
    }
    else
    {
        this.macdCross--;
        if (this.macdCross <0)
            this.macdCross=0;
    }

    var validation = function(ConditionList)
    {
       var validNB = ConditionList.filter(function(s) { return s; }).length;
       return validNB/ ConditionList.length; 

    }
    this.age++;
    var message = '@ ' + price.toFixed(8) + ' (' + signal.toFixed(5) + ')';

    var BuyConditions = [ signal < BB.lower,
                          rsiVal < this.settings.rsilow, 
                          macdDiff > this.settings.macdhigh, 
                          this.macdCross > 0 && macdDiff > 0 ];

    var SellConditions = [ signal > BB.upper,  
                           macdDiff < this.settings.macdlow,
                           this.macdCross > 0 && macdDiff < 0, 
                           rsiVal > this.settings.rsihigh ];

    if (validation(BuyConditions) > 0.6)
    {

        log.debug('we are currently in uptrend', message);

        if(this.currentTrend !== 'up') {
            this.currentTrend = 'up';
            this.advice('long');
        } else
            this.advice();

    }
    else if (validation(SellConditions) > 0.6)
    {
        log.debug('we are currently in a downtrend', message);

        if (this.currentTrend !== 'down') {
            this.currentTrend = 'down';
            this.advice('short');
        } else
            this.advice();

    } else {
        log.debug('we are currently not in an up or down trend', message);
        this.advice();
    }

this.macdSignal = macdSignal;
}

module.exports = method;