gistfile1.txt

/*
Create a trading strategy using the Choppiness Index and the Detrended Price Oscillator for entry and exit signals. Console log every indicator and trading conditions. Do not buy when there is a bag, do not sell when there is no bag. 
*/

// Initialize customStratStore in pairLedger
gb.data.pairLedger.customStratStore ||= {};

// Choppiness Index calculation (not provided by default, so we calculate manually)
const calculateChoppinessIndex = (period = 14) => {
  const high = gb.data.candlesHigh.slice(-period);
  const low = gb.data.candlesLow.slice(-period);
  const close = gb.data.candlesClose.slice(-period);

  const trueRange = high.map((h, i) => h - low[i]);
  const sumTrueRange = trueRange.reduce((acc, val) => acc + val, 0);

  const atr = sumTrueRange / period;
  const log10 = Math.log10;
  const maxHigh = Math.max(...high);
  const minLow = Math.min(...low);

  const choppinessIndex = 100 * log10(sumTrueRange / (maxHigh - minLow)) / log10(period);
  return choppinessIndex;
};

// Detrended Price Oscillator calculation (not provided by default, so we calculate manually)
const calculateDPO = (period = 20) => {
  const priceArray = gb.data.candlesClose.slice(-period - Math.floor(period / 2) - 1);
  const dpoArray = priceArray.map((price, index) => {
    if (index >= period) {
      const displacedPrice = priceArray[index - Math.floor(period / 2)];
      const sma = priceArray.slice(index - period, index).reduce((acc, val) => acc + val, 0) / period;
      return displacedPrice - sma;
    }
    return null;
  }).filter(val => val !== null);

  const dpo = dpoArray[dpoArray.length - 1];
  return dpo;
};

// Ensure sufficient time has passed
const enoughTimePassed = (() => {
  if (!gb.data.pairLedger.customStratStore.timeCheck || typeof gb.data.pairLedger.customStratStore.timeCheck !== "number") {
    gb.data.pairLedger.customStratStore.timeCheck = Date.now();
    return false;
  }
  return Date.now() - gb.data.pairLedger.customStratStore.timeCheck > 8000;
})();

// Set timestamp for the next round
const setTimestamp = () => gb.data.pairLedger.customStratStore.timeCheck = Date.now();

if (enoughTimePassed) {
    // Calculate indicators
    const choppinessIndex = calculateChoppinessIndex();
    const dpo = calculateDPO();

    // Log indicators
    console.log(`Choppiness Index: ${choppinessIndex}`);
    console.log(`Detrended Price Oscillator: ${dpo}`);

    // Define buy and sell conditions
    const buyConditions = !gb.data.gotBag && choppinessIndex < 61.8 && dpo > 0;
    const sellConditions = gb.data.gotBag && choppinessIndex > 38.2 && dpo < 0;

    // Log trading conditions
    console.log(`Buy Conditions Met: ${buyConditions}`);
    console.log(`Sell Conditions Met: ${sellConditions}`);

    // Calculate buy amount using TRADING_LIMIT and bid price
    const buyAmount = parseFloat(gb.data.pairLedger.whatstrat.TRADING_LIMIT) / gb.data.bid;

    // Execute orders when conditions are met
    if (buyConditions) {
        gb.method.buyMarket(buyAmount, gb.data.pairName);
        setTimestamp();
    }
    else if (sellConditions) {
        gb.method.sellMarket(gb.data.baseBalance, gb.data.pairName);
        setTimestamp();
    }
}
      
// Code is machine generated, review it and run in simulator mode first