Created
May 4, 2017 12:21
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Strategy MACD + RSI
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// Let's create our own strategy | |
var strat = {}; | |
var parameters = { | |
short: 12, | |
long: 26, | |
signal: 9, | |
down: 0, | |
up: 0, | |
persistence: 1 | |
}; | |
var parameters1 = { | |
interval: 14, | |
low: 30, | |
high: 70, | |
persistence: 2 | |
}; | |
// Prepare everything our strat needs | |
strat.init = function() { | |
// start of with no investment | |
this.currentTrend = 'short'; | |
// your code! | |
// add a native MACD | |
this.addIndicator('mynativemacd', 'MACD', parameters); | |
//add native RSI | |
this.addIndicator('mynativeRSI', 'RSI', parameters1); | |
} | |
// What happens on every new candle? | |
strat.update = function(candle) { | |
// your code! | |
} | |
// For debugging purposes. | |
strat.log = function() { | |
// your code! | |
} | |
// Based on the newly calculated | |
// information, check if we should | |
// update or not. | |
strat.check = function() { | |
// your code! | |
//setting vars for MACD results | |
var MACD = this.indicators.mynativemacd.macd; | |
var MACDsaysBUY = parameters.down < 0; | |
var MACDsaysSELL = parameters.up > 0; | |
// setting vars for RSI results | |
var RSI = this.indicators.mynativeRSI.rsi; | |
var RSIsaysBUY = RSI > parameters1.high; | |
var RSIsaysSELL = RSI < parameters1.low; | |
/// Setting conditions | |
if (this.currentTrend === 'long') { | |
// maybe we need to advice short now? | |
// only if BOTH MACD and RSI and CCI say so: | |
if (MACDsaysSELL && RSIsaysSELL) { | |
this.currentTrend = 'short'; | |
this.advice('short') | |
} | |
} else if (this.currentTrend === 'short') { | |
// maybe we need to advice long now? | |
// only if BOTH MACD and RSI and CCI say so: | |
if (MACDsaysBUY && RSIsaysBUY) { | |
this.currentTrend = 'long'; | |
this.advice('long') | |
} | |
} | |
} | |
module.exports = strat; |
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