Jared algos

TRADES ON DROP REBOUNDS TOM 20

// TRADES ON DROP REBOUNDS TOM 20-1

index = BNCE_XBTUSD;
magnTresh = index[0]/500 // start trading from this drop magnitude
magnSpeed = magnTresh/100 // minimal consistent change per second

function rc(t, x){
    x = x.slice(0,t+1); s = 0;
    for(j=0;j<x.length-1;j++){
        s += x[j]-x[j+1];
    }
    return s / x.length;
}

function sign(x) { return x > 0 ? 1 : x < 0 ? -1 : 0; }
function dirChange(f, s){
    f=f.slice(0,2);
    if(sign(f[0]-s[0])!=sign(f[f.length-1]-s[f.length-1])){return true}
    return false
}

function sma(t, xc){
    som=0; xc=xc.slice(0,t);
    for(i=0;i<xc.length;i++){som+=xc[i];}
    return som/xc.length;
}

function cci(xc, t){
    meandeviation = 0; deviation=0; smanew=0; som=0; xc=xc.slice(0,t);
    for(i=0;i<xc.length;i++){som+=xc[i];}
    smanew = som/xc.length;
    for(i=0;i<xc.length;i++){deviation+=smanew-(Math.sqrt((xc[i])*(xc[i])));}
    meandeviation = deviation/xc.length;
    return meandeviation;
}

XBTCCI[0]=cci(index, 20); log(XBTCCI[0]);

FAST[0] = sma(10, index)
SLOW[0] = sma(30, index)

FASTRC[0] = rc(30, FAST);
FASTRCF[0] = rc(10, FAST);
FASTRCFF[0] = rc(3, FAST);
RCDIFF[0] = FASTRCF[0]-FASTRC[0];
FASTRCFFRC[0] = rc(3, FASTRCFF);

if(dirChange(FAST, SLOW)||FAST.length<2){
    DIRTIME[0]=0; DIRMAGN[0]=0;
}else{
    DIRTIME[0] = DIRTIME[1]+1; DIRMAGN[0] = DIRMAGN[1]+FAST[0]-FAST[1];
}

DROPREBOUND[0] = function(){
    if(FAST[0]<SLOW[(DIRTIME[0]*2)]+(DIRTIME[0]*magnSpeed)/2){ // should really be a long term drop, not a peak
        if(DIRMAGN[0]<-magnTresh&&DIRMAGN[0]<-DIRTIME[0]*magnSpeed){
            mark("m")
            if(RCDIFF[0]>0&&FASTRCF[0]>0&&FASTRCFFRC[0]>0&&FAST[0]<SLOW[0]){ return 1}
        }
    }
    if(RCDIFF[0]<0&&FASTRCFF[0]<0){ return -1} // over the top
    return 0
}();