Jared algos

goalgo

import(
	"math"
)

func rc(t int, x []float64) float64 {
	if len(x)-2 < t {
		return 0
	}
	s := float64(0)
	for j := 0; j < t; j++ {
		s += x[j] - x[j+1]
	}
	return (s / float64(t))
}

func sign(x float64) float64 {
	if x > 0 {
		return 1
	} else if x < 0 {
		return -1
	} else {
		return 0
	}
}

func dirChange(f []float64, s []float64) bool {
	if sign(f[0]-s[0]) != sign(f[1]-s[1]) {
		return true
	}
	return false
}

func sma(t int, xc []float64) float64 {
	som := float64(0)
	if len(xc) > t {
		xc = xc[0:t]
	}
	for i := 0; i < len(xc); i++ {
		som += xc[i]
	}
	return som / float64(len(xc))
}

func (indicator AlgoIndicators) algo(symbol map[string][]float64) {
	index := symbol["BNCE_XBTUSD"]
	magnTresh := index[0] / 500  // start trading from this drop magnitude
	magnSpeed := magnTresh / 100 // minimal consistent change per second
	indicator["FAST"][0] = sma(10, index)
	indicator["SLOW"][0] = sma(30, index)

	indicator["FASTRC"][0] = rc(30, indicator["FAST"])
	indicator["FASTRCF"][0] = rc(10, indicator["FAST"])
	indicator["FASTRCFF"][0] = rc(3, indicator["FAST"])
	indicator["RCDIFF"][0] = indicator["FASTRCF"][0] - indicator["FASTRC"][0]
	indicator["FASTRCFFRC"][0] = rc(3, indicator["FASTRCFF"])
	if dirChange(indicator["FAST"], indicator["SLOW"]) || len(indicator["FAST"]) < 2 {
		indicator["DIRTIME"][0] = 0
		indicator["DIRMAGN"][0] = 0
		//mark("hoi")
	} else {
		indicator["DIRTIME"][0] = indicator["DIRTIME"][1] + 1
		indicator["DIRMAGN"][0] = indicator["DIRMAGN"][1] + indicator["FAST"][0] - indicator["FAST"][1]
	}
	//log(indicator["FAST"][0], indicator["FAST"][1])

	func() {
		if len(indicator["SLOW"]) > int(indicator["DIRTIME"][0]*2) {
			if indicator["FAST"][0] < indicator["SLOW"][int(indicator["DIRTIME"][0]*2)]+(indicator["DIRTIME"][0]*magnSpeed)/2 { //// should really be a long term drop, not a peak
				if indicator["DIRMAGN"][0] < (-magnTresh) && indicator["DIRMAGN"][0] < (-indicator["DIRTIME"][0])*magnSpeed {
					mark("m")
					if indicator["RCDIFF"][0] > 0 && indicator["FASTRCF"][0] > 0 && indicator["FASTRCFFRC"][0] > 0 && indicator["FAST"][0] < indicator["SLOW"][0] {
						trade("DROPREBOUND", "BNCE", "XBTUSD", false, 1, 1)
					}
				}
			}
		}
		if indicator["RCDIFF"][0] < 0 && indicator["FASTRCFF"][0] < 0 {
			trade("DROPREBOUND", "BNCE", "XBTUSD", false, -1, 1)
		} // over the top
	}()
}