myRSI.js

myRSI.js

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

var RSI = require('./indicators/RSI.js');

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

// prepare everything our method needs
method.init = function() {
  this.name = 'myRSI';

  this.candle_queue = [];
  this.buyin = false;
  this.buyin_price = 0;

  this.take_profit_percent = 1;
  this.stop_loss_percent = 1;

  if(this.settings.take_profit_percent){
    this.take_profit_percent = Number(this.settings.take_profit_percent);
  }
  if(this.settings.stop_loss_percent){
    this.stop_loss_percent = Number(this.settings.stop_loss_percent);
  }
  log.debug('init:');
  log.debug('\t', 'take_profit_percent:', this.take_profit_percent);
  log.debug('\t', 'stop_loss_percent:', this.stop_loss_percent);

}

// for debugging purposes log the last
// calculated parameters.
method.log = function(candle) {

}

method.cal_myRSI = function(t1,t2){
  var up = 0;
  var down = 0;
  for(var i=t1;i<=t2;i++){
    var delta = this.candle_queue[i-1].delta;
    if(delta >= 0){
      up += delta;
    }else{
      down += 0-delta;
    }
  }
  if(up+down > 0){
    return (up) / (up+down) * 100;
  }else{
    return 50;
  }
}

method.update = function(candle) {

  log.debug('update:');
  log.debug('\t', 'candle price:', candle.close.toFixed(8));

  if(this.candle_queue.length>0){
    candle.delta = candle.close - this.candle_queue[0].close;
    log.debug('\t', 'candle delta:', candle.delta);
  }

  this.candle_queue.unshift(candle);
  if(this.candle_queue.length > 20){
    this.candle_queue.pop();
  }
  if(this.candle_queue.length < 13){
    this.myRSI = null;
  }else{
    this.myRSI={};
    this.myRSI.rsi_6_1=this.cal_myRSI(1,6);
    this.myRSI.rsi_12_1=this.cal_myRSI(1,12);
    this.myRSI.rsi_6_2=this.cal_myRSI(2,6);
    this.myRSI.rsi_12_2=this.cal_myRSI(2,12);
    log.debug('\t', 'rsi_6_1:', this.myRSI.rsi_6_1);
    log.debug('\t', 'rsi_12_1:', this.myRSI.rsi_12_1);
    log.debug('\t', 'rsi_6_2:', this.myRSI.rsi_6_2);
    log.debug('\t', 'rsi_12_2:', this.myRSI.rsi_12_2);
  }
}

method.check = function() {
  if(this.myRSI == null){
    return;
  }
  var rsi_6_1 = this.myRSI.rsi_6_1;
  var rsi_12_1 = this.myRSI.rsi_12_1;
  var rsi_6_2 = this.myRSI.rsi_6_2;
  var rsi_12_2 = this.myRSI.rsi_12_2;
  if(this.buyin == false){
    var time_to_buy = false;
    if(rsi_6_2 < rsi_12_2 && rsi_12_2 < 20){
      time_to_buy = true;
      log.debug('check:');
      log.debug('\t', 'buy: rsi_6_2 < rsi_12_2 < 20');
    }else if(rsi_12_1 < rsi_6_1 && rsi_6_1 < 20){
      time_to_buy = true;
      log.debug('check:');
      log.debug('\t', 'buy: rsi_12_1 < rsi_6_1 < 20');
    }
    if(time_to_buy == true){
      this.advice("long");
      this.buyin = true;
      this.buyin_price = this.candle_queue[0].close;
      log.debug('\t', 'buy price:', this.buyin_price);
      return;
    }else{
      this.advice();
      return;
    }
  }else if(this.buyin == true){
    var time_to_sell = false;
    if(this.buyin_price == 0){
      log.error('check error: buyin_price == 0');
      return;
    }
    if(this.candle_queue[0].close / this.buyin_price * 100 > this.take_profit_percent + 100){
      time_to_sell = true;
      log.debug('check:');
      log.debug('\t', 'sell: take_profit_percent:',this.candle_queue[0].close / this.buyin_price * 100);
    }else if(this.candle_queue[0].close / this.buyin_price * 100 < 100 - this.stop_loss_percent){
      time_to_sell = true;
      log.debug('check:');
      log.debug('\t', 'sell: stop_loss_percent:',this.candle_queue[0].close / this.buyin_price * 100);
    }
    if(time_to_sell == true){
      this.advice("short");
      this.buyin = false;
      log.debug('\t', 'sell price:', this.candle_queue[0].close);
      return;
    }else{
      this.advice();
    }
  }
}

module.exports = method;