BBStochstoploss.js

BBStochstoploss.js

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


// let's create our own method
var method = {};
// prepare everything our method needs
method.init = function() {
    this.name = 'BBands';
    
    this.is_buyin = false;

    this.candle_queue = [];
    
    this.price_buyin = 0;

    this.BBand_candles = 20;
    this.BBand_StdDevs = 2;

    this.stoch_FastK = 10;
    this.stoch_SlowK = 2;
    this.stoch_SlowD = 2;

    this.cci_candles = 20;

    this.stop_loss_percent = 3;

    if(typeof this.settings != "undefined"){
        if(typeof this.settings.BBand_candles != "undefined"){
            this.BBand_candles = this.settings.BBand_candles;
        }
        if(typeof this.settings.BBand_StdDevs != "undefined"){
            this.BBand_StdDevs = this.settings.BBand_StdDevs;
        }
        if(typeof this.settings.stoch_FastK != "undefined"){
            this.stoch_FastK = this.settings.stoch_FastK;
        }
        if(typeof this.settings.stoch_SlowK != "undefined"){
            this.stoch_SlowK = this.settings.stoch_SlowK;
        }
        if(typeof this.settings.stoch_SlowD != "undefined"){
            this.stoch_SlowD = this.settings.stoch_SlowD;
        }
        if(typeof this.settings.cci_candles != "undefined"){
            this.cci_candles = this.settings.cci_candles;
        }
        if(typeof this.settings.stop_loss_percent != "undefined"){
            this.stop_loss_percent = this.settings.stop_loss_percent;
        }
    }

    log.debug('BBands init:');
    log.debug('\t', 'BBand_candles:', this.BBand_candles);
    log.debug('\t', 'BBand_StdDevs:', this.BBand_StdDevs);
    log.debug('\t', 'stoch_FastK:', this.stoch_FastK);
    log.debug('\t', 'stoch_SlowK:', this.stoch_SlowK);
    log.debug('\t', 'stoch_SlowD:', this.stoch_SlowD);
    log.debug('\t', 'cci_candles:', this.cci_candles);
    log.debug('\t', 'stop_loss_percent:', this.stop_loss_percent);


    // add the indicator to the strategy
    this.addTulipIndicator('my_bbands', 'bbands', {
        optInTimePeriod: this.BBand_candles,
        optInNbStdDevs: this.BBand_StdDevs
    });
    //results: ['bbandsLower', 'bbandsMiddle', 'bbandsUpper'],

    this.addTulipIndicator('my_stoch', 'stoch', {
        optInFastKPeriod: this.stoch_FastK,
        optInSlowKPeriod: this.stoch_SlowK,
        optInSlowDPeriod: this.stoch_SlowD
    });
    //results: ['sotchK', 'stochD'],

    this.addTulipIndicator('my_cci', 'cci', {
        optInTimePeriod: this.cci_candles
    });
    //results: ['result'],



}

method.update = function(candle) {

    if(this.candle_queue.length>0){
        candle.delta = candle.close - this.candle_queue[0].close;
    }

    this.candle_queue.unshift(candle);
}

method.check = function(candle) {

    if(this.candle_queue.length < this.BBand_candles){
        return;
    }
    var bbands = this.tulipIndicators.my_bbands.result;
    var stoch = this.tulipIndicators.my_stoch.result;
    var cci = this.tulipIndicators.my_cci.result.result;

    if( candle.close < bbands.bbandsLower &&
        stoch.sotchK < 20 &&
        stoch.stochD < 20 &&
        cci < -100 &&
        this.is_buyin == false
    ){
        this.advice("long");
        log.debug('check:');
        log.debug('\t', 'buy price:', candle.close);
        log.debug('\t', 'bbands Lower:', bbands.bbandsLower);
        this.is_buyin = true;
        this.price_buyin = candle.close;
	    return;
	
    } else if( candle.close > bbands.bbandsUpper &&
        stoch.sotchK > 70 &&
        stoch.stochD > 70 &&
        cci > 100 &&
        this.is_buyin == true
    ){
        this.advice("short");
        log.debug('check:');
        log.debug('\t', 'sell price:', candle.close);
        log.debug('\t', 'bbands Upper:', bbands.bbandsUpper);
        this.is_buyin = false;
	    return;
    }

    if(this.is_buyin == true){
        if(candle.close / this.price_buyin * 100 < 100 - this.stop_loss_percent){
            this.advice("short");
            log.debug('check:');
            log.debug('\t', 'stop_loss at percent:', candle.close / this.price_buyin * 100);
            log.debug('\t', 'sell price:', candle.close);
            this.is_buyin = false;
        }
    }
}

module.exports = method;