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rename periodLength to period_length (#1035)
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -1,107 +1,107 @@ | ||
| let z = require('zero-fill') | ||
| , n = require('numbro') | ||
|
|
||
| module.exports = function container (get, set, clear) { | ||
| return { | ||
| name: 'cci_srsi', | ||
| description: 'Stochastic CCI Strategy', | ||
|
|
||
| getOptions: function () { | ||
| this.option('period', 'period length, same as --periodLength', String, '20m') | ||
| this.option('periodLength', 'period length, same as --period', String, '20m') | ||
| this.option('min_periods', 'min. number of history periods', Number, 30) | ||
| this.option('ema_acc', 'sideways threshold (0.2-0.4)', Number, 0.03) | ||
| this.option('cci_periods', 'number of RSI periods', Number, 14) | ||
| this.option('rsi_periods', 'number of RSI periods', Number, 14) | ||
| this.option('srsi_periods', 'number of RSI periods', Number, 9) | ||
| this.option('srsi_k', '%K line', Number, 5) | ||
| this.option('srsi_d', '%D line', Number, 3) | ||
| this.option('oversold_rsi', 'buy when RSI reaches or drops below this value', Number, 18) | ||
| this.option('overbought_rsi', 'sell when RSI reaches or goes above this value', Number, 85) | ||
| this.option('oversold_cci', 'buy when CCI reaches or drops below this value', Number, -90) | ||
| this.option('overbought_cci', 'sell when CCI reaches or goes above this value', Number, 140) | ||
| this.option('constant', 'constant', Number, 0.015) | ||
| console.log('If you have questions about this strategy, contact me... @talvasconcelos'); | ||
| }, | ||
|
|
||
| calculate: function (s) { | ||
| //get market trend | ||
| get('lib.ema')(s, 'trend_ema', s.options.min_periods) | ||
| if (typeof s.period.trend_ema !== 'undefined') | ||
| s.trend = s.period.trend_ema > s.lookback[0].trend_ema ? 'up' : 'down' | ||
|
|
||
| // compute Stochastic RSI | ||
| get('lib.srsi')(s, 'srsi', s.options.rsi_periods, s.options.srsi_k, s.options.srsi_d) | ||
|
|
||
| // compute CCI | ||
| get('lib.cci')(s, 'cci', s.options.cci_periods, s.options.constant) | ||
|
|
||
| if (typeof s.period.cci !== 'undefined' && typeof s.period.srsi_K !== 'undefined') { | ||
| s.cci_fromAbove = s.period.cci < s.lookback[0]['cci'] | ||
| s.rsi_fromAbove = s.period.srsi_K < s.lookback[0]['srsi_K'] | ||
| } | ||
|
|
||
| if (s.period.trend_ema && s.lookback[0] && s.lookback[0].trend_ema) { | ||
| s.period.acc = Math.abs((s.period.trend_ema - s.lookback[0].trend_ema) / s.lookback[0].trend_ema * 100) | ||
| } | ||
| }, | ||
|
|
||
| onPeriod: function (s, cb) { | ||
| if (!s.in_preroll && typeof s.trend !== 'undefined') { | ||
|
|
||
| // Sideways Market | ||
| if (s.period.acc < s.options.ema_acc) { | ||
| // Buy signal | ||
| if (s.period.cci <= s.options.oversold_cci && /*s.period.srsi_K > s.period.srsi_D &&*/ s.period.srsi_K <= s.options.oversold_rsi) { | ||
| if (!s.cci_fromAbove && !s.rsi_fromAbove) { | ||
| s.signal = 'buy' | ||
| } | ||
| } | ||
| // Sell signal | ||
| if (s.period.cci >= s.options.overbought_cci && /*s.period.srsi_K < s.period.srsi_D &&*/ s.period.srsi_K >= s.options.overbought_rsi) { | ||
| if (s.cci_fromAbove || s.rsi_fromAbove) { | ||
| s.signal = 'sell' | ||
| } | ||
| } | ||
| //cb() | ||
| } | ||
| // Buy signal | ||
| if (s.trend === 'up') { | ||
| if (s.period.cci <= s.options.oversold_cci && /*s.period.srsi_K > s.period.srsi_D &&*/ s.period.srsi_K <= s.options.oversold_rsi) { | ||
| if (!s.cci_fromAbove && !s.rsi_fromAbove) { | ||
| s.signal = 'buy' | ||
| } | ||
| } | ||
| } | ||
| // Sell signal | ||
| if (s.trend === 'down') { | ||
| if (s.period.cci >= s.options.overbought_cci && /*s.period.srsi_K < s.period.srsi_D &&*/ s.period.srsi_K >= s.options.overbought_rsi) { | ||
| if (s.cci_fromAbove || s.rsi_fromAbove) { | ||
| s.signal = 'sell' | ||
| } | ||
| } | ||
| } | ||
| } | ||
| cb() | ||
| }, | ||
| onReport: function (s) { | ||
| var cols = [] | ||
| if (typeof s.period.cci === 'number') { | ||
| var color = 'grey' | ||
| if (s.period.cci > 0) { | ||
| color = 'green' | ||
| } | ||
| else if (s.period.cci < 0) { | ||
| color = 'red' | ||
| } | ||
| cols.push(z(8, n(s.period.cci).format('000'), ' ')[color]) | ||
| cols.push(s.period.acc > s.options.ema_acc ? z(8, n(s.period.srsi_K).format('000'), ' ')[color] : ' --> ') | ||
| } | ||
| else { | ||
| cols.push(' ') | ||
| } | ||
| return cols | ||
| } | ||
| } | ||
| } | ||
| /* Made by talvasconcelos*/ | ||
| let z = require('zero-fill') | ||
| , n = require('numbro') | ||
|
|
||
| module.exports = function container (get, set, clear) { | ||
| return { | ||
| name: 'cci_srsi', | ||
| description: 'Stochastic CCI Strategy', | ||
|
|
||
| getOptions: function () { | ||
| this.option('period', 'period length, same as --period_length', String, '20m') | ||
| this.option('period_length', 'period length, same as --period', String, '20m') | ||
| this.option('min_periods', 'min. number of history periods', Number, 30) | ||
| this.option('ema_acc', 'sideways threshold (0.2-0.4)', Number, 0.03) | ||
| this.option('cci_periods', 'number of RSI periods', Number, 14) | ||
| this.option('rsi_periods', 'number of RSI periods', Number, 14) | ||
| this.option('srsi_periods', 'number of RSI periods', Number, 9) | ||
| this.option('srsi_k', '%K line', Number, 5) | ||
| this.option('srsi_d', '%D line', Number, 3) | ||
| this.option('oversold_rsi', 'buy when RSI reaches or drops below this value', Number, 18) | ||
| this.option('overbought_rsi', 'sell when RSI reaches or goes above this value', Number, 85) | ||
| this.option('oversold_cci', 'buy when CCI reaches or drops below this value', Number, -90) | ||
| this.option('overbought_cci', 'sell when CCI reaches or goes above this value', Number, 140) | ||
| this.option('constant', 'constant', Number, 0.015) | ||
| console.log('If you have questions about this strategy, contact me... @talvasconcelos'); | ||
| }, | ||
|
|
||
| calculate: function (s) { | ||
| //get market trend | ||
| get('lib.ema')(s, 'trend_ema', s.options.min_periods) | ||
| if (typeof s.period.trend_ema !== 'undefined') | ||
| s.trend = s.period.trend_ema > s.lookback[0].trend_ema ? 'up' : 'down' | ||
|
|
||
| // compute Stochastic RSI | ||
| get('lib.srsi')(s, 'srsi', s.options.rsi_periods, s.options.srsi_k, s.options.srsi_d) | ||
|
|
||
| // compute CCI | ||
| get('lib.cci')(s, 'cci', s.options.cci_periods, s.options.constant) | ||
|
|
||
| if (typeof s.period.cci !== 'undefined' && typeof s.period.srsi_K !== 'undefined') { | ||
| s.cci_fromAbove = s.period.cci < s.lookback[0]['cci'] | ||
| s.rsi_fromAbove = s.period.srsi_K < s.lookback[0]['srsi_K'] | ||
| } | ||
|
|
||
| if (s.period.trend_ema && s.lookback[0] && s.lookback[0].trend_ema) { | ||
| s.period.acc = Math.abs((s.period.trend_ema - s.lookback[0].trend_ema) / s.lookback[0].trend_ema * 100) | ||
| } | ||
| }, | ||
|
|
||
| onPeriod: function (s, cb) { | ||
| if (!s.in_preroll && typeof s.trend !== 'undefined') { | ||
|
|
||
| // Sideways Market | ||
| if (s.period.acc < s.options.ema_acc) { | ||
| // Buy signal | ||
| if (s.period.cci <= s.options.oversold_cci && /*s.period.srsi_K > s.period.srsi_D &&*/ s.period.srsi_K <= s.options.oversold_rsi) { | ||
| if (!s.cci_fromAbove && !s.rsi_fromAbove) { | ||
| s.signal = 'buy' | ||
| } | ||
| } | ||
| // Sell signal | ||
| if (s.period.cci >= s.options.overbought_cci && /*s.period.srsi_K < s.period.srsi_D &&*/ s.period.srsi_K >= s.options.overbought_rsi) { | ||
| if (s.cci_fromAbove || s.rsi_fromAbove) { | ||
| s.signal = 'sell' | ||
| } | ||
| } | ||
| //cb() | ||
| } | ||
| // Buy signal | ||
| if (s.trend === 'up') { | ||
| if (s.period.cci <= s.options.oversold_cci && /*s.period.srsi_K > s.period.srsi_D &&*/ s.period.srsi_K <= s.options.oversold_rsi) { | ||
| if (!s.cci_fromAbove && !s.rsi_fromAbove) { | ||
| s.signal = 'buy' | ||
| } | ||
| } | ||
| } | ||
| // Sell signal | ||
| if (s.trend === 'down') { | ||
| if (s.period.cci >= s.options.overbought_cci && /*s.period.srsi_K < s.period.srsi_D &&*/ s.period.srsi_K >= s.options.overbought_rsi) { | ||
| if (s.cci_fromAbove || s.rsi_fromAbove) { | ||
| s.signal = 'sell' | ||
| } | ||
| } | ||
| } | ||
| } | ||
| cb() | ||
| }, | ||
| onReport: function (s) { | ||
| var cols = [] | ||
| if (typeof s.period.cci === 'number') { | ||
| var color = 'grey' | ||
| if (s.period.cci > 0) { | ||
| color = 'green' | ||
| } | ||
| else if (s.period.cci < 0) { | ||
| color = 'red' | ||
| } | ||
| cols.push(z(8, n(s.period.cci).format('000'), ' ')[color]) | ||
| cols.push(s.period.acc > s.options.ema_acc ? z(8, n(s.period.srsi_K).format('000'), ' ')[color] : ' --> ') | ||
| } | ||
| else { | ||
| cols.push(' ') | ||
| } | ||
| return cols | ||
| } | ||
| } | ||
| } | ||
| /* Made by talvasconcelos*/ |
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