SobhV5.js

const _ = require('lodash');
const util = require('util');
const log = require('../core/log.js');
const config = require ('../core/util.js').getConfig();
const candleBatcher = require('../core/candleBatcher');
const TULIPASYNC = require('../strategies/indicators/TulipAsync.js');
const TALIBASYNC = require('../strategies/indicators/TalibAsync.js');
const TEMA = require('../strategies/indicators/TEMA.js');
var obj;
var stratMain = {};


stratMain.init = function (context) {
    if(context === undefined) {
        this.context = this;
    } else {
        this.context = context;
    }

    obj = this;
    this.name = 'SobhV5.js';

    this.context.exposedMain = false;
    this.context.trendMain = {
        direction: 'none',
        duration: 0,
        persisted: false,
        adviced: false
    };

    this.cb5 = new candleBatcher(5);
    this.cb5.on('candle', this.onCandle5M);

    this.cb15 = new candleBatcher(15);
    this.cb15.on('candle', this.onCandle15M);

    this.cb240 = new candleBatcher(240);
    this.cb240.on('candle', this.onCandle240M);


    this.requiredHistory = this.context.tradingAdvisor.historySize;
    //this.intCandleSize = this.context.tradingAdvisor.candleSize;



    const MACDSettings = this.context.settings.MACD;
    const STOCHSettings = this.context.settings.STOCH;
    const RSISettings = this.context.settings.RSI;
    const MFISettings = this.context.settings.MFI;


    this.macd5M = new TULIPASYNC({ indicator: 'macd', length: 14, candleinput: 'close', options:[ MACDSettings.optInFastPeriod, MACDSettings.optInSlowPeriod, MACDSettings.optInSignalPeriod ] });
    this.mfi5M = new TULIPASYNC({ indicator: 'mfi', length: 14, candleinput: 'close', options:[ MFISettings.optInTimePeriod ] });
    this.rsi5M = new TULIPASYNC({ indicator: 'rsi', length: 14, candleinput: 'close', options:[ RSISettings.optInTimePeriod ] });


    this.macd15M = new TULIPASYNC({ indicator: 'macd', length: 14, candleinput: 'close', options:[ MACDSettings.optInFastPeriod, MACDSettings.optInSlowPeriod, MACDSettings.optInSignalPeriod ] });
    this.mfi15M = new TULIPASYNC({ indicator: 'mfi', length: 14, candleinput: 'close', options:[ MFISettings.optInTimePeriod ] });
    this.rsi15M = new TULIPASYNC({ indicator: 'rsi', length: 14, candleinput: 'close', options:[ RSISettings.optInTimePeriod ] });

    this.macd240M = new TULIPASYNC({ indicator: 'macd', length: 14, candleinput: 'close', options:[ MACDSettings.optInFastPeriod, MACDSettings.optInSlowPeriod, MACDSettings.optInSignalPeriod ] });
    this.mfi240M = new TULIPASYNC({ indicator: 'mfi', length: 14, candleinput: 'close', options:[ MFISettings.optInTimePeriod ] });
    this.rsi240M = new TULIPASYNC({ indicator: 'rsi', length: 14, candleinput: 'close', options:[ RSISettings.optInTimePeriod ] });


}


// ***************************************************************************
// * 1 Min candles - candle batching
stratMain.onCandle = async function (candle) {
     this.cb5.write([candle]);
     this.cb5.flush();

     this.cb15.write([candle]);
     this.cb15.flush();

     this.cb240.write([candle]);
     this.cb240.flush();
}


// ***************************************************************************
// * 60 Min candles - strong market strat
stratMain.onCandle5M = async function (candle) {
        await obj.update5M(candle);
        obj.check5M(candle);
}
stratMain.onCandle15M = async function (candle) {
        await obj.update15M(candle);
        obj.check15M(candle);
}
stratMain.onCandle240M = async function (candle) {
        await obj.update240M(candle);
        obj.check240M(candle);
}

// ***************************************************************************
//* 5-15-240 Min candles - check
stratMain.update5M = async function (candle) {
    this.macd5M.result = await this.macd5M.update(candle);
    this.macd5M.macd = this.macd5M.result[0];
    //this.mfi5M.result = (await this.mfi5M.update(candle))[0];
    this.rsi5M.result = (await this.rsi5M.update(candle))[0];
}
stratMain.update15M = async function (candle) {
    this.macd15M.result = await this.macd15M.update(candle);
    this.macd15M.macd = this.macd15M.result[0];
    this.mfi15M.result = (await this.mfi15M.update(candle))[0];
}
stratMain.update240M = async function (candle) {
    this.macd240M.result = await this.macd240M.update(candle);
    this.macd240M.macd = this.macd240M.result[0];
    this.mfi240M.result = (await this.mfi240M.update(candle))[0];
}

// ***************************************************************************
//* 5-15-240 Min candles - check
stratMain.check5M = function(candle) {
    console.log ('5M CANDLES:',candle.start.format(),candle.close,'macd',this.macd5M.macd,"MFINew",this.mfi5M.result,"RSINew",this.rsi5M.result);
}
stratMain.check15M = function(candle) {
    console.log ('15M CANDLES:',candle.start.format(),candle.close,'macd',this.macd15M.macd,"MFINew",this.mfi15M.result,"RSINew",this.rsi15M.result);
}
stratMain.check240M = function(candle) {
    console.log ('240M CANDLES:',candle.start.format(),candle.close,'macd',this.macd240M.macd,"MFINew",this.mfi240M.resul,"RSINew",this.rsi240M.resultt);
}



stratMain.log = function () {
}


stratMain.update = function (candle) {
    //no need for strat update, we work with onCandle custom batching
}


stratMain.check = function (candle) {
   //no need for strat check, we work with onCandle custom batching and strat execution
}


module.exports = stratMain;