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| 1 | ####################### | |
| 2 | ### TRENDATRON 5000 ### | |
| 3 | ####################### | |
| 4 | ||
| 5 | ### INTRO | |
| 6 | https://cryptotrader.org/strategies/peKY35zY2Z2G56rLi | |
| 7 | by aspiramedia (https://cryptotrader.org/aspiramedia) | |
| 8 | ||
| 9 | Please PM me with any updates, feedback, bugs, suggestions, criticism etc. | |
| 10 | Please leave this header intact, adding your own comments in EDITOR'S COMMENTS. | |
| 11 | Edited bots are NOT for submission into the CryptoTrader.org Strategies section. | |
| 12 | ### | |
| 13 | ||
| 14 | ### EDITOR'S COMMENTS | |
| 15 | Made any edits? Why not explain here. | |
| 16 | ### | |
| 17 | ||
| 18 | ### DONATIONS | |
| 19 | I am releasing this as a donation based bot. I am releasing this in hope of obtaining some donations from users here. | |
| 20 | Please donate BTC to: 1GGZU5mAUSLxVDegdxjakTLqZy7zizRH74 | |
| 21 | ### | |
| 22 | ||
| 23 | ### DISCLAIMER | |
| 24 | As usual with all trading, only trade with what you are able to lose. | |
| 25 | Start small. | |
| 26 | I am NOT responsible for your losses if any occur. | |
| 27 | ### | |
| 28 | ||
| 29 | ### CREDITS | |
| 30 | The VIX and Swing indicators used here were originally by Chris Moody at TradingView. | |
| 31 | Trading logic is my own. | |
| 32 | Thanks to all at Cryptotrader.org that helped me along the way. | |
| 33 | ### | |
| 34 | ||
| 35 | ### ADVICE | |
| 36 | Rather than just trading with this, I strongly recommend making this bot your own. | |
| 37 | Use it as a learning tool. | |
| 38 | Edit it to trade as you like to match your strategy. | |
| 39 | View this as a template for a long term trend trader with added scalping. | |
| 40 | Backtesting is your friend. Backtest over long periods to identify strengths and weaknesses. | |
| 41 | ### | |
| 42 | ||
| 43 | ||
| 44 | ############ | |
| 45 | ### CODE ### | |
| 46 | ############ | |
| 47 | ||
| 48 | STOP_LOSS = askParam 'Use a Stop Loss?', false | |
| 49 | STOP_LOSS_PERCENTAGE = askParam 'If so, Stop Loss Percentage?', 5 | |
| 50 | SCALP = askParam 'Use Scalping?', true | |
| 51 | SPLIT = askParam 'Split orders up?', false | |
| 52 | SPLIT_AMOUNT = askParam 'If so, split into how many?', 4 | |
| 53 | PERIOD = askParam 'Trend reaction time (Max = 250 | Min = 50 | Default = 250 )', 250 | |
| 54 | ||
| 55 | class VIX | |
| 56 | constructor: (@period) -> | |
| 57 | @close = [] | |
| 58 | @wvf = [] | |
| 59 | @trade = [] | |
| 60 | @count = 0 | |
| 61 | ||
| 62 | # INITIALIZE ARRAYS | |
| 63 | for [@close.length..22] | |
| 64 | @close.push 0 | |
| 65 | for [@wvf.length..@period] | |
| 66 | @wvf.push 0 | |
| 67 | for [@trade.length..10] | |
| 68 | @trade.push 0 | |
| 69 | ||
| 70 | calculate: (instrument) -> | |
| 71 | ||
| 72 | close = instrument.close[instrument.close.length-1] | |
| 73 | high = instrument.high[instrument.high.length-1] | |
| 74 | low = instrument.low[instrument.low.length-1] | |
| 75 | ||
| 76 | ||
| 77 | # INCREASE DATA COUNT | |
| 78 | @count++ | |
| 79 | ||
| 80 | # REMOVE OLD DATA | |
| 81 | @close.pop() | |
| 82 | @wvf.pop() | |
| 83 | @trade.pop() | |
| 84 | ||
| 85 | # ADD NEW DATA | |
| 86 | @close.unshift(0) | |
| 87 | @wvf.unshift(0) | |
| 88 | @trade.unshift(0) | |
| 89 | ||
| 90 | # CALCULATE | |
| 91 | @close[0] = close | |
| 92 | ||
| 93 | highest = (@close.reduce (a,b) -> Math.max a, b) | |
| 94 | ||
| 95 | @wvf[0] = ((highest - low) / (highest)) * 100 | |
| 96 | ||
| 97 | sdev = talib.STDDEV | |
| 98 | inReal: @wvf | |
| 99 | startIdx: 0 | |
| 100 | endIdx: @wvf.length-1 | |
| 101 | optInTimePeriod: @period | |
| 102 | optInNbDev: 1 | |
| 103 | sdev = sdev[sdev.length-1] | |
| 104 | ||
| 105 | midline = talib.SMA | |
| 106 | inReal: @wvf | |
| 107 | startIdx: 0 | |
| 108 | endIdx: @wvf.length-1 | |
| 109 | optInTimePeriod: @period | |
| 110 | midline = midline[midline.length-1] | |
| 111 | ||
| 112 | lowerband = midline - sdev | |
| 113 | upperband = midline + sdev | |
| 114 | ||
| 115 | rangehigh = (@wvf.reduce (a,b) -> Math.max a, b) * 0.85 | |
| 116 | rangelow = (@wvf.reduce (a,b) -> Math.min a, b) * 1.01 | |
| 117 | ||
| 118 | if @wvf[0] >= upperband or @wvf[0] >= rangehigh | |
| 119 | @trade[0] = 0 | |
| 120 | plotMark | |
| 121 | "wvf1": @wvf[0] | |
| 122 | else | |
| 123 | @trade[0] = 1 | |
| 124 | plotMark | |
| 125 | "wvf2": @wvf[0] | |
| 126 | ||
| 127 | ||
| 128 | # RETURN DATA | |
| 129 | result = | |
| 130 | wvf: @wvf[0] | |
| 131 | rangehigh: rangehigh | |
| 132 | rangelow: rangelow | |
| 133 | trade: @trade | |
| 134 | ||
| 135 | return result | |
| 136 | ||
| 137 | class GANNSWING | |
| 138 | constructor: (@period) -> | |
| 139 | @count = 0 | |
| 140 | @buycount = 0 | |
| 141 | @sellcount = 0 | |
| 142 | @lowma = [] | |
| 143 | @highma = [] | |
| 144 | ||
| 145 | # INITIALIZE ARRAYS | |
| 146 | for [@lowma.length..5] | |
| 147 | @lowma.push 0 | |
| 148 | for [@highma.length..5] | |
| 149 | @highma.push 0 | |
| 150 | ||
| 151 | calculate: (instrument) -> | |
| 152 | ||
| 153 | close = instrument.close[instrument.close.length-1] | |
| 154 | high = instrument.high[instrument.high.length-1] | |
| 155 | low = instrument.low[instrument.low.length-1] | |
| 156 | ||
| 157 | # REMOVE OLD DATA | |
| 158 | @lowma.pop() | |
| 159 | @highma.pop() | |
| 160 | ||
| 161 | # ADD NEW DATA | |
| 162 | @lowma.unshift(0) | |
| 163 | @highma.unshift(0) | |
| 164 | ||
| 165 | # CALCULATE | |
| 166 | highma = talib.SMA | |
| 167 | inReal: instrument.high | |
| 168 | startIdx: 0 | |
| 169 | endIdx: instrument.high.length-1 | |
| 170 | optInTimePeriod: @period | |
| 171 | @highma[0] = highma[highma.length-1] | |
| 172 | ||
| 173 | lowma = talib.SMA | |
| 174 | inReal: instrument.low | |
| 175 | startIdx: 0 | |
| 176 | endIdx: instrument.low.length-1 | |
| 177 | optInTimePeriod: @period | |
| 178 | @lowma[0] = lowma[lowma.length-1] | |
| 179 | ||
| 180 | if close > @highma[1] | |
| 181 | hld = 1 | |
| 182 | else if close < @lowma[1] | |
| 183 | hld = -1 | |
| 184 | else | |
| 185 | hld = 0 | |
| 186 | ||
| 187 | if hld != 0 | |
| 188 | @count++ | |
| 189 | ||
| 190 | if hld != 0 && @count == 1 | |
| 191 | hlv = hld | |
| 192 | @count = 0 | |
| 193 | else | |
| 194 | hlv = 0 | |
| 195 | ||
| 196 | if hlv == -1 | |
| 197 | hi = @highma[0] | |
| 198 | plotMark | |
| 199 | "hi": hi * 1.01 | |
| 200 | @sellcount++ | |
| 201 | @buycount = 0 | |
| 202 | ||
| 203 | if hlv == 1 | |
| 204 | lo = @lowma[0] | |
| 205 | plotMark | |
| 206 | "lo": lo / 1.01 | |
| 207 | @buycount++ | |
| 208 | @sellcount = 0 | |
| 209 | ||
| 210 | if @buycount == 3 | |
| 211 | tradebuy = true | |
| 212 | @buycount = 0 | |
| 213 | else | |
| 214 | tradebuy = false | |
| 215 | ||
| 216 | ||
| 217 | if @sellcount == 3 | |
| 218 | tradesell = true | |
| 219 | @sellcount = 0 | |
| 220 | else | |
| 221 | tradesell = false | |
| 222 | ||
| 223 | ||
| 224 | # RETURN DATA | |
| 225 | result = | |
| 226 | tradesell: tradesell | |
| 227 | tradebuy: tradebuy | |
| 228 | ||
| 229 | return result | |
| 230 | ||
| 231 | class FUNCTIONS | |
| 232 | ||
| 233 | @ROUND_DOWN: (value, places) -> | |
| 234 | offset = Math.pow(10, places) | |
| 235 | return Math.floor(value*offset)/offset | |
| 236 | ||
| 237 | class TRADE | |
| 238 | ||
| 239 | @BUY: (instrument, amount, split, timeout) -> | |
| 240 | price = instrument.price * 1.01 | |
| 241 | ||
| 242 | if split > 0 | |
| 243 | amount = FUNCTIONS.ROUND_DOWN((portfolio.positions[instrument.curr()].amount/split)/price, 8) | |
| 244 | for [0..split] | |
| 245 | buy(instrument, amount, price, timeout) | |
| 246 | else | |
| 247 | buy(instrument, null, price, timeout) | |
| 248 | ||
| 249 | @SELL: (instrument, amount, split, timeout) -> | |
| 250 | price = instrument.price * 0.99 | |
| 251 | ||
| 252 | if split > 0 | |
| 253 | amount = FUNCTIONS.ROUND_DOWN(portfolio.positions[instrument.asset()].amount/split, 8) | |
| 254 | for [0..split] | |
| 255 | sell(instrument, amount, price, timeout) | |
| 256 | else | |
| 257 | sell(instrument, amount, price, timeout) | |
| 258 | ||
| 259 | init: (context)-> | |
| 260 | ||
| 261 | context.vix = new VIX(20) # Period of stddev and midline | |
| 262 | context.swing = new GANNSWING(PERIOD) # Period of highma and lowma | |
| 263 | ||
| 264 | # FOR FINALISE STATS | |
| 265 | context.balance_curr = 0 | |
| 266 | context.balance_btc = 0 | |
| 267 | context.price = 0 | |
| 268 | ||
| 269 | # TRADING | |
| 270 | if SPLIT | |
| 271 | context.trade_split = SPLIT_AMOUNT | |
| 272 | else | |
| 273 | context.trade_split = 0 | |
| 274 | context.trade_timeout = 3000 | |
| 275 | ||
| 276 | # LOGGING | |
| 277 | context.TICK = 0 | |
| 278 | context.balance_curr_start = 0 | |
| 279 | context.balance_btc_start = 0 | |
| 280 | context.price_start = 0 | |
| 281 | ||
| 282 | # WELCOME | |
| 283 | info "###" | |
| 284 | info "Welcome to the Trendatron Bot." | |
| 285 | info "Thanks for choosing this free bot. As many hours have gone into its creation, please consider a donation to:" | |
| 286 | info "BTC: 1GGZU5mAUSLxVDegdxjakTLqZy7zizRH74" | |
| 287 | info "(The bot carries on regardless of donations - don't worry. And if you have donated then thank you.)" | |
| 288 | if STOP_LOSS == true | |
| 289 | info "You chose to use a Stop Loss, with a cutoff of " + STOP_LOSS_PERCENTAGE + " percent." | |
| 290 | if SCALP == true | |
| 291 | info "You chose to use scalping (default bot behaviour)" | |
| 292 | if SPLIT == true | |
| 293 | info "You chose to split orders up into " + SPLIT_AMOUNT + " orders." | |
| 294 | ||
| 295 | info "###" | |
| 296 | ||
| 297 | ||
| 298 | ||
| 299 | ||
| 300 | handle: (context, data, storage)-> | |
| 301 | ||
| 302 | instrument = data.instruments[0] | |
| 303 | price = instrument.close[instrument.close.length - 1] | |
| 304 | storage.lastBuyPrice ?= 0 | |
| 305 | ||
| 306 | # FOR FINALISE STATS | |
| 307 | context.price = instrument.close[instrument.close.length - 1] | |
| 308 | context.balance_curr = portfolio.positions[instrument.curr()].amount | |
| 309 | context.balance_btc = portfolio.positions[instrument.asset()].amount | |
| 310 | ||
| 311 | # CALLING INDICATORS | |
| 312 | vix = context.vix.calculate(instrument) | |
| 313 | wvf = vix.wvf | |
| 314 | rangehigh = vix.rangehigh | |
| 315 | rangelow = vix.rangelow | |
| 316 | trade = vix.trade | |
| 317 | ||
| 318 | swing = context.swing.calculate(instrument) | |
| 319 | tradesell = swing.tradesell | |
| 320 | tradebuy = swing.tradebuy | |
| 321 | ||
| 322 | ||
| 323 | # TRADING | |
| 324 | if context.balance_curr/price > 0.01 | |
| 325 | if tradebuy == true | |
| 326 | if TRADE.BUY(instrument, null, context.trade_split, context.trade_timeout) | |
| 327 | storage.lastBuyPrice = price | |
| 328 | storage.stop = true | |
| 329 | info "#########" | |
| 330 | info "Trend Buy" | |
| 331 | info "#########" | |
| 332 | ||
| 333 | if context.balance_curr/price > 0.01 && SCALP == true | |
| 334 | if trade[0] == 1 && trade[1] == 1 && trade[2] == 0 && trade[3] == 0 && trade[4] == 0 && trade[5] == 0 && wvf > 8.5 | |
| 335 | if TRADE.BUY(instrument, null, context.trade_split, context.trade_timeout) | |
| 336 | storage.lastBuyPrice = price | |
| 337 | storage.stop = true | |
| 338 | info "#########" | |
| 339 | info "Scalp Buy" | |
| 340 | info "#########" | |
| 341 | ||
| 342 | if context.balance_btc > 0.01 | |
| 343 | if (tradesell == true && wvf < 2.85) or (tradebuy == true && wvf > 8.5 && trade[0] == 1 && trade[1] == 0) | |
| 344 | if TRADE.SELL(instrument, null, context.trade_split, context.trade_timeout) | |
| 345 | storage.lastBuyPrice = 0 | |
| 346 | storage.lastSellPrice = price | |
| 347 | storage.stop = false | |
| 348 | warn "##########" | |
| 349 | warn "Trend Sell" | |
| 350 | warn "##########" | |
| 351 | ||
| 352 | # STOP LOSS | |
| 353 | if STOP_LOSS | |
| 354 | if storage.stop == true && price < storage.lastBuyPrice * (1 - (STOP_LOSS_PERCENTAGE / 100)) | |
| 355 | if TRADE.SELL(instrument, null, context.trade_split, context.trade_timeout) | |
| 356 | storage.lastBuyPrice = 0 | |
| 357 | storage.lastSellPrice = price | |
| 358 | storage.stop = false | |
| 359 | warn "##############" | |
| 360 | warn "Stop Loss Sell" | |
| 361 | warn "##############" | |
| 362 | ||
| 363 | # PLOTTING / DEBUG | |
| 364 | plot | |
| 365 | wvf: wvf | |
| 366 | rangehigh: rangehigh | |
| 367 | rangelow: rangelow | |
| 368 | normaliser: 25 | |
| 369 | setPlotOptions | |
| 370 | wvf: | |
| 371 | secondary: true | |
| 372 | rangehigh: | |
| 373 | secondary: true | |
| 374 | rangelow: | |
| 375 | secondary: true | |
| 376 | wvf1: | |
| 377 | secondary: true | |
| 378 | color: 'blue' | |
| 379 | wvf2: | |
| 380 | secondary: true | |
| 381 | color: 'black' | |
| 382 | lo: | |
| 383 | color: 'green' | |
| 384 | hi: | |
| 385 | color: 'red' | |
| 386 | normaliser: | |
| 387 | secondary: true | |
| 388 | color: '#fffdf6' | |
| 389 | ||
| 390 | # LOGGING | |
| 391 | ||
| 392 | if context.TICK == 0 | |
| 393 | context.balance_curr_start = portfolio.positions[instrument.curr()].amount | |
| 394 | context.balance_btc_start = portfolio.positions[instrument.asset()].amount | |
| 395 | context.price_start = price | |
| 396 | ||
| 397 | starting_btc_equiv = context.balance_btc_start + context.balance_curr_start / context.price_start | |
| 398 | current_btc_equiv = context.balance_btc + context.balance_curr / price | |
| 399 | efficiency = Math.round((current_btc_equiv / starting_btc_equiv) * 1000) / 1000 | |
| 400 | efficiency_percent = Math.round((((current_btc_equiv / starting_btc_equiv) - 1) * 100) * 100) / 100 | |
| 401 | ||
| 402 | ||
| 403 | ||
| 404 | context.TICK++ | |
| 405 | if Math.round(context.TICK/24) == (context.TICK/24) | |
| 406 | warn "### Day " + context.TICK/24 + " Log" | |
| 407 | debug "Current Fiat: " + Math.round(context.balance_curr*100)/100 + " | Current BTC: " + Math.round(context.balance_btc*100)/100 | |
| 408 | debug "Starting Fiat: " + Math.round(context.balance_curr_start*100)/100 + " | Starting BTC: " + Math.round(context.balance_btc_start*100)/100 | |
| 409 | debug "Current Portfolio Worth: " + Math.round(((context.balance_btc * price) + context.balance_curr)*100)/100 | |
| 410 | debug "Starting Portfolio Worth: " + Math.round(((context.balance_btc_start * context.price_start) + context.balance_curr_start)*100)/100 | |
| 411 | debug "Efficiency Vs Buy and Hold: " + efficiency + " which equals " + efficiency_percent + "%" | |
| 412 | warn "###" | |
| 413 | ||
| 414 | if Math.round(context.TICK/744) == (context.TICK/744) | |
| 415 | info "###" | |
| 416 | info "Thanks for using this free bot for the last month. Please consider a donation to:" | |
| 417 | info "BTC: 1GGZU5mAUSLxVDegdxjakTLqZy7zizRH74" | |
| 418 | info "(The bot carries on regardless of donations - don't worry. And if you have donated then thank you.)" | |
| 419 | info "Or maybe fill in an anonymous survey?" | |
| 420 | info "https://docs.google.com/forms/d/1sWjADH4lPvcIy1LJ-N3lz9Bc3dGVefGBCHbzLRFJ7MQ/viewform" | |
| 421 | info "###" | |
| 422 | ||
| 423 | ||
| 424 | ||
| 425 | finalize: (contex, data)-> | |
| 426 | ||
| 427 | # DISPLAY FINALISE STATS | |
| 428 | if context.balance_curr > 10 | |
| 429 | info "Final BTC Equiv: " + Math.round(context.balance_curr/context.price*100)/100 | |
| 430 | if context.balance_btc > 0.05 | |
| 431 | info "Final BTC Value: " + Math.round(context.balance_btc*100)/100 |