strat.js

var _ = require('lodash');

// examples values:
var RSIinterval = 10;
var RSIlow = 20;
var RSIhigh = 80;
var StochRSIinterval = 15;
var StochRSIlow = 30;
var StochRSIhigh = 70;

// Let's create our own strat
var strat = {};

// Prepare everything our method needs
strat.init = function() {
  // start of with no investment
  this.currentTrend = 'short';
  
  // define the indicators we need
  this.addIndicator('rsi', 'RSI', { interval: RSIinterval });
  this.addIndicator('stochrsi', 'RSI', { interval: StochRSIinterval });
  
  // we need this for our calcStochRSI method
  this.RSIhistory = [];
}

// helper function to calc stochRSI based on RSI and some history
strat.calcStochRSI = function() {
  // Get the indicator value, calculated by gekko
  var rsi = this.indicators.stochrsi.rsi;

  this.RSIhistory.push(rsi);

  if(_.size(this.RSIhistory) > this.interval)
    this.RSIhistory.shift();

  this.lowestRSI = _.min(this.RSIhistory);
  this.highestRSI = _.max(this.RSIhistory);

  // return the stochRSI indicator
  return ((this.rsi - this.lowestRSI) / (this.highestRSI - this.lowestRSI)) * 100;
}

// What happens on every new candle?
strat.update = function(candle) {
  // do everything that isn't automatically done by gekko
  // set the stochRSI indicator
  this.StochRSI = this.calcStochRSI();
}


// Based on the newly calculated
// information, check if we should
// update or not.
strat.check = function() {

  // either true or false
  var StochRSIsaysBUY = this.stochRSI > StochRSIhigh;
  var StochRSIsaysSELL = this.stochRSI < StochRSIlow;

  // same for normal RSI
  var RSI = this.indicators.rsi.rsi;
  var RSIsaysBUY = RSI > RSIhigh;
  var RSIsaysSELL = RSI < RSIlow;  

  if(this.currentTrend === 'long') {

    // maybe we need to advice short now?

    // only if BOTH RSI and stochRSI say so:
    if(StochRSIsaysSELL && RSIsaysSELL) {
      this.currentTrend = 'short';
      this.advice('short')
    }

  } else if(this.currentTrend === 'short') {

    // maybe we need to advice long now?

    // only if BOTH RSI and stochRSI say so:
    if(StochRSIsaysBUY && RSIsaysBUY) {
      this.currentTrend = 'long';
      this.advice('long')
    }

  }
}

module.exports = strat;