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Technical Summary

Premise

I want to find the accumulated growth of a single currency compared to all the others. This program will separate the growth of single currencies from their corresponding pairs. Once an average growth line is made based off of all pairs combined, then I will be able to make accurate trading decisions.

!! All growth will be based off of January 1st, 2009 !!

Steps

  1. Server starts
  • Check if we have the current market data
  • If we do not have current data find the latest complete bar then GET the remaining bars.
  • During normal running check every 15 minutes for the current 4h bar
  • If previous bar is not complete then update it otherwise insert new document (bar)
  • Collection hook on both insert/update of oanda4HourBars and insert or update single4HourGrowths documents
  • Collection hook on both insert/update of single4HourGrowths and insert or update summary4HourGrowths documents

Collections

  • instruments: Available currency pairs.

    Key Type Description
    name String Name of pair
    firstCurrency String Abbreviation of first currency
    firstCurrencyId String ID of first currency document
    secondCurrency String Abbreviation of second currency
    secondCurrencyId String ID of second currency document

  • currencies: Single currencies.

    Key Type Description
    name String Name / abbreviation of currency

  • oanda4HourBars: API Data gathered from Oanda servers with minor alterations.

    Key Type Description
    result Object Data received from Oanda
    pairId String ID of parent pair document
    firstCurrencyId String ID of first currency document
    secondCurrencyId String ID of second currency document

  • single4HourGrowths: Single calculated growth of a currency compared to it's counter-part in a pair.

    Key Type Description
    oanda4HourBarId String ID from corresponding root data document
    previousDocId String ID of similar document but previous 4H bar
    pairId String ID of parent pair document
    pair String Name of the pair this doc came from
    currencyId String ID of parent currency document
    currency String Abbreviation of the currency this is for
    growthFromPrev Number Percent difference from prev. bar
    growthFromStart Number Percent difference from 01-01-2007
    timeBar Date What is the date-time of Oanda bar
    completeBar Function Check if related Oanda bar is complete
    createDate Date Date document was created
    modifyDate Date Date document was updated

  • summary4HourGrowths: Combined calculated growth of a currency averaged across all pairs.

    Key Type Description
    currencyId String ID of parent currency document
    currency String Abbreviation of the currency this is for
    growthFromPrev Number Percent difference from prev. bar
    growthFromStart Number Percent difference from 01-01-2007
    timeBar Date What is the date-time of Oanda bar
    single4HourGrowthIds Array IDs of growths averaged to make this doc
    pairIds Array IDs of all pairs that make this doc
    completeBar Function Check if related Oanda bars are complete
    createDate Date Date document was created
    modifyDate Date Date document was updated