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strategy.js
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strategy.js
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var n = require('numbro');
var pad = require('pad');
var colors = require('colors');
var ta = require('./technical.js');
var markets = require('./markets.js');
var quotes = require('./quotes.js');
var earnings = require('./earnings.js');
var positions = require('./positions.js');
var dates = require('./isodate.js');
var rsa = require('./rsa.js');
var actions = require('./actions.js');
var conf = require('./conf.js');
var strategy = module.exports = {
default: function(...args) {
return this.k39(...args);
},
run: function(list) {
console.log("SYMBOL RANK CLOSE SMA50 SMA200 SS.K ADX MACD0 MACD SAR ATR OBV/MA RSI EARNINGS RESULT");
console.log("------ ------ ------- ------ ------ ------ --- ------- ------ --------- ------- ------ ----- ------------ ------");
list.forEach(function(symbol) {
let q = quotes.get(symbol);
let e = earnings.getAnnouncement(symbol);
let TA = {
close: q[0].close,
percentage: (ta.ohlc4(q[0]) - ta.ohlc4(q[1])) / ta.ohlc4(q[0]),
ss391: ta.slow_stochastic(q, 39, 1),
ss143: ta.slow_stochastic(q, 14, 3),
adx: ta.ADX(q),
macdh: ta.MACDH(q),
macdh0: ta.MACDH(q, 1),
macd: q[0].macd,
sma50: ta.SMA(q, 50),
sma100: ta.SMA(q, 100),
sma200: ta.SMA(q, 200),
atr: ta.ATR(q, 14),
sar: ta.SAR(q),
obv: ta.OBV(q),
obv_ma30: ta.SMA(q, 30, 'OBV'),
obv_ma5: ta.SMA(q, 5, 'OBV'),
diPlus: q[0].DIPlus,
diMinus: q[0].DIMinus,
rsi: ta.RSI(q),
m1: rsa.m1(symbol)
}
let signal;
if (earnings.soon(symbol) || (markets.breadth == "SELL")) {
/* SELL if earnings announcement soon OR market downgrade is going */
signal = "SELL";
} else {
signal = strategy[conf.strategy](symbol, TA);
}
if (positions.quantity(symbol) > 0) {
if (signal == null) signal = "HOLD";
if (signal == "BUY") actions.add(actions.create(symbol, "HOLD", ta));
}
actions.add(actions.create(symbol, signal, TA));
let log = pad(symbol, 6) + " ";
log += pad(6, n(rsa.get(symbol)).format('0.00')) + " ";
log += pad(7, n(TA.close).format('0.00'))[TA.percentage > 0 ? 'green' : 'red' ] + " ";
log += pad(6, n(TA.sma50).format('0.0'))[TA.sma50 < TA.sma200 ? 'red' : 'reset'] + " ";
log += pad(6, n(TA.sma200).format('0.0'))[TA.sma50 < TA.sma200 ? 'red' : 'reset'] + " ";
log += pad(6, n(TA.ss143.K).format('0.0'))[TA.ss143.K > TA.ss143.D ? 'green' : 'red'] + " ";
log += pad(3, n(TA.adx).format('0'))[TA.adx > 20 ? 'yellow' : 'reset'] + " ";
log += pad(7, n(TA.macdh0).format('0.00'))[TA.macdh0 > 0 ? 'green' : 'red'] + " ";
log += pad(6, n(TA.macdh).format('0.00'))[TA.machd > 0 ? 'green' : 'red'][((TA.macd0 < 0) && (TA.macd > 0) || (TA.macd0 > 0) && (TA.macd < 0)) ? 'inverse' : 'reset'] + " ";
log += pad(9, n(TA.sar.psar).format('0.00') + (TA.sar.bull?"^":"v") + (TA.sar.reverse?"R":" "))[TA.sar.bull ? 'green' : 'red'][TA.sar.reverse ? 'inverse' : 'reset'] + " ";
log += pad(7, n(TA.atr).format('0.00')) + " ";
log += pad(6, n(TA.obv/TA.obv_ma5).format('0.000'))[TA.obv > TA.obv_ma5 ? 'green' : 'red'] + " ";
log += pad(5, n(TA.rsi).format('0.00'))[TA.rsi > 50 ? 'green' : 'red'] + " ";
log += pad(12, (e ? e.date + e.timing : "")) + " ";
log += (signal ? signal : "")[(signal == "BUY") ? 'green' : (signal == "SELL") ? 'red' : 'reset'];
console.log(log);
});
},
// Strategies below. Use them as "robinbot -s ..."
macd: function(symbol, TA) {
let signal = null;
if ((TA.adx > 20) && (TA.diPlus > TA.diMinus) && (TA.macdh0 < 0) && (TA.macdh > 0)) {
signal = "BUY";
} if (TA.macdh < 0) {
signal = "SELL";
}
return signal;
},
k39: function(symbol, TA) {
let signal = null;
let q = quotes.get(symbol);
if (
(TA.percentage > 0) &&
(TA.sma50 > TA.sma200)
&& (TA.close > TA.sma100)
&& (TA.macd > 0)
&& ((TA.rsi > 50) && (TA.rsi < 70))
&& (TA.ss391.K > 50)
&& (TA.diPlus > TA.diMinus)
&& (q[0].close > q[1].low)
&& (TA.obv > TA.obv_ma30)
&& (TA.sar && TA.sar.bull)
&& (TA.m1 > 0)
) {
signal = "BUY";
}
else
if (
((TA.ss391.K < 50) && (TA.obv < TA.obv_ma30))
)
{
signal = "SELL";
}
return signal;
},
sar: function(symbol, TA) {
let signal = null;
if ((TA.adx > 20) && (TA.sar) && (TA.sar.reverse)) {
signal = (TA.sar.bull) ? "BUY" : "SELL";
}
return signal;
},
slow_stoch: function(symbol, TA) {
let signal = null;
let ssd = (function(x) {
let status;
for (let i=20; i>=0; i--) {
let ss = ta.slow_stochastic(x.slice(i));
if (ss.K < 20)
status = 'oversold'
else if (ss.K > 80)
status = 'overbought'
else if ((ss.K > 50) && (status == 'BUY'))
status = null
else if ((ss.K < 50) && (status == 'SELL'))
status = null
else if ((ss.K > 20) && (status == 'oversold'))
status = 'BUY'
else if ((ss.K < 80) && (status == 'overbought'))
status = 'SELL';
}
return status;
})(quotes.get(symbol));
if ((TA.ss143.K > TA.ss143.D) && (ssd == "BUY") && (TA.obv < TA.obv_ma5) ) {
signal = "BUY";
} else if ((TA.ss143.K < TA.ss143.D) && (ssd == "SELL")) {
signal = "SELL";
}
return signal;
},
buy_and_hold: function(symbol, TA) {
return "BUY";
}
}