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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 |