v0.3.10 - Configurable stop loss trailing

imdeepsharma · Apr 7, 2018 · c3c3eb5 · c3c3eb5
1 parent c33df5d
commit c3c3eb5
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Showing 3 changed files with 18 additions and 22 deletions.
diff --git a/README.md b/README.md
@@ -29,7 +29,7 @@ In order to find out the group id you've just created, run node with the followi
 const bitprophet = require('bitprophet')
 bitprophet.options({
  telegram: {
- token: YOUR_TELEGRAM_BOT_TOKEN
+ token: "YOUR_TELEGRAM_BOT_TOKEN"
  }
 })
 bitprophet.listenToTelegramChatId()
@@ -44,12 +44,12 @@ This is the code to start BitProphet. If the only thing you need is to be notifi
 const bitprophet = require('bitprophet')
 bitprophet.options({
  binance: {
- key: YOUR_BINANCE_API_KEY,
- secret: YOUR_BINANCE_API_SECRET
+ key: "YOUR_BINANCE_API_KEY",
+ secret: "YOUR_BINANCE_API_SECRET"
  },
  telegram: {
- chatId: YOUR_TELEGRAM_GROUP_ID,
- token: YOUR_TELEGRAM_BOT_TOKEN
+ chatId: "YOUR_TELEGRAM_GROUP_ID",
+ token: "YOUR_TELEGRAM_BOT_TOKEN"
  }
 })
 

diff --git a/strategies/buydip.js b/strategies/buydip.js
@@ -39,14 +39,7 @@ module.exports = {
  var stoch5m = bp.indicators.stochastic(chart5m, 14, 24)
  var stoch5mAvg = bp.indicators.average(stoch5m)
  var maxDiff5m = bp.indicators.measureMaxDiff(chart5m, 120)
-
- var volume24h = 0
- for(var i = chart1h.length - 24; i < chart1h.length; ++i) {
- var high = parseFloat(chart1h[i].high)
- var low = parseFloat(chart1h[i].low)
- var avgPrice = (high - low) / 2. + low
- volume24h += parseFloat(chart1h[i].volume) * avgPrice
- }
+ var volume24h = bp.indicators.volume24h(chart1h, 60)
 
  setPairValid(volume24h >= 100 && stoch1hAvg > 30 && stoch5mAvg >= 20 && maxDiff5m < 100)
  },

diff --git a/strategy_generator.js b/strategy_generator.js
@@ -149,7 +149,7 @@ module.exports = {
  }
  }
 
- this.manageStopLoss = function(pairData, lastClose, trailing = 1) {
+ this.manageStopLoss = function(pairData, lastClose, trailingType = 2, trailingPercentage = 0.006, sellPriceDistance = 0.001) {
  var diffPercentage = (lastClose - pairData.entryPrice) / pairData.entryPrice * 100
 
  if(lastClose < pairData.stopLoss.sellPrice && lastClose < pairData.stopLoss.stopPrice) {
@@ -164,17 +164,20 @@ module.exports = {
  return true
  }
 
- if(trailing == 0) {
- if(lastClose / pairData.entryPrice >= 1.006 && pairData.stopLoss.sellPrice < pairData.entryPrice) {
- pairData.stopLoss.stopPrice = pairData.entryPrice * 1.001
+ switch(trailingType) {
+ case 0:
+ default:
+ break
+ case 1:
+ if(lastClose / pairData.entryPrice >= (1 + trailingPercentage) && pairData.stopLoss.sellPrice < pairData.entryPrice) {
+ pairData.stopLoss.stopPrice = pairData.entryPrice * (1 + sellPriceDistance)
  pairData.stopLoss.sellPrice = pairData.entryPrice
  this.sendMessage(pairData, "stop loss adjusted to 0.0%", "point_up")
  }
- }
- else if(trailing == 1) {
- if(pairData.entryPrice < lastClose / 1.006 && pairData.stopLoss.stopPrice < lastClose / 1.006) {
- pairData.stopLoss.stopPrice = lastClose / 1.006
- pairData.stopLoss.sellPrice = lastClose / 1.009
+ case 2:
+ if(pairData.entryPrice < lastClose / (1 + trailingPercentage) && pairData.stopLoss.stopPrice < lastClose / (1 + trailingPercentage)) {
+ pairData.stopLoss.stopPrice = lastClose / (1 + trailingPercentage)
+ pairData.stopLoss.sellPrice = lastClose / (1 + trailingPercentage + sellPriceDistance)
 
  var percentage = (pairData.stopLoss.stopPrice / pairData.entryPrice - 1) * 100
  this.sendMessage(pairData, "stop loss adjusted to " + percentage.toFixed(2) + "%", "point_up")