Maltured StochRSI/MACD/MFI LTC BTC-e 118% Mod4c7 15-30

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# #

# Maltured LTC BTC-e 118% Mod4c7 15-30 #

# BTC: 1J44iFpW3AsyuZ7SRPsDG7HCbPTKg7MwY1 #

# ow.ly/BFxyo #

# #

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# Based on Sungkhum StochRSI/MACD/MFI Bot 1.3 30 min #

# BTC: 1Pu3a4kNEPYiszh8xFv3x7JqWrpbDs28XK #

# #

# Using Thanasis full working framework and Emergency bot #

# Thanasis BTC: 1CRSH4LGGRWVWqgwfquky2Rk5eJK6gsyus #

# #

###########################################################

class Init

########################################

#### define basic constants ############

@init_context: (context) ->

###### Serialized constants - don't touch bellow ###########

context.price_buy = 0

context.price_sell = 0

context.first_price = 0

context.number_of_orders = 0

context.have_fiat = null

context.have_coins = null

context.commisions_paid = 0

context.price_of_last_order = null

context.last_action_was = null

context.prevrsi_d = [10, 10, 10, 10]

context.prevrsi_k = [30, 30, 30, 30]

context.prevmacd = [0, 0, 0, 0]

context.sellcount = 1

context.selltrue = false

context.buytrue = false

context.KrsiZero = false

context.last_time = [0, 0]

#################################################################################

class functions

########################################

#### basic functions #############

@diff: (x, y) ->

(( x - y ) / (( x + y ) / 2)) * 100

@percent: (x,y) ->

(( x - y ) / y) * 100

@norm_growth: (a,x) ->

1 - Math.exp( - a * x )

########################################

####### indicatots #####################

@mfi: (high, low, close, volume,lag, period) ->

results = talib.MFI

high: high

low: low

close: close

volume: volume

startIdx: 0

endIdx: high.length - lag

optInTimePeriod: period

_.last(results)

@macd: (data, lag, FastPeriod,SlowPeriod,SignalPeriod) ->

results = talib.MACD

inReal: data

startIdx: 0

endIdx: data.length - lag

optInFastPeriod: FastPeriod

optInSlowPeriod: SlowPeriod

optInSignalPeriod: SignalPeriod

result =

macd: _.last(results.outMACD)

signal: _.last(results.outMACDSignal)

histogram: _.last(results.outMACDHist)

result

@stochrsi: (data, lag, period, fastK_period,fastD_period,fastD_MAType) ->

results = talib.STOCHRSI

inReal: data

startIdx: 0

endIdx: data.length - lag

optInTimePeriod: period

optInFastK_Period: fastK_period

optInFastD_Period: fastD_period

optInFastD_MAType: fastD_MAType

result =

K: _.last(results.outFastK)

D: _.last(results.outFastD)

result

#################################################################################

init: (context) ->

context.fee = 0.2

context.lag = 20

context.period = 57

context.FastPeriod = 54

context.SlowPeriod = 143

context.MAType = 7

context.SignalPeriod = 132

context.fastK_period = 71

context.slowK_period = 233

context.slowK_MAType = 10

context.slowD_period = 219

context.slowD_MAType = 11

context.fastD_period = 249

context.fastD_MAType = 1

context.mystochK = 248

context.myzero = 0

context.mfi_HIGH = false

context.mfi_LOW = false

context.percent_emergency_sell = 62

context.percent_recovery_buy = 19

context.percent_emergency_buy = 51

context.percent_recovery_sell = 31

context.lagemergency = 30

Init.init_context(context)

#################################################################################

serialize: (context)->

price_of_last_order = context.price_of_last_order

context.price_buy = context.price_buy

context.price_sell = context.price_sell

number_of_orders = context.number_of_orders

have_fiat = context.have_fiat

have_coins = context.have_coins

first_price = context.first_price

first_price_found = context.first_price_found

first_capital = context.first_capital

commisions_paid = context.commisions_paid

last_action_was = context.last_action_was

#################################################################################

handle: (context, data)->

########################################

####### define instrument ##############

instrument = data.instruments[0]

price = instrument.close[instrument.close.length - 1]

open = instrument.open[instrument.open.length - 1]

high = instrument.high[instrument.high.length - 1]

low = instrument.low[instrument.low.length - 1]

close = instrument.close[instrument.close.length - 1]

volume = instrument.volumes[instrument.volumes.length - 1]

price_lag = instrument.close[instrument.close.length - context.lag]

open_lag = instrument.open[instrument.open.length - context.lag]

high_lag = instrument.high[instrument.high.length - context.lag]

low_lag = instrument.low[instrument.low.length - context.lag]

close_lag = instrument.close[instrument.close.length - context.lag]

volume_lag = instrument.volumes[instrument.volumes.length - context.lag]

emergency_price_lag = instrument.close[instrument.close.length - context.lagemergency]

emergency_open_lag = instrument.open[instrument.open.length - context.lagemergency]

emergency_high_lag = instrument.high[instrument.high.length - context.lagemergency]

emergency_low_lag = instrument.low[instrument.low.length - context.lagemergency]

emergency_close_lag = instrument.close[instrument.close.length - context.lagemergency]

emergency_volume_lag = instrument.volumes[instrument.volumes.length - context.lagemergency]

#period_in_minutes = (instrument.ticks[2].at - instrument.ticks[1].at) / 60000

########################################

##### calculate capital ################

unless context.first_price_found

context.first_price = price

fiat = portfolio.positions[instrument.curr()].amount

coins = portfolio.positions[instrument.asset()].amount

context.first_capital = fiat + coins * price

last_action_was = null

maximum = Math.max(fiat, coins * price)

if maximum = fiat

context.have_fiat = true

context.have_coins = false

else

context.have_fiat = false

context.have_coins = true

context.first_price_found = true

fiat = portfolio.positions[instrument.curr()].amount

coins = portfolio.positions[instrument.asset()].amount

capital = fiat + coins * price

########################################

##### define basic functions ###########

#high_low_percent = functions.percent(high, low)

percent_price_change = functions.percent(price, emergency_price_lag)

########################################

##### define indicator functions #######

mfi = functions.mfi(instrument.high, instrument.low, instrument.close, instrument.volumes, context.lag,context.period)

macd = functions.macd(instrument.close, context.lag, context.FastPeriod,context.SlowPeriod,context.SignalPeriod)

stochrsi = functions.stochrsi(instrument.close,context.lag,context.period,context.fastK_period,context.fastD_period,context.fastD_MAType)

###########################################

###### debug indicators ################

#debug "#{macd.macd} #{macd.signal} #{macd.histogram}"

#warn "#{stochrsi.K}#{stochrsi.D} "

########################################

###### plot signals ################

########################################

###### plot signals ################

bottom = 750

plot

macd: (macd.macd * 15) + 850

"80%": bottom + 80

"20%": bottom + 20

K: stochrsi.K + bottom

D: stochrsi.D + bottom

mfi: (mfi * 2) + 600

##################################################

###### emergency main calculations ###############

percent_emergency_sell2 = context.percent_emergency_sell + (context.percent_recovery_buy - context.percent_emergency_sell) * (1 / 2)

percent_emergency_buy2 = context.percent_emergency_buy + (context.percent_recovery_sell - context.percent_emergency_buy) * (1 / 2)

price_emergency_sell = emergency_price_lag * (1 - context.percent_emergency_sell / 100)

price_emergency_sell2 = emergency_price_lag * (1 - percent_emergency_sell2 / 100)

price_recovery_buy = emergency_price_lag * (1 - context.percent_recovery_buy / 100)

price_emergency_buy = emergency_price_lag * (1 + context.percent_emergency_buy / 100)

price_emergency_buy2 = emergency_price_lag * (1 + percent_emergency_buy2 / 100)

price_recovery_sell = emergency_price_lag * (1 + context.percent_recovery_sell / 100)

emergency_buy_signal = off

emergency_sell_signal = off

if (price_emergency_sell2 < price < price_emergency_sell) or price > price_recovery_sell

emergency_buy_signal = off

emergency_sell_signal = on

if (price_emergency_buy < price < price_emergency_buy2) or price < price_recovery_buy

emergency_buy_signal = on

emergency_sell_signal = off

##################################################

###### Emergency buy or sell orders ##########

if emergency_buy_signal

if context.have_fiat

buy instrument

context.number_of_orders = context.number_of_orders + 1

context.price_buy = price

context.commisions_paid = context.commisions_paid + instrument.fee * capital / 100

context.price_of_last_order = context.price_buy

context.last_action_was = "buy"

context.have_coins = true

context.have_fiat = false

warn "Emergency Buy"

if emergency_sell_signal

if context.have_coins

sell instrument

context.number_of_orders = context.number_of_orders + 1

context.price_sell = price

context.commisions_paid = context.commisions_paid + instrument.fee * capital / 100

context.price_of_last_order = context.price_sell

context.last_action_was = "sell"

context.have_coins = false

context.have_fiat = true

warn "Emergency Sell"

########################################

###### Get Ready signals ################

context.mystochK = stochrsi.K

########################################

###### More Ready signals ################

if context.mystochK < 1

context.KrsiZero = true

########################################

###### Get Past data ################

context.prevrsi_d.push(stochrsi.D)

context.prevrsi_d.shift()

context.prevrsi_k.push(stochrsi.K)

context.prevrsi_k.shift()

context.prevmacd.push(macd.macd)

context.prevmacd.shift()

macdprev1 = functions.macd(instrument.close, 2, context.FastPeriod,context.SlowPeriod,context.SignalPeriod)

macdprev0 = functions.macd(instrument.close, 0, context.FastPeriod,context.SlowPeriod,context.SignalPeriod)

stochrsiprev1 = functions.stochrsi(instrument.close,2,context.period,context.fastK_period,context.fastD_period,context.fastD_MAType)

########################################

###### buy or sell Strategy #########

if mfi > 70

context.mfi_HIGH = true

context.mfi_LOW = false

#warn "MFI HIGH"

if mfi < 30

context.mfi_LOW = true

context.mfi_HIGH = false

#warn "MFI LOW"

if stochrsiprev1.D < stochrsiprev1.K and stochrsi.D > stochrsi.K and context.mfi_HIGH

context.selltrue = true

context.sellcount = (context.sellcount + 1)

context.buytrue = false

context.mfi_HIGH = false

context.mfi_LOW = false

#warn "SELL is TRUE"

if context.KrsiZero and stochrsiprev1.D > stochrsiprev1.K and stochrsi.D < stochrsi.K and context.mfi_LOW

context.buytrue = true

context.selltrue = false

context.mfi_LOW = false

context.mfi_HIGH = false

context.sellcount = 1

#warn "BUY is TRUE"

if stochrsi.D > stochrsi.K

context.buytrue = false

if context.buytrue and (macd.macd - macdprev1.macd) > 1 and stochrsi.D > 50 and stochrsi.D < stochrsi.K ## you must write here your own condition to buy

###### don't touch bellow #####

if context.have_fiat

buy instrument

context.number_of_orders = context.number_of_orders + 1

context.price_buy = price

context.commisions_paid = context.commisions_paid + context.fee * capital / 100

context.price_of_last_order = context.price_buy

context.last_action_was = "buy"

context.have_coins = true

context.have_fiat = false

context.KrsiZero = false

context.selltrue = false

context.buytrue = false

context.sellcount = 1

#warn "MACD for BUY >1: "+(macd.macd - context.prevmacd[2])

if context.selltrue and macdprev1.macd > macd.macd and context.sellcount < 6 and stochrsi.D > stochrsi.K ##and (macdprev1.macd - macd.macd) > 0.4 you must write here your own condition to sell

###### don't touch bellow #####

if context.have_coins

sell instrument

context.number_of_orders = context.number_of_orders + 1

context.price_sell = price

context.commisions_paid = context.commisions_paid + context.fee * capital / 100

context.price_of_last_order = context.price_sell

context.last_action_was = "sell"

context.have_coins = false

context.have_fiat = true

context.KrsiZero = false

context.buytrue = false

context.selltrue = false

context.sellcount = 1

#warn "MACD for sell > 0.5: "+(context.prevmacd[2] - macd.macd)

#########################################

###### recalculate capital ############

fiat = portfolio.positions[instrument.curr()].amount

coins = portfolio.positions[instrument.asset()].amount

capital = fiat + coins * price

if context.have_fiat

efficiency_of_last_trade = -functions.percent(price, context.price_of_last_order)

else

efficiency_of_last_trade = functions.percent(price, context.price_of_last_order)

percent_buy_and_hold = Math.round(100 * functions.percent(price, context.first_price))/100

percent_bot = Math.round(100 * functions.percent(capital, context.first_capital))/100

efficiency_of_last_trade = Math.round(100 * efficiency_of_last_trade)/100

context.commisions_paid = Math.round(100 * context.commisions_paid)/100

context.first_capital = Math.round(100 * context.first_capital)/100

capital = Math.round(100 * capital)/100

############################################

###### debug stats ######################

#warn "###########################################################"

#warn "price now: #{price}"

#warn "last action was '#{context.last_action_was}' at the price of: #{context.price_of_last_order}"

#debug "smartness of the bot from the last trade: #{efficiency_of_last_trade} %"

#debug "total number of buy/sell orders: #{context.number_of_orders}"

#debug "total commisions paid by now: #{context.commisions_paid}"

#warn "start capital: #{context.first_capital}"

#warn "capital now: #{capital}"

#warn "total buy and hold efficiency: #{percent_buy_and_hold} %"

#warn "total bot efficiency: #{percent_bot} % "

#warn "MACD Didn't BUY >1: "+(macd.macd - macdprev1.macd)

#warn "MACD Didn't SELL >0.5 "+(macdprev1.macd - macd.macd)

#warn " MACD: "+macd.macd+" "

#warn "MACD Prev: "+macdprev1.macd

#warn "StochK: "+stochrsi.K+" "

#warn " StochK Prev:"+context.prevrsi_k[2]

#warn " StochD: "+stochrsi.D+" "

#warn "StochD Prev: "+context.prevrsi_d[2]

#warn "MACD "+macd.macd+" StochK "+stochrsi.K+" StochD: "+stochrsi.D+" "+price

#warn "MFI: "+mfi+" MFI HIGH="+context.mfi_HIGH+" MFI LOW="+context.mfi_LOW

#warn "###########################################################"

#warn "MACD at 0: "+macdprev0.macd

#warn "LAST Date: "+new Date(data.at)+" Curr DATE: "+new Date(data.at)

#warn "StochK Prev: "+stochrsiprev1.K

#warn "MACD: "+macd.macd+" StochD: "+stochrsi.D+" StochK: "+stochrsi.K+" MFI: "+mfi