@backtest/command-line
Version:
This project is a CLI build around Backtest, a library for trading developers
57 lines • 2.78 kB
JavaScript
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// Must Define Params: lowSMA, highSMA, stopLoss
var __awaiter = (this && this.__awaiter) || function (thisArg, _arguments, P, generator) {
function adopt(value) { return value instanceof P ? value : new P(function (resolve) { resolve(value); }); }
return new (P || (P = Promise))(function (resolve, reject) {
function fulfilled(value) { try { step(generator.next(value)); } catch (e) { reject(e); } }
function rejected(value) { try { step(generator["throw"](value)); } catch (e) { reject(e); } }
function step(result) { result.done ? resolve(result.value) : adopt(result.value).then(fulfilled, rejected); }
step((generator = generator.apply(thisArg, _arguments || [])).next());
});
};
Object.defineProperty(exports, "__esModule", { value: true });
exports.properties = void 0;
exports.runStrategy = runStrategy;
const moving_averages_1 = require("../indicators/moving-averages");
exports.properties = {
params: ['lowSMA', 'highSMA', 'stopLoss'],
dynamicParams: false
};
// Example 2 SMA Strategy with short buys and a stop loss
function runStrategy(bth) {
return __awaiter(this, void 0, void 0, function* () {
// Get low / high SMA and the stop loss from input
const lowSMAInput = bth.params.lowSMA;
const highSMAInput = bth.params.highSMA;
const stopLoss = bth.params.stopLoss;
// Get last candles based on low and high SMA
const lowSMACandles = yield bth.getCandles('close', lowSMAInput, 0);
const highSMACandles = yield bth.getCandles('close', highSMAInput, 0);
// Get low and high SMA
const lowSMA = yield (0, moving_averages_1.indicatorSMA)(lowSMACandles, lowSMAInput);
const highSMA = yield (0, moving_averages_1.indicatorSMA)(highSMACandles, highSMAInput);
// Buy long if lowSMA crosses over the highSMA
if (lowSMA > highSMA) {
// Sell if bought into a short
if (bth.orderBook.boughtShort)
yield bth.sell();
// Buy if not bought into a long
if (!bth.orderBook.boughtLong) {
// Buy with a stop loss
yield bth.buy({ stopLoss: bth.currentCandle.close * (1 - stopLoss / 100) });
}
}
// Buy short if lowSMA crosses under the highSMA
else {
// Sell if bought into a long
if (bth.orderBook.boughtLong)
yield bth.sell();
// Buy if not bought into a short
if (!bth.orderBook.boughtShort) {
// Buy short with a stop loss
yield bth.buy({ position: 'short', stopLoss: bth.currentCandle.close * (1 + stopLoss / 100) });
}
}
});
}
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