@backtest/command-line
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This project is a CLI build around Backtest, a library for trading developers
92 lines • 4.1 kB
JavaScript
;
var __createBinding = (this && this.__createBinding) || (Object.create ? (function(o, m, k, k2) {
if (k2 === undefined) k2 = k;
var desc = Object.getOwnPropertyDescriptor(m, k);
if (!desc || ("get" in desc ? !m.__esModule : desc.writable || desc.configurable)) {
desc = { enumerable: true, get: function() { return m[k]; } };
}
Object.defineProperty(o, k2, desc);
}) : (function(o, m, k, k2) {
if (k2 === undefined) k2 = k;
o[k2] = m[k];
}));
var __setModuleDefault = (this && this.__setModuleDefault) || (Object.create ? (function(o, v) {
Object.defineProperty(o, "default", { enumerable: true, value: v });
}) : function(o, v) {
o["default"] = v;
});
var __importStar = (this && this.__importStar) || (function () {
var ownKeys = function(o) {
ownKeys = Object.getOwnPropertyNames || function (o) {
var ar = [];
for (var k in o) if (Object.prototype.hasOwnProperty.call(o, k)) ar[ar.length] = k;
return ar;
};
return ownKeys(o);
};
return function (mod) {
if (mod && mod.__esModule) return mod;
var result = {};
if (mod != null) for (var k = ownKeys(mod), i = 0; i < k.length; i++) if (k[i] !== "default") __createBinding(result, mod, k[i]);
__setModuleDefault(result, mod);
return result;
};
})();
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 indicator = __importStar(require("technicalindicators"));
exports.properties = {
params: ['lowSMA', 'highSMA'],
dynamicParams: false
};
function runStrategy(bth) {
return __awaiter(this, void 0, void 0, function* () {
const currentPrice = bth.currentCandle.close;
if (bth.tradingCandle) {
const takeProfit = 1.2; // short .8
const stopLoss = 0.95; // short 1.05
const percentSlippage = 1;
const percentFee = 0.2;
const lowSMAInput = bth.params.lowSMA;
const highSMAInput = bth.params.highSMA;
// Get last candles
const lowSMACandles = yield bth.getCandles('close', lowSMAInput, 0);
const highSMACandles = yield bth.getCandles('close', highSMAInput, 0);
// Calculate low and high SMA
const lowSMAs = indicator.SMA.calculate({ period: lowSMAInput, values: lowSMACandles });
const highSMAs = indicator.SMA.calculate({ period: highSMAInput, values: highSMACandles });
const lowSMA = lowSMAs[lowSMAs.length - 1];
const highSMA = highSMAs[highSMAs.length - 1];
// Buy if lowSMA crosses over the highSMA
if (lowSMA > highSMA) {
yield bth.buy({
position: 'short', // or 'long' (default)
amount: '10%', // or baseAmount
note: 'a simple note here',
stopLoss: stopLoss * currentPrice,
takeProfit: takeProfit * currentPrice,
percentSlippage: percentSlippage,
percentFee: percentFee
});
}
// Sell if lowSMA crosses under the highSMA
else {
yield bth.sell();
}
}
else {
// do something else
}
});
}
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