example strategy
This commit is contained in:
parent
7e21738be2
commit
26cc075984
@ -2,47 +2,234 @@
|
|||||||
|
|
||||||
g_echo_note "EXAMPLE Strategy"
|
g_echo_note "EXAMPLE Strategy"
|
||||||
|
|
||||||
|
##### WARNING! This strategy is only intended as an example and should not be used with real trades. Please develop your own strategy ######
|
||||||
|
# if you want to use ist remove the next line with return 0
|
||||||
return 0
|
return 0
|
||||||
|
|
||||||
|
# get vars with orders and positions
|
||||||
|
get_position_array
|
||||||
|
get_orders_array
|
||||||
|
|
||||||
for f_symbol in ${f_symbols_array_trade[@]}
|
# reset score
|
||||||
|
unset s_score
|
||||||
|
unset s_score_hist
|
||||||
|
s_score=0
|
||||||
|
|
||||||
|
### Evaluate the traditional Market
|
||||||
|
# correlation to crypto
|
||||||
|
for asset in DOWJONES SP500 NASDAQ MSCIEAFE GOLD MSCIWORLD KRE
|
||||||
do
|
do
|
||||||
|
|
||||||
echo "=== $f_symbol"
|
g_echo "scoring ECONOMY_${asset}"
|
||||||
f_asset=${f_symbol//:$CURRENCY/}
|
|
||||||
f_asset=${f_asset//\//}
|
|
||||||
echo "asset:${f_asset}"
|
|
||||||
for check_var in price levels_1w_next_up levels_1w_next_down
|
|
||||||
do
|
|
||||||
echo "$check_var:${v[${f_asset}_$check_var]}"
|
|
||||||
if [ -z "${v[${f_asset}_$check_var]}" ]
|
|
||||||
then
|
|
||||||
g_echo_warn "var \${v[${f_asset}_$check_var]} does not exist!!!"
|
|
||||||
continue 2
|
|
||||||
fi
|
|
||||||
done
|
|
||||||
|
|
||||||
echo "level_1w_next_up:${v[${f_asset}_levels_1w_next_up]}"
|
# bullish? bull market?
|
||||||
#position_close "$f_symbol"
|
if g_num_is_higher ${v[ECONOMY_${asset}_15m_close_0]} ${v[ECONOMY_${asset}_1d_ema200_0]}
|
||||||
#f_ccxt "print(${STOCK_EXCHANGE}.cancelAllOrders('$f_symbol'))"
|
then
|
||||||
|
score 2 "${asset} EMA200 over last 15m close"
|
||||||
# stoploss 2% under ${v[${f_asset}_levels_1w_next_down]}
|
else
|
||||||
g_calc "${v[${f_asset}_levels_1w_next_down]}-(${v[${f_asset}_levels_1w_next_down]}/100*2)"
|
score -2 "${asset} EMA200 under last 15m close"
|
||||||
stoploss=$g_calc_result
|
fi
|
||||||
|
|
||||||
|
# RSI14 1d
|
||||||
# takeprofit 2% under ${v[${f_asset}_levels_1w_next_up]} or +0.5%
|
if [ -n "${v[ECONOMY_${asset}_1d_rsi14_0]}" ]
|
||||||
#g_calc "${v[${f_asset}_levels_1w_next_up]}-(${v[${f_asset}_levels_1w_next_up]}/100*2)"
|
then
|
||||||
#echo "g_num_is_lower_equal $g_calc_result ${v[${f_asset}_price]} && g_calc \"${v[${f_asset}_price]}/100*100.5\""
|
rsi14=${v[ECONOMY_${asset}_1d_rsi14_0]}
|
||||||
g_calc "${v[${f_asset}_price]}/100*100.5"
|
g_num_is_between $rsi14 80 100 && score -2 "${asset} RSI14 $rsi14"
|
||||||
takeprofit=$g_calc_result
|
g_num_is_between $rsi14 55 80 && score 2 "${asset} RSI14 $rsi14"
|
||||||
|
g_num_is_between $rsi14 15 45 && score 1 "${asset} RSI14 $rsi14"
|
||||||
|
g_num_is_between $rsi14 0 15 && score -2 "${asset} RSI14 $rsi14"
|
||||||
|
fi
|
||||||
|
|
||||||
|
# macd trend
|
||||||
|
[[ ${v[ECONOMY_${asset}_1d_macd_histogram_signal_0]} = uptrend ]] && score 2 "${asset} MACD uptrend"
|
||||||
|
[[ ${v[ECONOMY_${asset}_1d_macd_histogram_signal_0]} = downtrend ]] && score -2 "${asset} MACD downtrend"
|
||||||
|
|
||||||
grep -q "^$f_symbol" CCXT_POSITIONS CCXT_ORDERS || order "$f_symbol" 100 long "${v[${f_asset}_levels_1w_next_down]}" "$stoploss" "$takeprofit"
|
|
||||||
|
|
||||||
done
|
done
|
||||||
|
|
||||||
# example scoring
|
# inverse correlation to crypto
|
||||||
#g_num_is_higher $v_ECONOMY_SP500_1d_rsi14 55 && score -2 "SP500 RSI14 $f_rsi14"
|
for asset in DXY OILGAS
|
||||||
#g_num_is_lower $v_ECONOMY_SP500_1d_rsi14 45 && score 2 "SP500 RSI14 $f_rsi14"
|
do
|
||||||
|
|
||||||
|
g_echo "scoring ECONOMY_${asset}"
|
||||||
|
|
||||||
|
# bullish? bull market?
|
||||||
|
if g_num_is_higher ${v[ECONOMY_${asset}_15m_close_0]} ${v[ECONOMY_${asset}_1d_ema200_0]}
|
||||||
|
then
|
||||||
|
score -2 "${asset} EMA200 over last 15m close"
|
||||||
|
else
|
||||||
|
score 2 "${asset} EMA200 under last 15m close"
|
||||||
|
fi
|
||||||
|
|
||||||
|
# RSI14 1d
|
||||||
|
if [ -n "${v[ECONOMY_${asset}_1d_rsi14_0]}" ]
|
||||||
|
then
|
||||||
|
rsi14=${v[ECONOMY_${asset}_1d_rsi14_0]}
|
||||||
|
g_num_is_between $rsi14 80 100 && score 2 "${asset} RSI14 $rsi14"
|
||||||
|
g_num_is_between $rsi14 55 80 && score -2 "${asset} RSI14 $rsi14"
|
||||||
|
g_num_is_between $rsi14 15 45 && score -1 "${asset} RSI14 $rsi14"
|
||||||
|
g_num_is_between $rsi14 0 15 && score 2 "${asset} RSI14 $rsi14"
|
||||||
|
fi
|
||||||
|
|
||||||
|
# macd trend
|
||||||
|
[[ ${v[ECONOMY_${asset}_1d_macd_histogram_signal_0]} = uptrend ]] && score -2 "${asset} MACD uptrend"
|
||||||
|
[[ ${v[ECONOMY_${asset}_1d_macd_histogram_signal_0]} = downtrend ]] && score 2 "${asset} MACD downtrend"
|
||||||
|
|
||||||
|
done
|
||||||
|
|
||||||
|
|
||||||
|
|
||||||
|
### Evaluate BTC and ETH
|
||||||
|
for asset in BTC${CURRENCY} ETH${CURRENCY}
|
||||||
|
do
|
||||||
|
|
||||||
|
g_echo "scoring ${asset}"
|
||||||
|
|
||||||
|
# bullish? bull market?
|
||||||
|
if g_num_is_higher ${v[${asset}_15m_close_0]} ${v[${asset}_1d_ema200_0]}
|
||||||
|
then
|
||||||
|
score 2 "${asset} EMA200 over last 15m close"
|
||||||
|
else
|
||||||
|
score -2 "${asset} EMA200 under last 15m close"
|
||||||
|
fi
|
||||||
|
|
||||||
|
# RSI14 1d
|
||||||
|
if [ -n "${v[${asset}_1d_rsi14_0]}" ]
|
||||||
|
then
|
||||||
|
rsi14=${v[${asset}_1d_rsi14_0]}
|
||||||
|
g_num_is_between $rsi14 80 100 && score -2 "${asset} RSI14 $rsi14"
|
||||||
|
g_num_is_between $rsi14 55 80 && score 2 "${asset} RSI14 $rsi14"
|
||||||
|
g_num_is_between $rsi14 15 45 && score 1 "${asset} RSI14 $rsi14"
|
||||||
|
g_num_is_between $rsi14 0 15 && score -2 "${asset} RSI14 $rsi14"
|
||||||
|
fi
|
||||||
|
|
||||||
|
# macd trend
|
||||||
|
[[ ${v[${asset}_1d_macd_histogram_signal_0]} = uptrend ]] && score 2 "${asset} MACD uptrend"
|
||||||
|
[[ ${v[${asset}_1d_macd_histogram_signal_0]} = downtrend ]] && score -2 "${asset} MACD downtrend"
|
||||||
|
|
||||||
|
done
|
||||||
|
|
||||||
|
|
||||||
|
|
||||||
|
### Go through trading symbols
|
||||||
|
for symbol in ${f_symbols_array_trade[@]}
|
||||||
|
do
|
||||||
|
|
||||||
|
asset=${symbol//:$CURRENCY/}
|
||||||
|
asset=${asset//\//}
|
||||||
|
|
||||||
|
|
||||||
|
### Evaluate symbol
|
||||||
|
g_echo "scoring ${asset}"
|
||||||
|
|
||||||
|
# bullish? bull market?
|
||||||
|
if g_num_is_higher ${v[${asset}_15m_close_0]} ${v[${asset}_1d_ema200_0]}
|
||||||
|
then
|
||||||
|
score 2 "${asset} EMA200 over last 15m close"
|
||||||
|
else
|
||||||
|
score -2 "${asset} EMA200 under last 15m close"
|
||||||
|
fi
|
||||||
|
|
||||||
|
# RSI14 5m
|
||||||
|
if [ -n "${v[${asset}_5m_rsi14_0]}" ]
|
||||||
|
then
|
||||||
|
rsi14=${v[${asset}_5m_rsi14_0]}
|
||||||
|
g_num_is_between $rsi14 80 100 && score -4 "$asset RSI14 $rsi14"
|
||||||
|
g_num_is_between $rsi14 55 80 && score 4 "$asset RSI14 $rsi14"
|
||||||
|
g_num_is_between $rsi14 15 45 && score 2 "$asset RSI14 $rsi14"
|
||||||
|
g_num_is_between $rsi14 0 15 && score -4 "$asset RSI14 $rsi14"
|
||||||
|
fi
|
||||||
|
|
||||||
|
# macd trend
|
||||||
|
[[ ${v[${asset}_5m_macd_histogram_signal_0]} = uptrend ]] && score 2 "$asset MACD uptrend"
|
||||||
|
[[ ${v[${asset}_5m_macd_histogram_signal_0]} = downtrend ]] && score -2 "$asset MACD downtrend"
|
||||||
|
|
||||||
|
|
||||||
|
# go short or go long or better do notghing?
|
||||||
|
side="unclear"
|
||||||
|
g_num_is_higher $s_score 5 && side="long"
|
||||||
|
g_num_is_lower $s_score -5 && side="short"
|
||||||
|
|
||||||
|
g_echo_ok "Score: $s_score"
|
||||||
|
g_echo_ok "Side: $side"
|
||||||
|
g_echo "Scores: $s_score_hist"
|
||||||
|
|
||||||
|
# remove existing orders and do nothing if unclear
|
||||||
|
if [[ $side = "unclear" ]]
|
||||||
|
then
|
||||||
|
g_echo "Situation of $asset unclear - remove existing orders and do nothing!"
|
||||||
|
order_cancel "$symbol"
|
||||||
|
continue
|
||||||
|
fi
|
||||||
|
|
||||||
|
# if no contract trading / no shot possible ignore
|
||||||
|
if [ -z "$LEVERAGE" ] && [[ $side = short ]]
|
||||||
|
then
|
||||||
|
g_echo "No 'short' possible while sport trading - doung nothing with $asset"
|
||||||
|
continue
|
||||||
|
fi
|
||||||
|
|
||||||
|
# Next week level is:
|
||||||
|
g_echo "level_1w_next_up: ${v[${asset}_levels_1w_next_up]}"
|
||||||
|
g_echo "level_1w_next_down: ${v[${asset}_levels_1w_next_down]}"
|
||||||
|
|
||||||
|
# define entry price
|
||||||
|
unset entry_price
|
||||||
|
[[ $side = long ]] && entry_price=${v[${asset}_levels_1w_next_down]}
|
||||||
|
[[ $side = short ]] && entry_price=${v[${asset}_levels_1w_next_up]}
|
||||||
|
|
||||||
|
# check for updates if order with entry price is already defined
|
||||||
|
if [ -n "${o[${asset}_open_${side}_entry_price]}" ]
|
||||||
|
then
|
||||||
|
if g_num_is_approx ${o[${asset}_open_${side}_entry_price]} $entry_price 0.5 0.5
|
||||||
|
then
|
||||||
|
g_echo "Order of $asset at ${o[${asset}_open_long_entry_price]} fine"
|
||||||
|
else
|
||||||
|
# cancelling order
|
||||||
|
g_echo_warn "Cancelling order because entry price not seems to be up2date anymore: ${o[${asset}_open_${side}_entry_price]} != $entry_price"
|
||||||
|
order_cancel "$symbol"
|
||||||
|
fi
|
||||||
|
fi
|
||||||
|
|
||||||
|
# check for already existing order
|
||||||
|
if [ -n "${o[${asset}_present]}" ]
|
||||||
|
then
|
||||||
|
g_echo_ok "Order(s) of ${asset} already exists"
|
||||||
|
continue
|
||||||
|
fi
|
||||||
|
|
||||||
|
# check for already existing position
|
||||||
|
if [ -n "${p[${asset}_currency_amount]}" ]
|
||||||
|
then
|
||||||
|
g_echo "Position of ${asset} already open"
|
||||||
|
continue
|
||||||
|
fi
|
||||||
|
|
||||||
|
# StopLoss at 20% loss
|
||||||
|
stoplosspercentage=20
|
||||||
|
# calc percentage loss if leverage is set
|
||||||
|
if [ -n "$LEVERAGE" ]
|
||||||
|
then
|
||||||
|
g_calc "$stoplosspercentage/$LEVERAGE"
|
||||||
|
stoplosspercentage=$g_calc_result
|
||||||
|
fi
|
||||||
|
# calc stoploss
|
||||||
|
[[ $side = long ]] && g_calc "$entry_price-($entry_price/100*${stoplosspercentage})"
|
||||||
|
[[ $side = short ]] && g_calc "$entry_price+($entry_price/100*${stoplosspercentage})"
|
||||||
|
stoploss=$g_calc_result
|
||||||
|
|
||||||
|
# TakeProfit at 2% profit
|
||||||
|
takeprofitpercentage=5
|
||||||
|
if [ -n "$LEVERAGE" ]
|
||||||
|
then
|
||||||
|
g_calc "$takeprofitpercentage/$LEVERAGE"
|
||||||
|
takeprofitpercentage=$g_calc_result
|
||||||
|
fi
|
||||||
|
[[ $side = long ]] && g_calc "$entry_price+($entry_price/100*${takeprofitpercentage})"
|
||||||
|
[[ $side = short ]] && g_calc "$entry_price-($entry_price/100*${takeprofitpercentage})"
|
||||||
|
takeprofit=$g_calc_result
|
||||||
|
|
||||||
|
# place the order
|
||||||
|
order "$symbol" 100 "$side" "$entry_price" "$stoploss" "$takeprofit"
|
||||||
|
|
||||||
|
done
|
||||||
|
|
||||||
|
|||||||
Loading…
Reference in New Issue
Block a user