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