# 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 # get vars with orders and positions get_position_array get_orders_array # 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 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 "${asset} MACD downtrend" done # inverse correlation to crypto for asset in DXY OILGAS do g_echo "scoring ECONOMY_${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