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Merged DEMA Strategies #1067

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Jan 7, 2018
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Merged DEMA Strategies #1067

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8251cfa
Merge DemaStrats
Shawn8901 Jan 7, 2018
9eb140b
Merge branch 'unstable' into mergeDema
DeviaVir Jan 7, 2018
ce52c93
Merge branch 'unstable' into mergeDema
Shawn8901 Jan 7, 2018
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15 changes: 1 addition & 14 deletions README.md
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Original file line number Diff line number Diff line change
Expand Up @@ -325,20 +325,7 @@ dema
--down_trend_threshold=<value> threshold to trigger a sold signal (default: 0)
--overbought_rsi_periods=<value> number of periods for overbought RSI (default: 9)
--overbought_rsi=<value> sold when RSI exceeds this value (default: 80)
--noise_level_pct=<value> do not trade when short ema is with this % of last short ema (default: 2)

dema
description:
Buy when (short ema > long ema) and sell when (short ema < long ema).
options:
--period=<value> period length (default: 1h)
--min_periods=<value> min. number of history periods (default: 21)
--ema_short_period=<value> number of periods for the shorter EMA (default: 10)
--ema_long_period=<value> number of periods for the longer EMA (default: 21)
--up_trend_threshold=<value> threshold to trigger a buy signal (default: 0)
--down_trend_threshold=<value> threshold to trigger a sold signal (default: 0)
--overbought_rsi_periods=<value> number of periods for overbought RSI (default: 9)
--overbought_rsi=<value> sold when RSI exceeds this value (default: 80)
--noise_level_pct=<value> do not trade when short ema is with this % of last short ema, 0 disables this feature (default: 0)

forex_analytics
description:
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6 changes: 0 additions & 6 deletions extensions/strategies/dema-lessnoise/_codemap.js
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83 changes: 0 additions & 83 deletions extensions/strategies/dema-lessnoise/strategy.js
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5 changes: 4 additions & 1 deletion extensions/strategies/dema/strategy.js
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Expand Up @@ -15,6 +15,7 @@ module.exports = function container (get, set, clear) {
this.option('down_trend_threshold', 'threshold to trigger a sold signal', Number, 0)
this.option('overbought_rsi_periods', 'number of periods for overbought RSI', Number, 9)
this.option('overbought_rsi', 'sold when RSI exceeds this value', Number, 80)
this.option('noise_level_pct', 'do not trade when short ema is with this % of last short ema', Number, 0)
},

calculate: function (s) {
Expand Down Expand Up @@ -47,7 +48,9 @@ module.exports = function container (get, set, clear) {
}

if (typeof s.period.dema_histogram === 'number' && typeof s.lookback[0].dema_histogram === 'number') {
if ((s.period.dema_histogram - s.options.up_trend_threshold) > 0 && (s.lookback[0].dema_histogram - s.options.up_trend_threshold) <= 0) {
if (s.options.noise_level_pct != 0 && (s.period.ema_short / s.lookback[0].ema_short * 100 < s.options.noise_level_pct)) {
s.signal = 'null';
} else if ((s.period.dema_histogram - s.options.up_trend_threshold) > 0 && (s.lookback[0].dema_histogram - s.options.up_trend_threshold) <= 0) {
s.signal = 'buy';
} else if ((s.period.dema_histogram + s.options.down_trend_threshold) < 0 && (s.lookback[0].dema_histogram + s.options.down_trend_threshold) >= 0) {
s.signal = 'sell';
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