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stddev calculate on period #826

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merged 3 commits into from Dec 14, 2017
Merged

stddev calculate on period #826

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bdb315a
stddev calculate on period
Dec 9, 2017
72365f8
Update strategy.js
DeviaVir Dec 14, 2017
4e1d3aa
Update strategy.js
DeviaVir Dec 14, 2017
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24 changes: 9 additions & 15 deletions extensions/strategies/stddev/strategy.js
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Original file line number Diff line number Diff line change
Expand Up @@ -13,6 +13,9 @@ module.exports = function container (get, set, clear) {
this.option('min_periods', "min_periods", Number, 1250)
},
calculate: function (s) {
calculated = null
},
onPeriod: function (s, cb) {
get('lib.ema')(s, 'stddev', s.options.stddev)
var tl0 = []
var tl1 = []
Expand All @@ -25,22 +28,13 @@ module.exports = function container (get, set, clear) {
s.mean1 = math.mean(tl1)
s.sig0 = s.std0 > s.std1 ? 'Up' : 'Down';
s.sig1 = s.mean0 > s.mean1 ? 'Up' : 'Down';
}
},
onPeriod: function (s, cb) {
if (
s.sig1 === 'Down'
)
{
}
if (s.sig1 === 'Down') {
s.signal = 'sell'
}
else if (
s.sig0 === 'Up'
&& s.sig1 === 'Up'
)
{
s.signal = 'buy'
}
}
else if (s.sig0 === 'Up' && s.sig1 === 'Up') {
s.signal = 'buy'
}
cb()
},
onReport: function (s) {
Expand Down