talib-macd.js

// If you want to use your own trading methods you can
// write them here. For more information on everything you
// can use please refer to this document:
//
// https://github.com/askmike/gekko/blob/stable/docs/trading_methods.md

// Let's create our own method
var method = {};

// Prepare everything our method needs
method.init = function() {
  this.name = 'talib-macd'
  this.input = 'candle';
  // keep state about the current trend
  // here, on every new candle we use this
  // state object to check if we need to
  // report it.
  this.trend = 'none';

  // how many candles do we need as a base
  // before we can start giving advice?
  this.requiredHistory = this.tradingAdvisor.historySize;

  var customMACDSettings = this.settings.parameters;

  // define the indicators we need
  this.addTalibIndicator('mymacd', 'macd', customMACDSettings);
}

// What happens on every new candle?
method.update = function(candle) {
  // nothing!
}


method.log = function() {
  // nothing!
}

// Based on the newly calculated
// information, check if we should
// update or not.
method.check = function(candle) {
  var price = candle.close;
  var result = this.talibIndicators.mymacd.result;
  var macddiff = result['outMACD'] - result['outMACDSignal'];

  if(this.settings.thresholds.down > macddiff && this.trend !== 'short') {
    this.trend = 'short';
    this.advice('short');

  } else if(this.settings.thresholds.up < macddiff && this.trend !== 'long'){
    this.trend = 'long';
    this.advice('long');

  }
}

module.exports = method;