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< > BotCompany Repo | #1036402 // RunnerTradingAlgorithm

JavaX fragment (include) [tags: use-pretranspiled]

Libraryless. Click here for Pure Java version (29438L/184K).

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concept RunnerTradingAlgorithm extends G22TradingStrategy {
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  settableWithVar int minRun = 5;
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  settableWithVar int bet;
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  // direction: -1 or 1 for normal short or long
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  // To change size of of position, use -2, 2 etc
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  Position openPosition(int direction) {
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    if (direction == 0) null;
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    new Position p;
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    p.marginToUse = marginPerPosition*abs(direction);
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    ret openPosition(p, direction);
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  }
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  void start {
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    if (started()) fail("Already started");
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    if (currentPrice() == 0)
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      ret with primed(true);
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    // Save starting price, create price cells & digitizer
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    startingPrice = currentPrice();
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    startTime = currentTime();
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    var priceCells = makePriceCells(startingPrice);
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    print("Made price cells: " + priceCells);
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    digitizer = new PriceDigitizer2(priceCells);
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    digitizer.verbose(verbose);
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    //digitizer.init(startingPrice);
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    log("Starting RUNNER at " + startingPrice + " +/- " + cellSize + ", min run: " + minRun);
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  }
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  void price(double price) {
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    if (currentPrice == price) ret;
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    currentPrice = price;
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    if (hasClosedItself()) ret;
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    if (!started()) {
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      if (primed) {
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        primed(false);
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        start();
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      } else
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        ret;
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    }
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    digitizer.digitize(price);
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    direction = sign(digitizedPrice()-lastDigitizedPrice());
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    // No cell move?
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    if (direction == 0) ret with afterStep();
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    nextStep();
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    //printWithPrecedingNL("New digitized price: " + digitizedPrice());
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    if (started())
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      step();
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    print(this);
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  }
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  swappable void step {
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    double p1 = lastDigitizedPrice();
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    double p2 = digitizedPrice();
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    direction = sign(p2-p1);
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    if (direction == 0) ret;
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    bet = makeBet();
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    applyBet();
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  }
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  swappable void applyBet {
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    double drift = drift();
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    if (sign(drift) != sign(bet)) {
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      closeAllPositions();
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      openPosition(bet);
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    }
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    log(renderVars(+stepCount, +drift, +bet, +lastDirection, +direction, +run, +minRun, +longestRunSeen));
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    afterStep();
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  }
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  double currentCellNumber() {
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    ret toCellNumber(currentPrice());
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  }
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  // Cell we're in
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  int currentDigitizedCell() {
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    ret iround(toCellNumber(digitizedPrice()));
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  }
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  int priceDirection() {
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    ret sign(currentCellNumber()-currentDigitizedCell());
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  }
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  // Cell we're currently moving to
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  int targetCell() {
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    ret currentDigitizedCell()+priceDirection();
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  }
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  double targetPrice() {
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    ret fromCellNumber(targetCell());
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  }
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  // Coin profit when next target is reached
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  double targetProfit() {
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    ret coinProfitAtPrice(targetPrice());
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  }
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  // Is profit currently going up or down
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  int profitDirection() {
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    ret sign(targetProfit()-coinProfit());
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  }
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  // progress to next target in percent
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  double progressInProfitDirection() {
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    ret absDiff(currentCellNumber(), currentDigitizedCell())*100;
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  }
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  settableWithVar int lastDirection;
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  settableWithVar int move;
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  settableWithVar int run;
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  settableWithVar int longestRunSeen;
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  S fieldsToReset() {
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    ret lines(ll(super.fieldsToReset(), [[lastDirection run bet longestRunSeen move]]));
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  }
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  swappable int makeBet() {
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    move(direction);
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    if (direction == lastDirection) ++run; else run = 1;
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    longestRunSeen(max(longestRunSeen, run));
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    if (run >= minRun) bet = direction;
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    if (bet != 0 && direction != bet) bet = 0;
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    lastDirection = direction;
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    ret bet;
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  }
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}

Author comment

Began life as a copy of #1036196

download  show line numbers  debug dex  old transpilations   

Travelled to 2 computer(s): mowyntqkapby, mqqgnosmbjvj

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Snippet ID: #1036402
Snippet name: RunnerTradingAlgorithm
Eternal ID of this version: #1036402/9
Text MD5: dcf05195df8a81c78d5f5f541812e0b5
Transpilation MD5: a133f5e629de6cb5b909249c313039e1
Author: stefan
Category: javax / gazelle 22
Type: JavaX fragment (include)
Public (visible to everyone): Yes
Archived (hidden from active list): No
Created/modified: 2022-12-08 04:07:54
Source code size: 3574 bytes / 140 lines
Pitched / IR pitched: No / No
Views / Downloads: 141 / 235
Version history: 8 change(s)
Referenced in: [show references]