Topic: CryptoTrader.org - First Web-based Algorithmic Trading Platform for Bitcoin - page 8. (Read 37918 times)

init: (context)->
    context.pair = 'btc_usd'
    context.buy_treshold = 0.24
    context.sell_treshold = 0.19
    context.buy_price = 0
    context.previous_price = 0

handle: (context, data)->
    instrument = data[context.pair]
    short = instrument.ema(10) # calculate EMA value using ta-lib function
    long = instrument.ema(21)       
    diff = 100 * (short - long) / ((short + long) / 2)
    if diff > context.buy_treshold
        buy instrument # Spend all amount of cash for BTC
        if buy instrument #<< how do I check if  a buy was executed this tick?
            context.buy_price = instrument.price
            debug "Buy Threshold"
            debug "#{context.previous_price} #{context.buy_price} #{instrument.price}"
    else if diff < -context.sell_treshold
        sell instrument # Sell BTC position
        if sell instrument
            debug "Sell Threshold"
            debug "#{context.previous_price} #{context.buy_price} #{instrument.price}"
    else if instrument.price < (0.985*context.previous_price)
        sell instrument
        if sell instrument
            debug "Trailing Stop Loss"
            debug "#{context.previous_price} #{context.buy_price} #{instrument.price}"
    else if instrument.price < (0.985*context.buy_price)
        sell instrument
        if sell instrument
            debug "Stop Loss"
            debug "#{context.previous_price} #{context.buy_price} #{instrument.price}"
    context.previous_price = instrument.price

Thanks pulsecat, that helps a lot!

One more question:
I am trying to add some kind of trailing stop loss to my strategy, therefore I need to somehow store the buy/sell prices for later reference.

Something like:

And then for the following ticks:

How exactly would I do that?

Thanks!

if buy_occurs
  buy_price = instrument.price

if instrument.price < (buy_price*0.99)
  sell instrument

Below is the code that calls ADX function

I tried to use the new indicators but even reading the doc in the site it's not much clearer for me

If I just want to access the main value of an indicator with default parameters, what is the code ?

Take ADX as an exemple, is it something like this ?
(I know it doesn't work, but I would like to know how far I am)  

Since several people requested for 2H bars i'm going to add such option soon. As regards custom intervals, it shouldn't be hard to implement this, since the backend stores all history data from Mtgox.

Feature update
- added support for Underscore library (http://underscorejs.org/) - cool utility-belt library for JavaScript that provides support for the usual functional suspects (each, map, reduce, filter...)
- added bindings to Ta-lib library (http://ta-lib.org) - technical analysis library that includes 125+ indicators.

For details check the documentation at the site.

thanks !  

Nothing happens when I try to register, is it normal ?

also cant seem to register....using safari or firefox, both fail

Is it planned to add other time intervals ? like 2h or 6h
(or let a possibility to custom it)

Sometimes there is a huge difference between 2 consecutive intervals and I would be curious to test the middle

Thank you !
How do you get the high price of the 5 last hours for example (if we are in hourly mode) ? Is there a function or do you have to make a loop ?

This seems to be a documentation issue. The valid code for accessing current High price is:

Thanks for reporting this.