Stddev - simple version

extensions/strategies/stddev/strategy.js

@@ -7,39 +7,44 @@ module.exports = function container (get, set, clear) {
     name: 'stddev',
     description: 'Buy when standard deviation and mean increase, sell on mean decrease.',
     getOptions: function () {
-      this.option('period', 'period length, set poll trades to 100ms, poll order 1000ms', String, '100ms')
-      this.option('trendtrades_1', "Trades for array 1 to be subtracted stddev and mean from", Number, 5)
-      this.option('trendtrades_2', "Trades for array 2 to be calculated stddev and mean from", Number, 53)
-      this.option('min_periods', "min_periods", Number, 1250)
+      this.option('period', 'period length, set poll trades to 100ms, poll order 1000ms', String, '1s')
+      this.option('trendtrades_1', "Trades for array 1 to be subtracted stddev and mean from", Number, 100)
+      this.option('min_periods', "min_periods", Number, 3000)
     },
     calculate: function (s) {
-      calculated = null
-    },
-    onPeriod: function (s, cb) {
       get('lib.ema')(s, 'stddev', s.options.stddev)
       var tl0 = []
       var tl1 = []
-      if (s.lookback[s.options.min_periods]) {
+      if (s.lookback[s.options.trendtrades_1 + 500]) {
           for (let i = 0; i < s.options.trendtrades_1; i++) { tl0.push(s.lookback[i].close) }
-          for (let i = 0; i < s.options.trendtrades_2; i++) { tl1.push(s.lookback[i].close) }
-          s.std0 = stats.stdev(tl0) / 2
-          s.std1 = stats.stdev(tl1) / 2
+          s.std0 = stats.stdev(tl0)
           s.mean0 = math.mean(tl0)
-          s.mean1 = math.mean(tl1)
-          s.sig0 = s.std0 > s.std1 ? 'Up' : 'Down';
-          s.sig1 = s.mean0 > s.mean1 ? 'Up' : 'Down';
-      }
-      if (s.sig1 === 'Down') {
-          s.signal = 'sell'
-      }
-      else if (s.sig0 === 'Up' && s.sig1 === 'Up') {   
-          s.signal = 'buy'
-      }
+          s.low = tl0[0] - s.std0
+          s.high = tl0[0] + s.std0
+          s.buylow = s.mean0 < s.low
+          s.sellhigh = s.mean0 > s.high
+    }
+  },
+    onPeriod: function (s, cb) {
+      if (
+         s.sellhigh === true
+         )
+         {
+         s.signal = 'sell'
+         }
+      if (
+         s.buylow === true
+         )
+         {
+         s.signal = 'buy'
+         }
     cb()
   },
     onReport: function (s) {
       var cols = []
-      cols.push(z(s.signal, ' ')[s.signal === false ? 'red' : 'green'])
+      cols.push(z(8, n(s.mean0).format('0.00000')))
+      cols.push('  ')
+      cols.push(z(8, n(s.std0).format('0.00000')))
       return cols
     },
   }