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Fix varPPO strategy and TSI indicator #1799

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Jan 30, 2018
+16 −10
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Fix varPPO strategy and TSI indicator #1799

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426e5e6
Update TSI.js
Paulovms Jan 27, 2018
6f6d1e6
Merge pull request #1 from Paulovms/Paulovms-TSIPPO
Paulovms Jan 27, 2018
e0e27e8
Update varPPO.js
Paulovms Jan 27, 2018
4bc2e0d
Update TSI.js
Paulovms Jan 27, 2018
55a255a
Update varPPO.js
Paulovms Jan 27, 2018
230ac36
Update recoverable errors
Paulovms Jan 27, 2018
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2 changes: 1 addition & 1 deletion exchanges/bitfinex.js
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Expand Up @@ -39,7 +39,7 @@ var retryForever = {
};

// Probably we need to update these string
var recoverableErrors = new RegExp(/(SOCKETTIMEDOUT|TIMEDOUT|CONNRESET|CONNREFUSED|NOTFOUND|StatusCodeError: 429|StatusCodeError: 5)/)
var recoverableErrors = new RegExp(/(SOCKETTIMEDOUT|TIMEDOUT|CONNRESET|CONNREFUSED|NOTFOUND|429|443|5\d\d)/g);
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Is this supposed to be part of this PR?

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I’m sorry, this will update the Bitfinex string. Maybe I’ll submit another PR.

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Maybe it needs to be updated, did you add this specifically because it caught errors better?

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Yes, this string caught erros better.It can be committed.


Trader.prototype.processError = function(funcName, error) {
if (!error) return undefined;
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2 changes: 1 addition & 1 deletion strategies/TSI.js
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Expand Up @@ -30,7 +30,7 @@ method.log = function(candle) {
var digits = 8;
var tsi = this.indicators.tsi;

log.debug('calculated Ultimate Oscillator properties for candle:');
log.debug('calculated TSI properties for candle:');
log.debug('\t', 'tsi:', tsi.tsi.toFixed(digits));
log.debug('\t', 'price:', candle.close.toFixed(digits));
}
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10 changes: 9 additions & 1 deletion strategies/indicators/TSI.js
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Expand Up @@ -3,7 +3,7 @@ var EMA = require('./EMA.js');

var Indicator = function(settings) {
this.input = 'candle';
this.lastClose = 0;
this.lastClose = null;
this.tsi = 0;
this.inner = new EMA(settings.long);
this.outer = new EMA(settings.short);
Expand All @@ -14,6 +14,14 @@ var Indicator = function(settings) {
Indicator.prototype.update = function(candle) {
var close = candle.close;
var prevClose = this.lastClose;

if (prevClose === null) {
// Set initial price to prevent invalid change calculation
this.lastClose = close;
// Do not calculate TSI on first close
return;
}

var momentum = close - prevClose;

this.inner.update(momentum);
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12 changes: 5 additions & 7 deletions strategies/varPPO.js
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Expand Up @@ -37,10 +37,10 @@ method.update = function(candle) {
// calculated parameters.
method.log = function(candle) {
var digits = 8;
var ppo = this.indicators.ppo;
var ppo = this.indicators.ppo.result;
var result = ppo.ppo;
var signal = ppo.PPOsignal.result;
var hist = result - signal;
var signal = ppo.PPOsignal;
var hist = ppo.PPOhist;
var momentumResult = this.indicators[momentumName][momentumName];

log.debug('\t', 'PPO:', result.toFixed(digits));
Expand All @@ -51,10 +51,8 @@ method.log = function(candle) {
}

method.check = function() {
var ppo = this.indicators.ppo;
var result = ppo.ppo;
var signal = ppo.PPOsignal.result;
var hist = result - signal;
var ppo = this.indicators.ppo.result;
var hist = ppo.PPOhist;

var value = this.indicators[momentumName][momentumName];

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