update
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kienvt
parent
d8f8b04943
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bda0518a6a
1 changed files with 71 additions and 32 deletions
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@ -1,6 +1,10 @@
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import { EMA, MACD } from "technicalindicators";
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import { BollingerBands, EMA, MACD } from "technicalindicators";
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import { Candle } from "../dao/candles";
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import { analyzeCandleSequence, isHighVolatilityCandle, isPinBar } from "../helpers/candles";
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import {
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analyzeCandleSequence,
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isHighVolatilityCandle,
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isPinBar,
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} from "../helpers/candles";
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import { Analysis } from "../dao/analysis";
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import { KlineIntervalV3 } from "bybit-api";
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import { Order } from "../dao/order";
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@ -48,6 +52,14 @@ export class IndicatorService {
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SimpleMASignal: false,
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reversedInput: true,
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});
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const bb = BollingerBands.calculate({
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period: 20,
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stdDev: 2,
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values: close,
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reversedInput: true,
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});
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const candle = candles[0];
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const analysis: Analysis = {
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@ -65,9 +77,9 @@ export class IndicatorService {
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isSell: false,
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isTouch200: false,
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isReverse200: false,
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lowHight: wave.lowOrHighPrice,
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lowHight: wave.lowOrHighPrice,
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numberTouch200: wave.numberTouchEma,
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numberMacdCrossUp: wave.numberMacdCrossUp,
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numberMacdCrossUp: wave.numberMacdCrossUp,
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numberMacdCrossDown: wave.numberMacdCrossDown,
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isMacdUpper: false,
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isMacdLower: false,
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@ -76,26 +88,22 @@ export class IndicatorService {
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if (ema34[0] > ema200[0]) {
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if (wave.trend === "Bearish") {
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analysis.numberTouch200 = 0;
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analysis.numberMacdCrossDown = 0;
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analysis.numberMacdCrossUp = 1;
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}
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analysis.emaDirection = "Bullish";
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} else {
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if (wave.trend === "Bullish") {
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analysis.numberTouch200 = 0;
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analysis.numberMacdCrossDown = 1;
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analysis.numberMacdCrossUp = 0;
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}
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analysis.emaDirection = "Bearish";
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}
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if (macd[0].MACD! > macd[0].signal!) {
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if (wave.trend === "Bearish") {
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analysis.numberMacdCrossUp = 0;
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analysis.numberMacdCrossDown = 0;
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}
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analysis.macdDirection = "Bullish";
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} else {
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if (wave.trend === "Bullish") {
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analysis.numberMacdCrossDown = 0;
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analysis.numberMacdCrossUp = 0;
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}
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analysis.macdDirection = "Bearish";
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}
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@ -118,7 +126,10 @@ export class IndicatorService {
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if (macd[0].MACD! > macd[0].signal! && macd[1].MACD! < macd[1].signal!) {
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analysis.isMacdCrossUp = true;
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analysis.numberMacdCrossUp++;
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} else if (macd[0].MACD! < macd[0].signal! && macd[1].MACD! > macd[1].signal!) {
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} else if (
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macd[0].MACD! < macd[0].signal! &&
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macd[1].MACD! > macd[1].signal!
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) {
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analysis.isMacdCrossDown = true;
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analysis.numberMacdCrossDown++;
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}
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@ -159,7 +170,11 @@ export class IndicatorService {
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analysis.isTouch200 = true;
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}
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if (candle.open < ema200[0] && candle.close > ema200[0] && analysis.emaDirection === "Bullish") {
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if (
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candle.open < ema200[0] &&
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candle.close > ema200[0] &&
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analysis.emaDirection === "Bullish"
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) {
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const candlesCheck = [candles[3], candles[2], candles[1], candles[0]];
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const ema200Check = [ema200[3], ema200[2], ema200[1], ema200[0]];
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const candleCheck = candlesCheck.find(
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@ -171,7 +186,11 @@ export class IndicatorService {
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}
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}
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if (candle.open > ema200[0] && candle.close < ema200[0] && analysis.emaDirection === "Bearish") {
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if (
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candle.open > ema200[0] &&
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candle.close < ema200[0] &&
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analysis.emaDirection === "Bearish"
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) {
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const candlesCheck = [candles[3], candles[2], candles[1], candles[0]];
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const ema200Check = [ema200[3], ema200[2], ema200[1], ema200[0]];
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const candleCheck = candlesCheck.find(
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@ -188,10 +207,20 @@ export class IndicatorService {
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return analysis;
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}
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makeOrder(analysis: Analysis, candles: Candle[], side: "buy" | "sell"): Order {
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makeOrder(
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analysis: Analysis,
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candles: Candle[],
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side: "buy" | "sell"
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): Order {
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const last10Candles = candles.slice(0, 12);
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const lowestPrice = last10Candles.reduce((min, c) => Math.min(min, c.low), Number.MAX_SAFE_INTEGER);
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const highestPrice = last10Candles.reduce((max, c) => Math.max(max, c.high), Number.MIN_SAFE_INTEGER);
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const lowestPrice = last10Candles.reduce(
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(min, c) => Math.min(min, c.low),
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Number.MAX_SAFE_INTEGER
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);
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const highestPrice = last10Candles.reduce(
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(max, c) => Math.max(max, c.high),
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Number.MIN_SAFE_INTEGER
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);
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const order: Order = {
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symbol: analysis.symbol,
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side,
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@ -202,7 +231,11 @@ export class IndicatorService {
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return order;
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}
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handleEvent(analysis: Analysis, candles: Candle[], eventHandler: EventHandler) {
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handleEvent(
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analysis: Analysis,
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candles: Candle[],
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eventHandler: EventHandler
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) {
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if (analysis.isTouch200 && analysis.emaDirection === "Bullish") {
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const order = this.makeOrder(analysis, candles, "buy");
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eventHandler.onBuy(order, "Follow trend EMA Touch 200");
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@ -211,34 +244,42 @@ export class IndicatorService {
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const order = this.makeOrder(analysis, candles, "sell");
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eventHandler.onSell(order, "Follow trend EMA Touch 200");
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}
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if (analysis.isMacdCrossUp && analysis.isMacdUpper) {
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if (analysis.isMacdCrossUp && analysis.emaDirection === "Bullish") {
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const order = this.makeOrder(analysis, candles, "buy");
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eventHandler.onBuy(order, "Follow trend MACD Cross Up");
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}
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if (analysis.isMacdCrossDown && analysis.isMacdLower) {
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if (analysis.isMacdCrossDown && analysis.emaDirection === "Bearish") {
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const order = this.makeOrder(analysis, candles, "sell");
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eventHandler.onSell(order, "Follow trend MACD Cross Down");
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}
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if (analysis.isMacdCrossUp && analysis.isMacdLower && analysis.numberMacdCrossUp >= 2) {
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if (
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analysis.isMacdCrossUp &&
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analysis.isMacdLower &&
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analysis.numberMacdCrossUp >= 2
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) {
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const order = this.makeOrder(analysis, candles, "buy");
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eventHandler.onBuy(order, "Counter trend rủi ro cao MACD Cross Up");
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}
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if (analysis.isMacdCrossDown && analysis.isMacdUpper && analysis.numberMacdCrossDown >= 2) {
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if (
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analysis.isMacdCrossDown &&
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analysis.isMacdUpper &&
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analysis.numberMacdCrossDown >= 2
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) {
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const order = this.makeOrder(analysis, candles, "sell");
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eventHandler.onSell(order, "Counter trend rủi ro cao MACD Cross Down");
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}
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}
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}
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/**
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* Lấy bản ghi wave theo symbol và interval
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*/
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async getWave(symbol: string, interval: string) {
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const { data, error } = await supabase
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.from('waves')
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.select('*')
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.eq('symbol', symbol)
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.eq('interval', interval)
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.from("waves")
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.select("*")
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.eq("symbol", symbol)
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.eq("interval", interval)
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.single();
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if (error) return null;
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return data;
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@ -249,10 +290,8 @@ export class IndicatorService {
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*/
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async upsertWave(wave: Wave) {
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const { data, error } = await supabase
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.from('waves')
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.upsert([
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wave
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], { onConflict: 'symbol,interval' });
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.from("waves")
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.upsert([wave], { onConflict: "symbol,interval" });
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if (error) {
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console.error(error);
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}
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