macd.js

const SignalResult = require('../dict/signal_result');

module.exports = class MACD {
  getName() {
    return 'macd';
  }

  buildIndicator(indicatorBuilder, options) {
    if (!options.period) {
      throw 'Invalid period';
    }

    indicatorBuilder.add('macd', 'macd', options.period);

    indicatorBuilder.add('sma200', 'sma', options.period, {
      length: 200
    });

    indicatorBuilder.add('ema200', 'ema', options.period, {
      length: 200
    });
  }

  period(indicatorPeriod) {
    return this.macd(
      indicatorPeriod.getPrice(),
      indicatorPeriod.getIndicator('sma200'),
      indicatorPeriod.getIndicator('ema200'),
      indicatorPeriod.getIndicator('macd'),
      indicatorPeriod.getLastSignal()
    );
  }

  async macd(price, sma200Full, ema200Full, macdFull, lastSignal) {
    if (!macdFull || !ema200Full || macdFull.length < 2 || sma200Full.length < 2 || ema200Full.length < 2) {
      return;
    }

    // remove incomplete candle
    const sma200 = sma200Full.slice(0, -1);
    const ema200 = ema200Full.slice(0, -1);
    const macd = macdFull.slice(0, -1);

    const debug = {
      sma200: sma200.slice(-1)[0],
      ema200: ema200.slice(-1)[0],
      histogram: macd.slice(-1)[0].histogram,
      last_signal: lastSignal
    };

    const before = macd.slice(-2)[0].histogram;
    const last = macd.slice(-1)[0].histogram;

    // trend change
    if ((lastSignal === 'long' && before > 0 && last < 0) || (lastSignal === 'short' && before < 0 && last > 0)) {
      return SignalResult.createSignal('close', 'debug');
    }

    // sma long
    let long = price >= sma200.slice(-1)[0];

    // ema long
    if (!long) {
      long = price >= ema200.slice(-1)[0];
    }

    if (long) {
      // long
      if (before < 0 && last > 0) {
        return SignalResult.createSignal('long', 'debug');
      }
    } else {
      // short

      if (before > 0 && last < 0) {
        return SignalResult.createSignal('short', 'debug');
      }
    }

    return SignalResult.createEmptySignal(debug);
  }

  getOptions() {
    return {
      period: '15m'
    };
  }
};