Strategy_MA.js

import { Param, paramType_Period, paramType_Bool } from "./Param.js";
import { CMA } from "./Indicator.js";
import { Strategy_LanaNav } from "./Strategy_Lana.js";
class CStrategySignaller_MA {
    constructor({ period1, period2, onlyBuy = false, volumeWeigh_stepPerc = -1, startBalance = 1000 }) {
        let maWeight = false;
        this.MA1 = new CMA(period1, maWeight);
        this.MA2 = new CMA(period2, maWeight);
        this.indicators = [this.MA1, this.MA2];
        //this.volumeWeigh = volumeWeigh;
        if (volumeWeigh_stepPerc >= 0)
            this.lana = Strategy_LanaNav.getSignaller([startBalance, volumeWeigh_stepPerc]);
        this.onlyBuy = onlyBuy;
    }
    onNewBars(bars) {
        var _a;
        for (let bar of bars) {
            this.MA1.push(bar.close);
            this.MA2.push(bar.close);
        }
        (_a = this.lana) === null || _a === void 0 ? void 0 : _a.onNewBars(bars);
    }
    getSignal() {
        var _a;
        let [ma1, ma2] = [this.MA1.value(), this.MA2.value()];
        let signal = ma1 != null && ma2 != null ? Math.sign(ma1 - ma2) : 0;
        if (this.onlyBuy && signal < 0)
            signal = 0;
        if (signal && this.lana)
            //if (signal>0)
            signal *= ((_a = this.lana.getSignal()) !== null && _a !== void 0 ? _a : 0);
        //else signal = this.lana.getSignal() ? signal / this.lana.getSignal()! : 0;
        return signal;
    }
    get minRequiredDepthBars() {
        return Math.max(this.MA1.period, this.MA2.period);
    }
}
class CStrategy_MA {
    constructor() {
        this.params = [
            Param("Period 1", paramType_Period, 7, { start: 1, end: 50 }),
            Param("Period 2", paramType_Period, 21, { start: 2, end: 100, step: 2 }),
            Param("только покупки", paramType_Bool, false),
            //Param("Weighted", paramType_Bool, 0)
            Param("шаг взвешивания объёма, %", { min: -1, max: 90, step: 1, progressive: true }, -1),
            Param("баланс для взвешивания", { min: 1, step: 1, progressive: true }, 1000, { static: true }),
            //Param("баланс для прогресии", {min:1, step: 1, progressive: true }, 3000, { static: true}),
            //{ name: "Period 1", type: paramType_Period, {min: 1, step: 1, progressive: true}),
            //{ name: "Period 2", {min: 1, step: 1, progressive: true}),
        ];
        this.name = "2 MA";
    }
    getSignaller(params) {
        return params.length == 2 || (params.length >= 3 && (params[2] == 0 || params[2] == 1))
            ? new CStrategySignaller_MA({
                period1: params[0],
                period2: params[1],
                onlyBuy: params[2] > 0,
                volumeWeigh_stepPerc: params[3],
                startBalance: params[4]
            })
            : null;
    }
}
CStrategy_MA.instance = new CStrategy_MA();
export const Strategy_MA = CStrategy_MA.instance;