provide a simple public version of a dip / retracement strategy

Author: Haehnchen

README.md

@@ -194,13 +194,15 @@ Currently there is a the UI for backtesting
 
 ![Webserver UI](documentation/manual_order.png "Manual Orders")
 
-## Fill data
+## Build In Strategies
 
-```
-node index.js backfill -e bitmex -p 1m -s XRPZ18
-```
+Common strategy with indicators are inside, which most of the time are not profitable. See some more advanced strategy in the list below
+
+ * [dip_catcher](src/modules/strategy/strategies/dip_catcher/README.md)
 
-## Strategies
+Find some example strategies inside [src/modules/strategy/strategies](src/modules/strategy/strategies)
+
+## Custom Strategies
 
 For custom strategies use [var/strategies](var/strategies) folder.
 
@@ -213,8 +215,6 @@ var/strategies/my_strategy/my_strategy.js
 var/strategies/subfolder1/our_strategy/our_strategy.js
 ```
 
-Find some example strategies inside [modules/strategy/strategies](modules/strategy/strategies)
-
 ## Tools / Watchdog
 
  * `order_adjust` Keep open orders in bid / ask of the orderbook in first position
@@ -378,6 +378,16 @@ Per pair you can set used margin before orders are created; depending on exchang
     })    
 ```
 
+## Tools
+
+### Fill data
+
+*outdated*, but there as an automatic filling on startup ~1000 candles from the past (depending on exchange) and continuously fetched when running
+
+```
+node index.js backfill -e bitmex -p 1m -s XRPZ18
+```
+
 ## Signals
 
 ### Slack

src/modules/strategy/strategies/dip_catcher/README.md

@@ -0,0 +1,48 @@
+# Dip / Retracement Catcher
+
+Try to catch a dip or retracement on the higher trend
+
+## Trend Indicator
+
+Ichimoku Cloud "Lead2 Line" given the "long" or "short" trend based on higher timeframe (4x multipler of main period)
+
+## Entry / Exit
+
+HMA (source: candle low) is cross from lower Bollinger for vice versa for opposite signal
+
+## Configuration
+
+Default config is more secure given less signals.
+
+```json
+{
+  "period": "15m",
+  "trend_cloud_multiplier": 4,
+  "hma_high_period": 9,
+  "hma_high_candle_source": "close",
+  "hma_low_period": 9,
+  "hma_low_candle_source": "close"
+}
+```
+
+More signals can be generate by change the candle source and higher the signal line 
+
+```json
+{
+  "period": "15m",
+  "trend_cloud_multiplier": 4,
+  "hma_high_period": 12,
+  "hma_high_candle_source": "high",
+  "hma_low_period": 12,
+  "hma_low_candle_source": "low"
+}
+```
+
+## Tradingview
+
+![Tradingview](doc/dip_catcher_tradingview.png)
+
+## Backtest
+
+![Backtest](doc/dip_catcher_backtest.png)
+

src/modules/strategy/strategies/dip_catcher/dip_catcher.js

@@ -0,0 +1,131 @@
+const SignalResult = require('../../dict/signal_result');
+
+module.exports = class DipCatcher {
+  getName() {
+    return 'dip_catcher';
+  }
+
+  buildIndicator(indicatorBuilder, options) {
+    // line for short entry or long exit
+    indicatorBuilder.add('hma_high', 'hma', options.period, {
+      length: options.hma_high_period || 12,
+      source: options.hma_high_candle_source || 'high'
+    });
+
+    // line for long entry or short exit
+    indicatorBuilder.add('hma_low', 'hma', options.period, {
+      length: options.hma_low_period || 12,
+      source: options.hma_low_candle_source || 'low'
+    });
+
+    // basic price normalizer
+    indicatorBuilder.add('hma', 'hma', options.period, {
+      length: 9
+    });
+
+    // our main direction
+    const trendCloudMultiplier = options.trend_cloud_multiplier || 4;
+    indicatorBuilder.add('cloud', 'ichimoku_cloud', options.period, {
+      conversionPeriod: 9 * trendCloudMultiplier,
+      basePeriod: 26 * trendCloudMultiplier,
+      spanPeriod: 52 * trendCloudMultiplier,
+      displacement: 26 * trendCloudMultiplier
+    });
+
+    indicatorBuilder.add('bb', 'bb', '15m');
+  }
+
+  period(indicatorPeriod) {
+    const currentValues = indicatorPeriod.getLatestIndicators();
+
+    const hma = indicatorPeriod.getIndicator('hma').slice(-2);
+    const hmaLow = indicatorPeriod.getIndicator('hma_low').slice(-2);
+    const hmaHigh = indicatorPeriod.getIndicator('hma_high').slice(-2);
+    const bb = indicatorPeriod.getIndicator('bb').slice(-2);
+    const cloud = indicatorPeriod.getIndicator('cloud').slice(-1);
+
+    const emptySignal = SignalResult.createEmptySignal(currentValues);
+
+    if (!cloud[0] || !hma[0]) {
+      return emptySignal;
+    }
+
+    const lastSignal = indicatorPeriod.getLastSignal();
+
+    // follow the main trend with entries
+    const isLong = hma[0] > cloud[0].spanB;
+    emptySignal.addDebug('trend', isLong);
+
+    if (hmaLow[0] > bb[0].lower && hmaLow[1] < bb[1].lower) {
+      if (!lastSignal && isLong) {
+        emptySignal.addDebug('message', 'long_lower_cross');
+
+        emptySignal.setSignal('long');
+      } else if (lastSignal) {
+        emptySignal.setSignal('close');
+      }
+    }
+
+    if (hmaHigh[0] < bb[0].upper && hmaHigh[1] > bb[1].upper) {
+      if (!lastSignal && !isLong) {
+        emptySignal.addDebug('message', 'short_upper_cross');
+
+        emptySignal.setSignal('short');
+      } else if (lastSignal) {
+        emptySignal.setSignal('close');
+      }
+    }
+
+    return emptySignal;
+  }
+
+  getBacktestColumns() {
+    return [
+      {
+        label: 'bb_hma',
+        value: row => {
+          if (!row.bb) {
+            return undefined;
+          }
+
+          if (row.hma < row.bb.lower) {
+            return 'success';
+          }
+
+          if (row.hma > row.bb.upper) {
+            return 'danger';
+          }
+
+          return undefined;
+        },
+        type: 'icon'
+      },
+      {
+        label: 'trend',
+        value: row => {
+          if (typeof row.trend !== 'boolean') {
+            return undefined;
+          }
+
+          return row.trend === true ? 'success' : 'danger';
+        },
+        type: 'icon'
+      },
+      {
+        label: 'message',
+        value: 'message'
+      }
+    ];
+  }
+
+  getOptions() {
+    return {
+      period: '15m',
+      trend_cloud_multiplier: 4,
+      hma_high_period: 9,
+      hma_high_candle_source: 'close',
+      hma_low_period: 9,
+      hma_low_candle_source: 'close'
+    };
+  }
+};