Supertrend.js

// Let's create our own strategy

var log = require('../core/log.js');
var config = require('../core/util.js').getConfig();
var settings = config.Supertrend;

var strat = {};

// Prepare everything our strat needs
strat.init = function() {
  // your code!
  this.requiredHistory = config.tradingAdvisor.historySize;

  this.addTalibIndicator("myAtr", "atr", {optInTimePeriod: settings.atrEma});

  this.bought = 0;

  this.supertrend = {
      upperBandBasic : 0,
      lowerBandBasic : 0,
      upperBand : 0,
      lowerBand : 0,
      supertrend : 0,
  };
  this.lastSupertrend = {
      upperBandBasic : 0,
      lowerBandBasic : 0,
      upperBand : 0,
      lowerBand : 0,
      supertrend : 0,
  };
  this.lastCandleClose = 0;
}

// What happens on every new candle?
strat.update = function(candle) {
  // your code!
}

// For debugging purposes.
strat.log = function() {
  // your code!
}

// Based on the newly calculated
// information, check if we should
// update or not.
strat.check = function(candle) {
  
  var atrResult = this.talibIndicators.myAtr.result.outReal;  

  this.supertrend.upperBandBasic = ((candle.high + candle.low) / 2) + (settings.bandFactor * atrResult);
  this.supertrend.lowerBandBasic = ((candle.high + candle.low) / 2) - (settings.bandFactor * atrResult);

  if(this.supertrend.upperBandBasic < this.lastSupertrend.upperBand || this.lastCandleClose > this.lastSupertrend.upperBand)
    this.supertrend.upperBand = this.supertrend.upperBandBasic; 
  else
    this.supertrend.upperBand = this.lastSupertrend.upperBand;

  if(this.supertrend.lowerBandBasic > this.lastSupertrend.lowerBand || this.lastCandleClose < this.lastSupertrend.lowerBand)
    this.supertrend.lowerBand = this.supertrend.lowerBandBasic; 
  else
    this.supertrend.lowerBand = this.lastSupertrend.lowerBand;

  if(this.lastSupertrend.supertrend == this.lastSupertrend.upperBand && candle.close <= this.supertrend.upperBand)
    this.supertrend.supertrend = this.supertrend.upperBand;
  else if(this.lastSupertrend.supertrend == this.lastSupertrend.upperBand && candle.close >= this.supertrend.upperBand)
    this.supertrend.supertrend = this.supertrend.lowerBand;
  else if(this.lastSupertrend.supertrend == this.lastSupertrend.lowerBand && candle.close >= this.supertrend.lowerBand)
    this.supertrend.supertrend = this.supertrend.lowerBand;
  else if(this.lastSupertrend.supertrend == this.lastSupertrend.lowerBand && candle.close <= this.supertrend.lowerBand)
    this.supertrend.supertrend = this.supertrend.upperBand;
  else
    this.supertrend.supertrend = 0

  if(candle.close > this.supertrend.supertrend && this.bought == 0){
    this.advice("long");
    this.bought = 1;
    log.debug("Buy at: ", candle.close);
  }

  if(candle.close < this.supertrend.supertrend && this.bought == 1){
    this.advice("short")
    this.bought = 0;
    log.debug("Sell at: ", candle.close);
  }

  this.lastCandleClose = candle.close;
  this.lastSupertrend = {
    upperBandBasic : this.supertrend.upperBandBasic,
    lowerBandBasic : this.supertrend.lowerBandBasic,
    upperBand : this.supertrend.upperBand,
    lowerBand : this.supertrend.lowerBand,
    supertrend : this.supertrend.supertrend,
  };
}

module.exports = strat;