Bitcoin Forum

    debug data.btc_usd.high[data.btc_usd.high.length-1]

  debug data.btc_usd.high.slice(-5)

  prices = data.btc_usd.high.slice(-5)
  for val in prices
    debug val

instrument = data.btc_usd
indic = instrument.talib.ADX
debug indic.signal

    instrument = data.btc_usd
    result = talib.ADX
      high: instrument.high
      low: instrument.low
      close: instrument.close
      startIdx: 0
      endIdx: instrument.close.length-1
      optInTimePeriod: 9
    # result is an array of floats
    debug _.last(result) # Prints current value

###
  Example usage of ADX indicator
  The script engine is based on CoffeeScript (http://coffeescript.org)
  Any trading algorithm needs to implement two methods: 
    init(context) and handle(context,data)
###   

# Initialization method called before a simulation starts. 
# Context object holds script data and will be passed to 'handle' method. 
init: (context)->

# This method is called for each tick
handle: (context, data)->
    # data object provides access to the current candle (ex. data['btc_usd'].close)
    instrument = data.btc_usd
    result = talib.ADX
      high: instrument.high
      low: instrument.low
      close: instrument.close
      startIdx: 0
      endIdx: instrument.close.length-1
      optInTimePeriod: 14    
    adx = _.last(result)    
    if adx
        debug "ADX:#{adx} price:#{instrument.price}"    

  if buy_occurs
    context.buy_price = instrument.price

  if context.buy_price and instrument.price < (context.buy_price*0.99)
    sell instrument

  if buy instrument
    context.buy_price = instrument.price

        ...
        buy instrument # Spend all amount of cash for BTC
        if buy instrument #<< how do I check if  a buy was executed this tick?
        ...

        ...
        orderId = buy instrument # Spend all amount of cash for BTC
        if orderId
           # a buy was executed
           context.buy_price = instrument.price
           ...

Trade price = Close price for the current bar + Trading fee

instrument = data.btc_usd
result = talib.EMA
  startIdx: 0 
  endIdx: instrument.close.length-1
  inReal: instrument.close
  optInTimePeriod: period
value = _.last(result)

    value = talib.RSI
    startIdx: 0
    endIdx: instrument.close.length-1
    inReal: instrument.close
    optInTimePeriod: 14
    result = _.last(value)
    
    debug result

    value = talib.RSI 
      startIdx: 0
      endIdx: instrument.close.length-1
      inReal: instrument.close
      optInTimePeriod: 14
    context.RSI = _.last(value)

  context.testarray = instrument.close.slice(0)

2013-10-15T12:00:01.438Z - verbose: updatePortfolio: { btc: 5, usd: 0 }
2013-10-15T12:00:01.530Z - info: BUY order wasn't created because the amount is less than minimum order amount 0.01 BTC"

  handle: (contex,data)->
     instrument = data.instruments[0] # More universal way than data['btc_usd']

  instrument = data.instruments[0]
  buy instrument,null,->
    debug 'BUY order traded'

data.portfolio - Portfolio object (see below)

portfolio.positions.usd.amount

  debug "Current fee = #{data.instruments[0].fee}%"

npm ERR! 
npm ERR! Failed at the talib@0.2.12 preinstall script.
npm ERR! This is most likely a problem with the talib package,
npm ERR! not with npm itself.
npm ERR! Tell the author that this fails on your system:
npm ERR!     cd ./src/lib && node build.js && cd ../../ && node-gyp configure && node-gyp build
npm ERR! You can get their info via:
npm ERR!     npm owner ls talib
npm ERR! There is likely additional logging output above.

npm ERR! System Linux 3.11.0-12-generic
npm ERR! command "/usr/local/bin/node" "/usr/local/bin/npm" "install"

        ...
        orderId = buy instrument # Spend all amount of cash for BTC
        if orderId
           # a buy was executed
           context.buy_price = instrument.price
           ...