BitBankStrategy3

Iteration 1

// maybe use this as well
// const percentUnderBestBid = (featureSet.best_bid_price - featureSet.recommended_buy) / featureSet.best_bid_price * 100

const sum = featureSet.wavg_distance_to_midpoint_percent60min +
            featureSet.wavg_distance_to_midpoint_percent5min +
            featureSet.wavg_distance_to_midpoint_percent30min +
            featureSet.power_imbalance +
            featureSet.estimated_future_wavg_5 +
            featureSet.estimated_future_wavg_30 +
            featureSet.estimated_future_wavg_60 +
            featureSet.estimated_future_wavg_120

if (
    this.buyPrice === 0 &&
    featureSet.wavg_distance_to_midpoint_percent60min > 0
    && featureSet.wavg_distance_to_midpoint_percent5min > 0
    && featureSet.wavg_distance_to_midpoint_percent30min > 0
    && featureSet.power_imbalance > 1
    && featureSet.estimated_future_wavg_5 > 1
    && featureSet.estimated_future_wavg_30 > 1
    && featureSet.estimated_future_wavg_60 > 1
    && featureSet.estimated_future_wavg_120 > 1
    && sum > 5.03
) {
    this.buyPrice = candle.close
    this.adviceLong()
    return
}

const profit = candle.close * 100 / this.buyPrice - 100
if (this.buyPrice > 0 && profit >= 0.65) {
    this.buyPrice = 0
    this.adviceShort()
}

Entry at (UTC)	Exit at (UTC)	Exposure	Entry balance	Exit balance	P&L	Profit
2018-01-17 21:35	2018-01-17 21:37	2 minutes	99.790	100.575	0.78	0.79%
2018-01-17 22:34	2018-01-17 23:46	an hour	100.273	100.873	0.60	0.60%
2018-01-18 02:44	2018-01-18 02:59	15 minutes	100.570	100.944	0.37	0.37%
2018-01-18 03:49	2018-01-18 04:01	12 minutes	100.641	101.031	0.39	0.39%
2018-01-18 04:03	2018-01-18 04:12	9 minutes	100.728	101.193	0.46	0.46%
2018-01-18 05:10	2018-01-18 05:24	14 minutes	100.889	101.858	0.97	0.96%
2018-01-18 09:09	2018-01-18 12:42	4 hours	101.553	102.009	0.46	0.45%