WRITE
Trading Strategies

import { CreateStrategyCore } from '@tradejs/types';
import { EMA } from 'technicalindicators';

export const createMyStrategyCore: CreateStrategyCore<
  MyStrategyConfig
> = async ({ strategyApi, config, data }) => {
  const fastLen = Number(config.EMA_FAST ?? 9);
  const slowLen = Number(config.EMA_SLOW ?? 21);
  const closes = data.map((candle) => candle.close);

  const emaFast = new EMA({ period: fastLen, values: closes });
  const emaSlow = new EMA({ period: slowLen, values: closes });

  return async (candle) => {
    const currentPrice = candle.close;
    emaFast.nextValue(currentPrice);
    emaSlow.nextValue(currentPrice);

    if (await strategyApi.isCurrentPositionExists()) {
      return strategyApi.skip('POSITION_EXISTS');
    }

    const fast = emaFast.getResult().slice(-2);
    const slow = emaSlow.getResult().slice(-2);

    if (fast.length < 2 || slow.length < 2) {
      return strategyApi.skip('WAIT_EMA_DATA');
    }

    const [fastPrev, fastCurrent] = fast;
    const [slowPrev, slowCurrent] = slow;

    const entryLong = fastPrev <= slowPrev && fastCurrent > slowCurrent;
    const entryShort = fastPrev >= slowPrev && fastCurrent < slowCurrent;

    if (!entryLong && !entryShort) {
      return strategyApi.skip('NO_EMA_CROSS');
    }

    const direction = entryLong ? 'LONG' : 'SHORT';
    const { stopLossPrice, takeProfitPrice, qty } =
      strategyApi.getDirectionalTpSlPrices({
        price: currentPrice,
        direction,
        takeProfitDelta: 2,
        stopLossDelta: 1,
        unit: 'percent',
      });

    return strategyApi.entry({
      direction,
      indicators: {
        emaFast: fastCurrent,
        emaSlow: slowCurrent,
      },
      orderPlan: {
        qty,
        stopLossPrice,
        takeProfits: [{ rate: 1, price: takeProfitPrice }],
      },
    });
  };
};