How to detect previous candles if they where ranging

[albizeka]

Maybe out of library scope as a issue but more a question.

I developed a strategy that is working well in trending markets but when it's ranging there is a loss of money. I know that we can't predict market movements but at least how can i check if previous candles were ranging?

[PabloMz85]

Hi @albizeka, you need to create a routine, where you connect with the exchanger to get the historical candles.

Just as an example:
First perform an interval

createRequests() {
    const max = this.interval * 60;   // can be (1, 3, 5, 15,....)
    const requestSize = 60 * 200;
    let starts = parseInt(this.start);  // Starting timestamp 
    let ends = parseInt(this.end);     // Ending timestamp

    // Diff in seconds
    const diff = ends - starts;
    const numberIntervals = (diff / 60) / 200;
    const numberRequests = Math.ceil(numberIntervals / this.interval);

    const intervals = Array(numberRequests).fill().map((_, reqNum) => {
      const start = starts + (reqNum * requestSize);
      const end = (reqNum + 1 === numberRequests) ? ends : start + requestSize;
      return { start, end };
    });

    return intervals;
  }

with that interval, now you can recursively do:

async performInterval({ intervals }) {
    if (intervals.length == 0)
      return [];
    
    const interval = intervals[0];
    logger.info("Getting: " + interval.start + " - " + interval.end);
    const result = await this.performRequest({ start: interval.start, end: interval.end });
    this.results.push(result.result);
    logger.info("Result: " + result.result.length);
    this.storeResults();   // Here we store the results

    await timeout(400);   // We need to wait, because the exchange can block us
    await this.performInterval({ intervals: intervals.slice(1) });
  }

and the request is:

  async performRequest({ start, end }) {
    const results = await this.client.getKline({
                                                symbol: this.pair, 
                                                interval: this.interval,
                                                from: start, 
                                                end: end
                                              });
    return results;
  }

Hope this helps you!