DeviaVir · tiagosiebler · Dec 13, 2017 · Dec 13, 2017 · Dec 13, 2017 · Dec 13, 2017
diff --git a/README.md b/README.md
@@ -259,6 +259,16 @@ and also:
 ```
 zenbot list-strategies
 
+crossover_vwap
+  description:
+    Estimate trends by comparing "Volume Weighted Average Price" to the "Exponential Moving Average".
+  options:
+    --emalen1=<value>  Length of EMA 1 (default: 30)
+    --smalen1=<value>  Length of SMA 1 (default: 108)
+    --smalen2=<value>  Length of SMA 2 (default: 60)
+    --vwap_length=<value>  Min periods for vwap to start (default: 10)
+    --vwap_max=<value>  Max history for vwap. Increasing this makes it more sensitive to short-term changes (default: 8000)
+
 forex_analytics
   description:
     Apply the trained forex analytics model.

diff --git a/commands/trade.js b/commands/trade.js
@@ -272,14 +272,12 @@ module.exports = function container (get, set, clear) {
             return colors.stripColors(line)
           }).join('\n')
           var data = s.lookback.slice(0, s.lookback.length - so.min_periods).map(function (period) {
-            return {
-              time: period.time,
-              open: period.open,
-              high: period.high,
-              low: period.low,
-              close: period.close,
-              volume: period.volume
+            var data = {};
+            var keys = Object.keys(period);
+            for(i = 0;i < keys.length;i++){
+              data[keys[i]] = period[keys[i]];
             }
+            return data;
           })
           var code = 'var data = ' + JSON.stringify(data) + ';\n'
           code += 'var trades = ' + JSON.stringify(s.my_trades) + ';\n'

diff --git a/extensions/strategies/crossover_vwap/example_sims/index.html b/extensions/strategies/crossover_vwap/example_sims/index.html
@@ -0,0 +1,19 @@
+<!DOCTYPE html>
+<html>
+<body>
+
+<h2>VWAP Max (--vwap_max)</h2>
+
+<ul>
+  <li><a target="_blank" href="vwapmax0.html?static=1">vwap_max=0</a></li>
+  <li><a target="_blank" href="vwapmax10.html?static=1">vwap_max=10</a></li>
+  <li><a target="_blank" href="vwapmax100.html?static=1">vwap_max=100</a></li>
+  <li><a target="_blank" href="vwapmax500.html?static=1">vwap_max=500</a></li>
+  <li><a target="_blank" href="vwapmax1000.html?static=1">vwap_max=1000</a></li>
+  <li><a target="_blank" href="vwapmax5000.html?static=1">vwap_max=5000</a></li>
+  <li><a target="_blank" href="vwapmax10000.html?static=1">vwap_max=10000</a></li>
+  <li><a target="_blank" href="vwapmax20000.html?static=1">vwap_max=20000</a></li>
+</ul>  
+
+</body>
+</html>
diff --git a/extensions/strategies/crossover_vwap/example_sims/main.css b/extensions/strategies/crossover_vwap/example_sims/main.css
@@ -0,0 +1,284 @@
+html {
+  height: 100%;
+}
+
+body {
+  font: 10px sans-serif;
+  background-color: #000000;
+  color: #fff;
+  position: relative;
+}
+
+svg {
+    margin: 50px 0 0 0;
+    width: 100%;
+    height: auto;
+    z-index: 2;
+}
+
+.axis path,
+.axis line {
+    fill: none;
+    stroke: #444;
+    shape-rendering: crispEdges;
+}
+
+.axis.x path {
+    stroke: none;
+}
+
+text {
+    fill: #fff;
+}
+
+text.symbol {
+    fill: #BBBBBB;
+}
+
+path {
+    fill: none;
+    stroke-width: 1;
+}
+
+path.candle {
+    stroke: #888;
+}
+
+path.candle.up {
+    stroke: rgb(85, 255, 14);
+}
+
+path.candle.down {
+    fill: rgb(232, 87, 35);
+    stroke: #944329;
+}
+
+.close.annotation.up path {
+    stroke: #8ff;
+    stroke-width: 1;
+    fill: #8ff;
+}
+
+.close.annotation.up text {
+    fill: #000;
+}
+
+path.volume {
+    fill: #588bbd;
+}
+
+.indicator-plot path.line {
+    fill: none;
+    stroke-width: 1;
+}
+
+.ma-0 path.line {
+    stroke: #1f77b4;
+    stroke-width: 2;
+}
+
+.ma-1 path.line {
+    stroke: #aec7e8;
+    stroke-width: 2;
+}
+
+.ma-2 path.line {
+    stroke: #00ff65;
+    stroke-width: 2;
+}
+
+.sma-0 path.line {
+    stroke: #ff0d6d;
+    stroke-width: 2;
+}
+
+.sma-1 path.line {
+    stroke: #910eff;
+    stroke-width: 2;
+}
+
+.indicator4 path.line {
+    stroke: gold;
+    stroke-width: 3;
+}
+
+path.adx{
+    stroke: #ff7f0e;
+}
+
+button {
+    position: absolute;
+    right: 110px;
+    top: 25px;
+}
+
+path.macd {
+    stroke: #a0f;
+}
+
+path.signal {
+    stroke: #0f0;
+}
+
+path.difference {
+    fill: #35474c;
+}
+
+path.rsi {
+    stroke: #09d;
+}
+
+path.overbought {
+    stroke: #9f9;
+    stroke-dasharray: 1, 5;
+}
+
+path.oversold {
+    stroke: #f99;
+    stroke-dasharray: 1, 5;
+}
+
+path.middle, path.zero {
+    stroke: #888;
+    stroke-opacity: 0.5;
+    stroke-dasharray: 1, 5;
+}
+
+.analysis path, .analysis circle {
+    stroke: blue;
+    stroke-width: 0.8;
+}
+
+.trendline circle {
+    stroke-width: 0;
+    display: none;
+}
+
+.mouseover .trendline path {
+    stroke-width: 1.2;
+}
+
+.mouseover .trendline circle {
+    stroke-width: 1;
+    display: inline;
+}
+
+.dragging .trendline path, .dragging .trendline circle {
+    stroke: darkblue;
+}
+
+.interaction path, .interaction circle {
+    pointer-events: all;
+}
+
+.interaction .body {
+    cursor: move;
+}
+
+.trendlines .interaction .start, .trendlines .interaction .end {
+    cursor: nwse-resize;
+}
+
+.supstance path {
+    stroke-dasharray: 2, 2;
+}
+
+.supstances .interaction path {
+    pointer-events: all;
+    cursor: ns-resize;
+}
+
+.mouseover .supstance path {
+    stroke-width: 1.5;
+}
+
+.dragging .supstance path {
+    stroke: darkblue;
+}
+
+.crosshair {
+    cursor: crosshair;
+}
+
+.crosshair path.wire {
+    stroke: #fff;
+    stroke-opacity: 0.5;
+    stroke-dasharray: 1, 5;
+}
+
+.crosshair .axisannotation path {
+    fill: #000;
+    stroke: #fff;
+}
+
+.axisannotation.y path {
+    stroke: #fff;
+}
+
+.tradearrow path.tradearrow {
+    stroke: none;
+}
+
+.tradearrow path.buy {
+    fill: #00ff87;
+}
+
+.tradearrow path.sell {
+    fill: #ff0000;
+}
+
+.tradearrow path.highlight {
+    fill: none;
+    stroke-width: 2;
+}
+
+.tradearrow path.highlight.buy {
+    stroke: #0000FF;
+}
+
+.tradearrow path.highlight.sell {
+    stroke: #9900FF;
+}
+
+.loading {
+    width: 50%;
+    height: 50%;
+    overflow: auto;
+    margin: auto;
+    position: absolute;
+    top: 0; left: 0; bottom: 0; right: 0;
+    text-align: center;
+    font-size: 80px;
+    z-index: 1;
+    color: #888;
+}
+
+.no-data {
+    display: none;
+    color: #888;
+    font-size: 80px;
+    text-align: center;
+} 
+
+.options {
+    position: absolute;
+    top: 20px;
+    left: 20px;
+    z-index: 3;
+}
+
+.footer {
+    position: fixed;
+    right: 20px;
+    bottom: 20px;
+    color: #aac;
+    font-size: 1.2em;
+}
+
+.footer a {
+    color: cyan;
+    text-decoration: none;
+}
+pre {
+    font-size: 2em;
+}