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Strategy vault / Other

Shannons Demon

JavaScript strategy by FawkesPan.

JavaScriptOtherRSI
Author
FawkesPan
Complexity
Starter · 46 lines
Parameters
5

The original spec has no written description. Read the source below.

Parameters

NameDefaultWhat it controls
DELAY30Balance interval
DS1.04Sell
DB1.08Buy
RSIB80RSI Buy
RSIS20RSI Sell

Source JavaScript

/*

 Shannon's Demon Demo Code

 Copyright 2018 FawkesPan
 Contact : [email protected] / Telegram@FawkesPan

 Do What the Fuck You Want To Public License

*/


function onTick(){
    var Account = exchange.GetAccount();
    var Depth = exchange.GetDepth();
    var Buy = Depth.Asks[1].Price;
    var Sell = Depth.Bids[1].Price;
    var StockValue = Account.Stocks * Buy;
    var TotalValue = Account.Balance + StockValue;
    var Half = TotalValue / 2;
    var Records = exchange.GetRecords(PERIOD_M1);
    var RSI = TA.RSI(Records, 14);
    //Log("StockValue:", StockValue ," TotalValue:", TotalValue);
    var LastRSI = RSI[RSI.length -1];
    //Log(LastRSI);
    if (StockValue / Half > DS && LastRSI > RSIS) {
        Log("StockValue:", StockValue ," TotalValue:", TotalValue);
        Log("StockValue Too High. Re Balancing...");
        var ToBeSold = (Account.Stocks * Buy - Account.Balance) / 2 / Buy;
        Log(exchange.Sell(Buy,ToBeSold));
        Sleep(DELAY*1000*5);
    }
    if (Half / StockValue > DB && LastRSI < RSIB) {
        Log("StockValue:", StockValue ," TotalValue:", TotalValue);
        Log("StockValue Too Low. Re Balancing...");
        var ToBeBought = (Account.Balance - Account.Stocks * Buy) / 2 / Sell;
        Log(exchange.Buy(Sell,ToBeBought));
        Sleep(DELAY*1000*5);
    }
}
function main(){
    while(true){
        onTick();
        Sleep(DELAY*1000);
    }
}

Published by FawkesPan on the FMZ strategy square · last modified 2018-08-30. Collected in the Quant Trading Vault. Unvalidated research: re-test with your own data and costs before trusting it.

Build this with AgenKit

A spec is not a trading system. Paste this into your coding agent and AgenKit runs a specialist team — architecture, test-first build, risk gates, review — with paper trading on by default.

in Claude Code, Cursor, Codex & 4 more
/agenkit build a production-grade trading bot with a backtest engine, risk controls and paper trading by default from strategies/Shannons-Demon.md
  1. npx agenkit install engineering-kit in your project
  2. Paste the command into your agent and approve each phase
  3. Get tests, backtest, risk controls and a paper-trading switch

Understand it first

Before you run this, read the lesson behind the idea and how to backtest it honestly. Specs like this one are the survivors of an unknown number of trials; deflate their results accordingly.

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