RSI Mean-Reversion Bounce

// Env: RSI_PERIOD, RSI_OVERSOLD, RSI_OVERBOUGHT, TREND_EMA, INTERVAL, TP_PERCENT, SL_PERCENT

async function getCloses(interval, limit) {
  const res = await $.Http.get("https://fapi.binance.com/fapi/v1/klines", {
    symbol: $.Price.symbol,
    interval,
    limit
  });
  if (res.status !== 200) return null;
  const raw = JSON.parse(res.text);
  return raw.map(c => parseFloat(c[4]));
}

const RSI_PERIOD = Number($.Env.RSI_PERIOD || 14);
const RSI_OVERSOLD = Number($.Env.RSI_OVERSOLD || 30);
const RSI_OVERBOUGHT = Number($.Env.RSI_OVERBOUGHT || 70);
const TREND_EMA = Number($.Env.TREND_EMA || 50);
const INTERVAL = $.Env.INTERVAL || "5m";
const TP_PERCENT = Number($.Env.TP_PERCENT || 1.0);
const SL_PERCENT = Number($.Env.SL_PERCENT || 0.8);

let S = (await $.Storage.get()) || { position: null, entryPrice: null };
let nextAction = null;

if (S.position) {
  const roi = $.Strategy.roi(true, S.entryPrice, $.Price.price);
  if (roi !== null) {
    const profit = S.position === "LONG" ? roi : -roi;
    if (profit >= TP_PERCENT || profit <= -SL_PERCENT) {
      nextAction = { type: $.Action.EXIT };
    }
  }
}

if (!nextAction && !S.position) {
  const closes = await getCloses(INTERVAL, Math.max(TREND_EMA * 2, 100));
  if (closes && closes.length > TREND_EMA) {
    const rsi = new $.Ta.RSI(RSI_PERIOD);
    const trend = new $.Ta.EMA(TREND_EMA);
    for (const c of closes) {
      rsi.update(c);
      trend.update(c);
    }
    if (rsi.isStable && trend.isStable) {
      const rsiVal = rsi.getResult();
      const trendVal = trend.getResult();
      const price = $.Price.price;

      if (rsiVal <= RSI_OVERSOLD && price > trendVal) {
        nextAction = { type: $.Action.LONG, side: "LONG" };
      } else if (rsiVal >= RSI_OVERBOUGHT && price < trendVal) {
        nextAction = { type: $.Action.SHORT, side: "SHORT" };
      }
    }
  }
}

if (nextAction) {
  await $.Strategy.action(nextAction.type);
  if (nextAction.type === $.Action.EXIT) {
    S.position = null;
    S.entryPrice = null;
  } else {
    S.position = nextAction.side;
    S.entryPrice = $.Price.price;
  }
}

await $.Storage.set(S);