first commit

strategies/indicators/CCI.js

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+/*
+ * CCI
+ */
+var log = require('../../core/log');
+
+var Indicator = function(settings) {
+  this.input = 'candle';
+  this.tp = 0.0;
+  this.result = false;
+  this.hist = []; // needed for mean?
+  this.mean = 0.0;
+  this.size = 0;
+  this.constant = settings.constant;
+  this.maxSize = settings.history;
+  for (var i = 0; i < this.maxSize; i++)
+      this.hist.push(0.0);
+}
+
+Indicator.prototype.update = function(candle) {
+  
+  // We need sufficient history to get the right result. 
+
+  var tp = (candle.high + candle.close + candle.low) / 3;
+  if (this.size < this.maxSize) {
+      this.hist[this.size] = tp;
+      this.size++;
+  } else {
+      for (var i = 0; i < this.maxSize-1; i++) {
+          this.hist[i] = this.hist[i+1];
+      }
+      this.hist[this.maxSize-1] = tp;
+  }
+
+  if (this.size < this.maxSize) {
+      this.result = false;
+  } else {
+      this.calculate(tp);
+  }
+}
+
+/*
+ * Handle calculations
+ */
+Indicator.prototype.calculate = function(tp) {
+
+   var sumtp = 0.0
+	
+	 for (var i = 0; i < this.size; i++) {
+     sumtp = sumtp + this.hist[i];
+	 }
+
+    this.avgtp = sumtp / this.size;
+   
+    this.tp = tp;
+
+    var sum = 0.0;
+    // calculate tps
+    for (var i = 0; i < this.size; i++) {
+        
+        var z = (this.hist[i] - this.avgtp);
+        if (z < 0) z = z * -1.0;
+        sum = sum + z;
+
+    }
+
+    this.mean = (sum / this.size);
+    
+
+
+    this.result = (this.tp - this.avgtp) / (this.constant * this.mean);
+
+    // log.debug("===\t", this.mean, "\t", this.tp, '\t', this.TP.result, "\t", sum, "\t", avgtp, '\t', this.result.toFixed(2));
+}
+
+module.exports = Indicator;