first commit

strategies/indicators/EMA.js

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+// @link http://en.wikipedia.org/wiki/Exponential_moving_average#Exponential_moving_average
+
+var Indicator = function(weight) {
+  this.input = 'price';
+  this.weight = weight;
+  this.result = false;
+  this.age = 0;
+}
+
+Indicator.prototype.update = function(price) {
+  // The first time we can't calculate based on previous
+  // ema, because we haven't calculated any yet.
+  if(this.result === false)
+    this.result = price;
+
+  this.age++;
+  this.calculate(price);
+
+  return this.result;
+}
+
+//    calculation (based on tick/day):
+//  EMA = Price(t) * k + EMA(y) * (1 – k)
+//  t = today, y = yesterday, N = number of days in EMA, k = 2 / (N+1)
+Indicator.prototype.calculate = function(price) {
+  // weight factor
+  var k = 2 / (this.weight + 1);
+
+  // yesterday
+  var y = this.result;
+  
+  // calculation
+  this.result = price * k + y * (1 - k);
+}
+
+module.exports = Indicator;