first commit

strategies/indicators/MACD.js

@@ -0,0 +1,27 @@
+// required indicators
+var EMA = require('./EMA.js');
+
+var Indicator = function(config) {
+  this.input = 'price';
+  this.diff = false;
+  this.short = new EMA(config.short);
+  this.long = new EMA(config.long);
+  this.signal = new EMA(config.signal);
+}
+
+Indicator.prototype.update = function(price) {
+  this.short.update(price);
+  this.long.update(price);
+  this.calculateEMAdiff();
+  this.signal.update(this.diff);
+  this.result = this.diff - this.signal.result;
+}
+
+Indicator.prototype.calculateEMAdiff = function() {
+  var shortEMA = this.short.result;
+  var longEMA = this.long.result;
+
+  this.diff = shortEMA - longEMA;
+}
+
+module.exports = Indicator;