first commit

strategies/indicators/PPO.js

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+// required indicators
+var EMA = require('./EMA.js');
+
+var Indicator = function(config) {
+  this.result = {};
+  this.input = 'price';
+  this.macd = 0;
+  this.ppo = 0;
+  this.short = new EMA(config.short);
+  this.long = new EMA(config.long);
+  this.MACDsignal = new EMA(config.signal);
+  this.PPOsignal = new EMA(config.signal);
+}
+
+Indicator.prototype.update = function(price) {
+  this.short.update(price);
+  this.long.update(price);
+  this.calculatePPO();
+  this.MACDsignal.update(this.result.macd);
+  this.MACDhist = this.result.macd - this.MACDsignal.result;
+  this.PPOsignal.update(this.result.ppo);
+  this.PPOhist = this.result.ppo - this.PPOsignal.result;
+
+  this.result.MACDsignal = this.MACDsignal.result;
+  this.result.MACDhist = this.MACDhist;
+  this.result.PPOsignal = this.PPOsignal.result;
+  this.result.PPOhist = this.PPOhist;
+}
+
+Indicator.prototype.calculatePPO = function() {
+  this.result.shortEMA = this.short.result;
+  this.result.longEMA = this.long.result;
+  this.result.macd = this.result.shortEMA - this.result.longEMA;
+  this.result.ppo = 100 * (this.result.macd / this.result.longEMA);
+}
+
+module.exports = Indicator;