first commit

strategies/indicators/RSI.js

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+// required indicators
+var SMMA = require('./SMMA.js');
+
+var Indicator = function (settings) {
+  this.input = 'candle';
+  this.lastClose = null;
+  this.weight = settings.interval;
+  this.avgU = new SMMA(this.weight);
+  this.avgD = new SMMA(this.weight);
+  this.u = 0;
+  this.d = 0;
+  this.rs = 0;
+  this.result = 0;
+  this.age = 0;
+}
+
+Indicator.prototype.update = function (candle) {
+  var currentClose = candle.close;
+
+  if (this.lastClose === null) {
+    // Set initial price to prevent invalid change calculation
+    this.lastClose = currentClose;
+
+    // Do not calculate RSI for this reason - there's no change!
+    this.age++;
+    return;
+  }
+
+  if (currentClose > this.lastClose) {
+    this.u = currentClose - this.lastClose;
+    this.d = 0;
+  } else {
+    this.u = 0;
+    this.d = this.lastClose - currentClose;
+  }
+
+  this.avgU.update(this.u);
+  this.avgD.update(this.d);
+
+  this.rs = this.avgU.result / this.avgD.result;
+  this.result = 100 - (100 / (1 + this.rs));
+
+  if (this.avgD.result === 0 && this.avgU.result !== 0) {
+    this.result = 100;
+  } else if (this.avgD.result === 0) {
+    this.result = 0;
+  }
+
+  this.lastClose = currentClose;
+  this.age++;
+}
+
+module.exports = Indicator;