first commit

strategies/indicators/SMA.js

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+// required indicators
+// Simple Moving Average - O(1) implementation 
+
+var Indicator = function(windowLength) {
+  this.input = 'price';
+  this.windowLength = windowLength;
+  this.prices = [];
+  this.result = 0;
+  this.age = 0;
+  this.sum = 0;
+}
+
+Indicator.prototype.update = function(price) {
+  var tail = this.prices[this.age] || 0; // oldest price in window
+  this.prices[this.age] = price;
+  this.sum += price - tail;
+  this.result = this.sum / this.prices.length;
+  this.age = (this.age + 1) % this.windowLength
+}
+
+module.exports = Indicator;