first commit

strategies/indicators/TSI.js

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+// required indicators
+var EMA = require('./EMA.js');
+
+var Indicator = function(settings) {
+  this.input = 'candle';
+  this.lastClose = null;
+  this.tsi = 0;
+  this.inner = new EMA(settings.long);
+  this.outer = new EMA(settings.short);
+  this.absoluteInner = new EMA(settings.long);
+  this.absoluteOuter = new EMA(settings.short);
+}
+
+Indicator.prototype.update = function(candle) {
+  var close = candle.close;
+  var prevClose = this.lastClose;
+  
+  if (prevClose === null) {
+    // Set initial price to prevent invalid change calculation
+    this.lastClose = close;
+    // Do not calculate TSI on first close
+    return;
+  }
+  
+  var momentum = close - prevClose;
+
+  this.inner.update(momentum);
+  this.outer.update(this.inner.result);
+
+  this.absoluteInner.update(Math.abs(momentum));
+  this.absoluteOuter.update(this.absoluteInner.result);
+
+  this.tsi = 100 * this.outer.result / this.absoluteOuter.result;
+
+  this.lastClose = close;
+}
+
+module.exports = Indicator;