first commit

strategies/indicators/UO.js

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+// required indicators
+var SMA = require('./SMA.js');
+
+var Indicator = function(settings) {
+  this.input = 'candle';
+  this.lastClose = 0;
+  this.uo = 0;
+  this.firstWeight = settings.first.weight;
+  this.secondWeight = settings.second.weight;
+  this.thirdWeight = settings.third.weight;
+  this.firstLow = new SMA(settings.first.period);
+  this.firstHigh = new SMA(settings.first.period);
+  this.secondLow = new SMA(settings.second.period);
+  this.secondHigh = new SMA(settings.second.period);
+  this.thirdLow = new SMA(settings.third.period);
+  this.thirdHigh = new SMA(settings.third.period);
+}
+
+Indicator.prototype.update = function(candle) {
+  var close = candle.close;
+  var prevClose = this.lastClose;
+  var low = candle.low;
+  var high = candle.high;
+
+  var bp = close - Math.min(low, prevClose);
+  var tr = Math.max(high, prevClose) - Math.min(low, prevClose);
+
+  this.firstLow.update(tr);
+  this.secondLow.update(tr);
+  this.thirdLow.update(tr);
+
+  this.firstHigh.update(bp);
+  this.secondHigh.update(bp);
+  this.thirdHigh.update(bp);
+
+  var first = this.firstHigh.result / this.firstLow.result;
+  var second = this.secondHigh.result / this.secondLow.result;
+  var third = this.thirdHigh.result / this.thirdLow.result;
+
+  this.uo = 100 * (this.firstWeight * first + this.secondWeight * second + this.thirdWeight * third) / (this.firstWeight + this.secondWeight + this.thirdWeight);
+
+  this.lastClose = close;
+}
+
+module.exports = Indicator;