dema talib

dema.js

var talib = require("talib");
var fs = require("fs");
var _ = require("lodash");
var Q = require("q");

// Display all available indicator function names
//var functions = talib.functions;
//for (i in functions) {
//    console.log(functions[i].name);
//}

// Display module version
//console.log();
//console.log("TALib Version: " + talib.version);

// Load market data
var marketContents = fs.readFileSync('marketdata.json','utf8');
var marketData = JSON.parse(marketContents);

// execute SMA indicator function with time period 180
function ta(name, inReal, period, callback) {
    talib.execute({
        name: name,
        startIdx: 0,
        endIdx: inReal.close.length - 1,
        inReal: inReal.close,
        optInTimePeriod: period
    }, function (data) {
        if (typeof(data.result) == 'undefined') {
            callback([]);
        } else {
            callback(data.result.outReal);
        }
    });
}

var demaData14;
var dema14 = function() {
    var d = Q.defer();
    ta('DEMA', marketData, 14, function(result) {
        demaData14 = result;
        d.resolve();
    });
    return d.promise;
};
var demaData21;
var dema21 = function() {
    var d = Q.defer();
    ta('DEMA', marketData, 21, function(result) {
        demaData21 = result;
        d.resolve();
    });
    return d.promise;
};

var buy_treshold = 0.25;
var sell_treshold = 0.25;

Q.all([ dema14(), dema21()]).done(function() {
    var short = _.last(demaData14);
    var long = _.last(demaData21);
    var diff = 100 * (short - long) / ((short + long) / 2)

    console.log(diff);

    if (diff > buy_treshold) {
        console.log("Buy");
    } else {
        if (diff < -sell_treshold) {
            console.log("Sell");
        }
    }
});

Q.all([ dema14(), dema21()]).done(function() {
var long = _.last(demaData21);

    var diff = 100 * (short - long) / ((short + long) / 2)

    if (diff > buy_treshold) {
        console.log("Buy");
    } else {
        if (diff < -sell_treshold) {
            console.log("Sell");
        }
    }

});