indicators.js

const LONG = 26;
const SHORT = 12;
const MID = 9;

function sum(inputs) {
  return inputs.reduce((s, v) => s + v, 0);
}

function average(N, inputs) {
  return sum(inputs.slice(0, N)) / N;
}

function EMA(N, inputs = []) {
  const avg = average(N, inputs);
  return inputs.slice(N).reduce(
    (outs, price, i) => {
      const prev = outs[outs.length - 1];
      outs[i + 1] = (2 * price + (N - 1) * prev) / (N + 1);
      return outs;
    },
    [avg]
  );
}

function doubleEMA(M, N, inputs) {
  return ((M - 1) * EMA(M, inputs) - (N - 1) * EMA(N, inputs)) / (M - N);
}

function DIF(inputs = []) {
  const short = EMA(SHORT, inputs);
  const long = EMA(LONG, inputs);
  const diff = short.length - long.length;

  return short.reduce((outs, s, i) => {
    outs[i] = i < diff ? 0 : s - long[i - diff];
    return outs;
  }, []);
}

function DEA(inputs = []) {
  return EMA(MID, DIF(inputs));
}

function MACD(inputs = []) {
  const dif = DIF(inputs);
  const dea = DEA(inputs);
  const diff = dif.length - dea.length;

  return dif.reduce((outs, m, i) => {
    outs[i] = i < diff ? 0 : (m - dea[i - diff]) * 2;
    return outs;
  }, [])
}