danske-bank-trading

app.js

var inputs = [ 100, 99, 87, 77, 85, 99, 105, 110, 120, 110, 105, 100, 105, 100, 99, 95, 95, 95, 90, 89, 88, 80, 85, 87, 88, 89, 90, 95, 97, 100 ];
var history = []
var lastAction = ''

var shortSpan = 2;
var longSpan = 5;

inputs.forEach(function(el, position) {
    history.push(el)

    if (history.length < shortSpan) {
        return 'no action'; //without 200 points its unsafe, trading is not gambling.
    }

    trade(history, el, position)
});

function trade(history, input, number) {
    //console.log(history.length, ' ', input, ' ', number)

    var shortSMA = getSMA(history, shortSpan);
    var longSMA = getSMA(history, longSpan);

    if (shortSMA > longSMA && (lastAction != 'buy')) {
        log(shortSMA, longSMA, 'buy')
        lastAction = 'buy'
    } else if (shortSMA < longSMA && (lastAction != 'sell')) {
        log(shortSMA, longSMA, 'sell')
        lastAction = 'sell'
    } else {
        log(shortSMA, longSMA, 'no action')
    }
}

function getSMA(history, length) {
    if (history.length < longSpan) {
        length = history.length;
    }

    var last200points = history.slice(length * -1);
    return last200points.reduce(function(x, y) { return x + y; }, 0) / length
}

function log(longSMA, shortSMA, action) {
    console.log('longSMA: \t%s\t shortSMA: \t%s\t %s', longSMA, shortSMA, action)
}