Skip to content

Instantly share code, notes, and snippets.

@snowkidind
Created June 1, 2018 18:14
Show Gist options
  • Save snowkidind/746efe42cedb4019603adb4426bac221 to your computer and use it in GitHub Desktop.
Save snowkidind/746efe42cedb4019603adb4426bac221 to your computer and use it in GitHub Desktop.
module.exports = {
EMA: function(originalArray, emaLength) {
let array = originalArray.slice().reverse(); // easier on my limited brain to think of the array in the "proper" order
// trim initial NaN values
let iPos = 0;
for (iPos = 0; iPos < array.length && isNaN(array[iPos]); iPos++) {
}
array = array.slice(iPos);// trim initial NaN values from array
let ema = [];
const k = 2 / (emaLength + 1);
for (let i = 0; i < emaLength - 1; i++) {
ema[i] = NaN;
}
// console.log(originalArray[0]);
// notice improperly formatted data bugs out here, have to JSON.parse to remove "
ema[emaLength - 1] = array.slice(0, emaLength).reduce(function (a, b) {
return a + b
}) / emaLength;
for (let i = emaLength; i < array.length; i++) {
ema[i] = array[i] * k + ema[i - 1] * (1 - k);
}
ema.reverse();// reverse back for main consumption
for (let i = 0; i < iPos; i++) {
ema.push(NaN);
}
return ema;
},
MACD: function(array, i12, i26, i9, oCandle) {
const ema12 = module.exports.EMA(oCandle.c, i12);
const ema26 = module.exports.EMA(oCandle.c, i26);
const macd = [];
for (let i = 0; i < ema12.length; i++) {
macd.push(ema12[i] - ema26[i]);
}
const signal = module.exports.EMA(macd, i9);
const histogram = [];
for (let i = 0; i < macd.length; i++) {
histogram.push(macd[i] - signal[i]);
}
return {macd: macd, signal: signal, histogram: histogram};
},
SMA: function( array, smaLength ){
array.reverse(); // easier on my limited brain to think of the array in the "proper" order
let sma = [];
for (let i=0; i<smaLength-1; i++){
sma[i] = NaN;
}
sma[smaLength-1] = array.slice(0,smaLength).reduce(function(a, b) { return a + b }) / smaLength;
for(let i=smaLength; i<array.length; i++){
sma[i] = sma[i-1] + (array[i] - array[i-smaLength]) / smaLength;
}
sma.reverse();// reverse back for main consumption
array.reverse();// reverse back
return sma;
}
};
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment