Added new x2 (double) EMA-based MACD method

methods/indicators/x2EMA.js

@@ -0,0 +1,20 @@
+// filename "DEMA.js" already in use by some old legacy code
+// name x2EMA means: "double EMA" (usually called DEMA)
+// (2 * x1EMA(x)) - x1EMA(x1EMA(x))
+
+var x1EMA = require('./EMA.js');
+
+var Indicator = function(weight) {
+  this.EMA = new x1EMA(weight);
+  this.EMAprime = new x1EMA(weight);
+}
+
+Indicator.prototype.update = function(weight) {
+var EMA = 0.0;
+  this.EMA.update(weight);
+  EMA = this.EMA.result;
+  this.EMAprime.update(EMA);
+  this.result = (2 * EMA) - this.EMAprime.result;
+}
+
+module.exports = Indicator;

methods/indicators/x2MACD.js

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+// DEMA-based MACD by kuzetsa, 2014 June 26
+var x2EMA = require('./x2EMA.js');
+
+var Indicator = function(config) {
+  this.diff = false;
+  this.short = new x2EMA(config.short);
+  this.long = new x2EMA(config.long);
+  this.signal = new x2EMA(config.signal);
+}
+
+Indicator.prototype.update = function(price) {
+  this.short.update(price);
+  this.long.update(price);
+  this.calculateEMAdiff();
+  this.signal.update(this.diff);
+  this.result = this.diff - this.signal.result;
+}
+
+Indicator.prototype.calculateEMAdiff = function() {
+  var shortEMA = this.short.result;
+  var longEMA = this.long.result;
+
+  this.diff = shortEMA - longEMA;
+}
+
+module.exports = Indicator;

methods/x2MACD.js

@@ -0,0 +1,105 @@
+/*
+  
+  MACD, double-EMA variant
+  by kuzetsa 2014 June 26
+  (CEXIO lizards variant)
+
+  only change is x2EMA instead of (x1)EMA
+
+ */
+
+// helpers
+var _ = require('lodash');
+var log = require('../core/log.js');
+
+// configuration
+var config = require('../core/util.js').getConfig();
+var settings = config.x2MACD;
+
+// let's create our own method
+var method = {};
+
+// prepare everything our method needs
+method.init = function() {
+
+  this.name = 'x2MACD';
+
+  // keep state about the current trend
+  // here, on every new candle we use this
+  // state object to check if we need to
+  // report it.
+  this.trend = {
+    direction: 'none',
+    duration: 0
+  };
+
+  // how many candles do we need as a base
+  // before we can start giving advice?
+  this.requiredHistory = config.tradingAdvisor.historySize;
+
+  // define the indicators we need
+  this.addIndicator('x2macd', 'x2MACD', settings);
+
+}
+
+// what happens on every new candle?
+method.update = function(candle) {
+  // nothing!
+}
+
+// for debugging purposes: log the last calculated
+// EMAs and diff.
+method.log = function() {
+  var digits = 8;
+  var x2macd = this.indicators.x2macd;
+
+  var diff = x2macd.diff;
+  var signal = x2macd.signal.result;
+
+  log.debug('calculated MACD properties for candle:');
+  log.info('\t', 'short:', x2macd.short.result.toFixed(digits));
+  log.info('\t', 'long:', x2macd.long.result.toFixed(digits));
+  log.info('\t', 'macd:', diff.toFixed(digits));
+  log.info('\t', 'signal:', signal.toFixed(digits));
+  log.info('\t', 'macdiff:', x2macd.result.toFixed(digits));  
+}
+
+method.check = function() {
+  var price = this.lastPrice;
+  var x2macd = this.indicators.x2macd;
+
+  var long = x2macd.long.result;
+  var short = x2macd.short.result;
+  var signal = x2macd.signal.result;
+  var macddiff = x2macd.result;
+
+  if(macddiff > settings.thresholds.up) {
+
+    // new trend detected
+    if(this.trend.direction !== 'up')
+      // reset the state for the new trend
+      this.trend = {
+        duration: 0,
+        direction: 'up',
+      };
+
+    this.trend.duration++;
+
+    log.info('In uptrend since', this.trend.duration, 'candle(s)');
+
+      this.advice('long');
+
+  } else {
+
+      this.trend = {
+        duration: 0,
+        direction: 'lizards',
+      };
+
+
+    this.advice('lizards');
+
+  }
+}
+
+module.exports = method;