add missed indicator

xFFFFF · Apr 8, 2018 · 4fa80ad · 4fa80ad
1 parent c60b452
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diff --git a/NN_ADX_RSI/indicators/BB2.js b/NN_ADX_RSI/indicators/BB2.js
@@ -0,0 +1,92 @@
+// no required indicators
+// Bollinger Bands - Okibcn implementation 2018-01-02
+/*
+var Indicator = function(BBSettings) {
+  this.input = 'price';
+  this.settings = BBSettings; 
+  // Settings:
+  //    TimePeriod: The amount of samples used for the average.
+  //    NbDevUp: The distance in stdev of the upper band from the SMA.   
+  //    NbDevDn: The distance in stdev of the lower band from the SMA.   
+  this.prices = [];
+  this.diffs = [];
+  this.age = 0;
+  this.sum = 0;
+  this.sumsq = 0;
+  this.upper = 0;
+  this.middle = 0;
+  this.lower = 0;
+}
+
+Indicator.prototype.update = function(price) {
+  var tail = this.prices[this.age] || 0; // oldest price in window
+  var diffsTail = this.diffs[this.age] || 0; // oldest average in window
+
+  this.prices[this.age] = price;
+  this.sum += price - tail;
+  this.middle = this.sum / this.prices.length; // SMA value
+  
+  this.diffs[this.age] = (price - this.middle);
+  this.sumsq += this.diffs[this.age] ** 2  - diffsTail ** 2;
+  var stdev = Math.sqrt(this.sumsq) / this.prices.length;
+  
+  this.upper = this.middle + this.settings.NbDevUp * stdev;
+  this.lower = this.middle - this.settings.NbDevDn * stdev;
+
+  this.age = (this.age + 1) % this.settings.TimePeriod
+}
+module.exports = Indicator;
+*/
+
+// no required indicators
+// Bollinger Bands - Okibcn implementation 2018-01-02
+// hand0722 customized 2019-01-09
+
+var Indicator = function(BBSettings) {
+this.input = 'price';
+this.settings = BBSettings;
+// Settings:
+// TimePeriod: The amount of samples used for the average.
+// NbDevUp: The distance in stdev of the upper band from the SMA.
+// NbDevDn: The distance in stdev of the lower band from the SMA.
+this.prices = [];
+this.diffs = [];
+this.age = 0; // age = Warm Up Period
+this.sum = 0;
+this.sumsq = 0;
+this.upper = 0;
+this.middle = 0;
+this.lower = 0;
+}
+
+Indicator.prototype.update = function(price) {
+
+var tail = this.prices[this.age] || 0; // oldest price in window
+var diffsTail = this.diffs[this.age] || 0; // oldest average in window
+
+this.prices[this.age] = price;
+this.sum += price - tail;
+this.middle = this.sum / this.prices.length; // SMA value
+
+// your code:
+// this.diffs[this.age] = (price - this.middle);
+// customized code (see formula), we have to build a math.pow:
+this.diffs[this.age] = Math.pow((price - this.middle), 2);
+
+// your code:
+// this.sumsq += this.diffs[this.age] ** 2 - diffsTail ** 2;
+// customized code:
+this.sumsq += this.diffs[this.age] - diffsTail;
+
+// your code:
+// var stdev = Math.sqrt(this.sumsq) / this.prices.length;
+// customized code (see formula), we have to build a math.sqrt over the whole expression:
+var stdev = Math.sqrt(this.sumsq / this.prices.length);
+
+this.upper = this.middle + this.settings.NbDevUp * stdev;
+this.lower = this.middle - this.settings.NbDevDn * stdev;
+
+this.age = (this.age + 1) % this.settings.TimePeriod;
+
+}
+module.exports = Indicator;
diff --git a/n8_v2_BB_RSI_SL/indicators/BB2.js b/n8_v2_BB_RSI_SL/indicators/BB2.js
@@ -0,0 +1,92 @@
+// no required indicators
+// Bollinger Bands - Okibcn implementation 2018-01-02
+/*
+var Indicator = function(BBSettings) {
+  this.input = 'price';
+  this.settings = BBSettings; 
+  // Settings:
+  //    TimePeriod: The amount of samples used for the average.
+  //    NbDevUp: The distance in stdev of the upper band from the SMA.   
+  //    NbDevDn: The distance in stdev of the lower band from the SMA.   
+  this.prices = [];
+  this.diffs = [];
+  this.age = 0;
+  this.sum = 0;
+  this.sumsq = 0;
+  this.upper = 0;
+  this.middle = 0;
+  this.lower = 0;
+}
+
+Indicator.prototype.update = function(price) {
+  var tail = this.prices[this.age] || 0; // oldest price in window
+  var diffsTail = this.diffs[this.age] || 0; // oldest average in window
+
+  this.prices[this.age] = price;
+  this.sum += price - tail;
+  this.middle = this.sum / this.prices.length; // SMA value
+  
+  this.diffs[this.age] = (price - this.middle);
+  this.sumsq += this.diffs[this.age] ** 2  - diffsTail ** 2;
+  var stdev = Math.sqrt(this.sumsq) / this.prices.length;
+  
+  this.upper = this.middle + this.settings.NbDevUp * stdev;
+  this.lower = this.middle - this.settings.NbDevDn * stdev;
+
+  this.age = (this.age + 1) % this.settings.TimePeriod
+}
+module.exports = Indicator;
+*/
+
+// no required indicators
+// Bollinger Bands - Okibcn implementation 2018-01-02
+// hand0722 customized 2019-01-09
+
+var Indicator = function(BBSettings) {
+this.input = 'price';
+this.settings = BBSettings;
+// Settings:
+// TimePeriod: The amount of samples used for the average.
+// NbDevUp: The distance in stdev of the upper band from the SMA.
+// NbDevDn: The distance in stdev of the lower band from the SMA.
+this.prices = [];
+this.diffs = [];
+this.age = 0; // age = Warm Up Period
+this.sum = 0;
+this.sumsq = 0;
+this.upper = 0;
+this.middle = 0;
+this.lower = 0;
+}
+
+Indicator.prototype.update = function(price) {
+
+var tail = this.prices[this.age] || 0; // oldest price in window
+var diffsTail = this.diffs[this.age] || 0; // oldest average in window
+
+this.prices[this.age] = price;
+this.sum += price - tail;
+this.middle = this.sum / this.prices.length; // SMA value
+
+// your code:
+// this.diffs[this.age] = (price - this.middle);
+// customized code (see formula), we have to build a math.pow:
+this.diffs[this.age] = Math.pow((price - this.middle), 2);
+
+// your code:
+// this.sumsq += this.diffs[this.age] ** 2 - diffsTail ** 2;
+// customized code:
+this.sumsq += this.diffs[this.age] - diffsTail;
+
+// your code:
+// var stdev = Math.sqrt(this.sumsq) / this.prices.length;
+// customized code (see formula), we have to build a math.sqrt over the whole expression:
+var stdev = Math.sqrt(this.sumsq / this.prices.length);
+
+this.upper = this.middle + this.settings.NbDevUp * stdev;
+this.lower = this.middle - this.settings.NbDevDn * stdev;
+
+this.age = (this.age + 1) % this.settings.TimePeriod;
+
+}
+module.exports = Indicator;
diff --git a/scarface_v2/indicators/BB2.js b/scarface_v2/indicators/BB2.js
@@ -0,0 +1,92 @@
+// no required indicators
+// Bollinger Bands - Okibcn implementation 2018-01-02
+/*
+var Indicator = function(BBSettings) {
+  this.input = 'price';
+  this.settings = BBSettings; 
+  // Settings:
+  //    TimePeriod: The amount of samples used for the average.
+  //    NbDevUp: The distance in stdev of the upper band from the SMA.   
+  //    NbDevDn: The distance in stdev of the lower band from the SMA.   
+  this.prices = [];
+  this.diffs = [];
+  this.age = 0;
+  this.sum = 0;
+  this.sumsq = 0;
+  this.upper = 0;
+  this.middle = 0;
+  this.lower = 0;
+}
+
+Indicator.prototype.update = function(price) {
+  var tail = this.prices[this.age] || 0; // oldest price in window
+  var diffsTail = this.diffs[this.age] || 0; // oldest average in window
+
+  this.prices[this.age] = price;
+  this.sum += price - tail;
+  this.middle = this.sum / this.prices.length; // SMA value
+  
+  this.diffs[this.age] = (price - this.middle);
+  this.sumsq += this.diffs[this.age] ** 2  - diffsTail ** 2;
+  var stdev = Math.sqrt(this.sumsq) / this.prices.length;
+  
+  this.upper = this.middle + this.settings.NbDevUp * stdev;
+  this.lower = this.middle - this.settings.NbDevDn * stdev;
+
+  this.age = (this.age + 1) % this.settings.TimePeriod
+}
+module.exports = Indicator;
+*/
+
+// no required indicators
+// Bollinger Bands - Okibcn implementation 2018-01-02
+// hand0722 customized 2019-01-09
+
+var Indicator = function(BBSettings) {
+this.input = 'price';
+this.settings = BBSettings;
+// Settings:
+// TimePeriod: The amount of samples used for the average.
+// NbDevUp: The distance in stdev of the upper band from the SMA.
+// NbDevDn: The distance in stdev of the lower band from the SMA.
+this.prices = [];
+this.diffs = [];
+this.age = 0; // age = Warm Up Period
+this.sum = 0;
+this.sumsq = 0;
+this.upper = 0;
+this.middle = 0;
+this.lower = 0;
+}
+
+Indicator.prototype.update = function(price) {
+
+var tail = this.prices[this.age] || 0; // oldest price in window
+var diffsTail = this.diffs[this.age] || 0; // oldest average in window
+
+this.prices[this.age] = price;
+this.sum += price - tail;
+this.middle = this.sum / this.prices.length; // SMA value
+
+// your code:
+// this.diffs[this.age] = (price - this.middle);
+// customized code (see formula), we have to build a math.pow:
+this.diffs[this.age] = Math.pow((price - this.middle), 2);
+
+// your code:
+// this.sumsq += this.diffs[this.age] ** 2 - diffsTail ** 2;
+// customized code:
+this.sumsq += this.diffs[this.age] - diffsTail;
+
+// your code:
+// var stdev = Math.sqrt(this.sumsq) / this.prices.length;
+// customized code (see formula), we have to build a math.sqrt over the whole expression:
+var stdev = Math.sqrt(this.sumsq / this.prices.length);
+
+this.upper = this.middle + this.settings.NbDevUp * stdev;
+this.lower = this.middle - this.settings.NbDevDn * stdev;
+
+this.age = (this.age + 1) % this.settings.TimePeriod;
+
+}
+module.exports = Indicator;