detectcrossover.js

_ = require('underscore');

var fastAboveSlow; //Initialize to the right value!

function xOverArray(fastarr, slowarr, buy, sell) {
	if(fastarr.length != slowarr.length) {
		throw "length of the fast and slow datasets are different";
	}

	if(typeof fastAboveSlow === 'undefined') {
		fastAboveSlow = fastarr[0] > slowarr[0];
	}

	_.map(_.zip(fastarr, slowarr), function(arr) {
		xOverHelper(arr[0], arr[1], buy, sell);
	});
}

function xOver(fast, slow, buy, sell) {
	if(typeof fastAboveSlow === 'undefined') {
		fastAboveSlow = fastarr[0] > slowarr[0];
	}

	xOverHelper(fast, slow, buy, sell);
}

function xOverHelper(fast, slow, buy, sell) {
	if(fastAboveSlow != fast > slow) {
		fastAboveSlow = !fastAboveSlow;
		if(fastAboveSlow) { //If fast just overtook slow
			buy();
		} else {
			sell();
		}
	}
}