ZERO method sanity check using stats window

current "proof of concept" to make sure the price
is in the 25th percentile (cheap) before buying

config with .window parameter under ZERO section:

example: set window to 1440 minutes to use 1 day's data

methods/ZERO.js

@@ -39,6 +39,7 @@ method.log = function() {
   var windowstats = zero.windowstats;
 
   // historical stats for the sanity checking window:
+  log.debug('\t', 'VWAP:', windowstats.vwap.toFixed(digits));
   log.debug('(percentiles) window stats:');
   log.debug('\t', '5th:', windowstats.p5th.toFixed(digits));
   log.debug('\t', '10th:', windowstats.p10th.toFixed(digits));
@@ -62,6 +63,7 @@ method.log = function() {
 method.check = function() {
 
   var zero = this.indicators.zero;
+  var windowstats = zero.windowstats;
   var macd = zero.diff;
   var signal = zero.signal.result;
   var macdiff = zero.result;
@@ -71,7 +73,7 @@ method.check = function() {
   var divination = macd + crystalball;
   var filtered = Math.min(macdiff, divination);
 
-  if ((filtered >= minup) && (macd <= crystalball) && (signal < 0)) {
+  if ((filtered >= minup) && (macd <= crystalball) && (signal < 0) && (windowstats.vwap <= windowstats.p25th)) {
 
     // new trend detected
     if(this.trend.direction !== 'up') {

methods/indicators/windowstats.js

@@ -30,6 +30,7 @@ var Indicator = function(period) {
   this.p75ndx = Math.floor(this.period * (75 / 100));
   this.p90ndx = Math.floor(this.period * (90 / 100));
   this.p95ndx = Math.floor(this.period * (95 / 100));
+  this.vwap = 0;
 };
 
 Indicator.prototype.update = function(price) {
@@ -41,6 +42,7 @@ Indicator.prototype.update = function(price) {
   SanitizedPrice *= 100000000;
   SanitizedPrice = Math.round(SanitizedPrice);
   SanitizedPrice /= 100000000;
+  this.vwap = SanitizedPrice; 
 
   if (this.age >= this.period) {
     this.enough = true;