If you don't want the event to be continuous (if you want the user to have to release the key each time), change onkeydown to onkeyup
window.onkeydown = function (e) {
var code = e.keyCode ? e.keyCode : e.which;
if (code === 38) { //up key
alert('up');
} else if (code === 40) { //down key
alert('down');
}
};