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Contents
# lib/sqa/indicator/true_range.rb
# See Also: average_true_range
class SQA::Indicator; class << self
# @param high_prices [Array]
# @param low_prices [Array]
# @param previous_closes [Array]
#
# @return [Array]
#
def true_range(
high_prices, # Array of high prices
low_prices, # Array of low prices
closing_prices # Array of closing prices
)
true_ranges = []
high_prices.each_with_index do |high, index|
if index > 0
low = low_prices[index]
previous_close = closing_prices[index - 1]
true_range = [
high - low,
(high - previous_close).abs,
(low - previous_close).abs
].max
true_ranges << true_range
end
end
true_ranges # Array of True Range values
end
alias_method :tr, :true_range
end; end
Version data entries
21 entries across 21 versions & 1 rubygems