Sha256: 19bd56fdd1dd11b97347c8e5707e25440e9117c5d37d67cd4b09c11f99943323
Contents?: true
Size: 633 Bytes
Versions: 21
Compression:
Stored size: 633 Bytes
Contents
# lib/sqa/indicator/donchian_channel.rb
class SQA::Indicator; class << self
def donchian_channel(
prices, # Array of prices
period # Integer number of entries to consider
)
max = -999999999
min = 999999999
donchian_channel = []
prices.each_with_index do |value, index|
value = value.to_f
max = value if value > max
min = value if value < min
if index >= period - 1
donchian_channel << [max, min, (max + min) / 2]
max = -999999999
min = 999999999
end
end
donchian_channel
end
end; end
Version data entries
21 entries across 21 versions & 1 rubygems