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Contents
# lib/sqa/indicator/market_profile.rb
class SQA::Indicator; class << self
def market_profile(
volumes, # Array of volumes
prices, # Array of prices
support_threshold, # Float stock's support price estimate
resistance_threshold # Float stock's resistance price estimate
)
total_volume = volumes.sum
average_volume = volumes.mean
max_volume = volumes.max
support_levels = prices.select { |price| price <= support_threshold }
resistance_levels = prices.select { |price| price >= resistance_threshold }
if support_levels.empty? &&
resistance_levels.empty?
:neutral
elsif support_levels.empty?
:resistance
elsif resistance_levels.empty?
:support
else
:mixed
end
end
alias_method :mp, :market_profile
end; end
Version data entries
21 entries across 21 versions & 1 rubygems