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Contents
# lib/sqa/indicator/moving_average_convergence_divergence.rb
class SQA::Indicator; class << self
def moving_average_convergence_divergence(
prices,
short_period,
long_period,
signal_period
)
short_ma = simple_moving_average(prices, short_period)
long_ma = simple_moving_average(prices, long_period)
signal_line = simple_moving_average(short_ma, signal_period)
macd_line = []
prices.size.times do |x|
macd_line << short_ma[x] - long_ma[x]
end
{
macd: macd_line, # Array
signal: signal_line # Array
}
end
alias_method :macd, :moving_average_convergence_divergence
end; end
Version data entries
20 entries across 20 versions & 1 rubygems