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Contents
# lib/sqa/indicator/simple_moving_average_trend.rb
class SQA::Indicator; class << self
def simple_moving_average_trend(
prices, # Array of prices
period, # Integer number of entries to consider
delta = 1.0 # Float defines the angle range(+/-) for :neutral trend
)
sma = simple_moving_average(prices, period)
last_sma = sma.last
prev_sma = sma.last(period).first
angle = Math.atan((last_sma - prev_sma) / period) * (180 / Math::PI)
trend = if angle > delta
:up
elsif angle < -delta
:down
else
:neutral
end
{
sma: sma, # Array
trend: trend, # Symbol :up, :down, :neutral
angle: angle # Float how step the trend
}
end
alias_method :sma_trend, :simple_moving_average_trend
end; end
Version data entries
21 entries across 21 versions & 1 rubygems