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Contents
# lib/sqa/indicator/momentum.rb
class SQA::Indicator; class << self
# @param prices [Array]
# @param period [Integer]
#
# @return [Float]
#
def momentum(
prices, # Array of prices
period # Integer number of entries to consider
)
momentums = []
prices.each_cons(period) do |window|
current_price = window.last.to_f
past_price = window.first.to_f
momentums << 10.0 * ( (current_price - past_price) / past_price)
end
momentums # Array
end
alias_method :m, :momentum
end; end
Version data entries
21 entries across 21 versions & 1 rubygems