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Contents
# lib/sqa/indicator/simple_moving_average.rb
class SQA::Indicator; class << self
def simple_moving_average(
prices, # Array of prices
period # Integer how many to consider at a time
)
moving_averages = []
(0..period-2).to_a.each do |x|
moving_averages << prices[0..x].mean
end
prices.each_cons(period) do |window|
moving_averages << window.mean
end
moving_averages # Array
end
alias_method :sma, :simple_moving_average
end; end
Version data entries
21 entries across 21 versions & 1 rubygems