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Size: 542 Bytes
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Contents
# lib/sqa/indicator/fibonacci_retracement.rb
class SQA::Indicator; class << self
def fibonacci_retracement(
swing_high, # Float peak price in a period - peak
swing_low # Float bottom price in a period - valley
)
retracement_levels = []
fibonacci_levels = [0.236, 0.382, 0.5, 0.618, 0.786]
fibonacci_levels.each do |level|
retracement_levels << swing_low + (swing_high - swing_low) * level
end
retracement_levels # Array
end
alias_method :fr, :fibonacci_retracement
end; end
Version data entries
21 entries across 21 versions & 1 rubygems