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Contents
# lib/sqa/indicator/exponential_moving_average.rb
class SQA::Indicator; class << self
def exponential_moving_average(
prices, # Array of prices
period # Integer number of entries to consider
)
ema_values = []
ema_values << prices.first
multiplier = (2.0 / (period + 1))
(1...prices.length).each do |x|
ema = (prices[x] - ema_values.last) * multiplier + ema_values.last
ema_values << ema
end
ema_values
end
alias_method :ema, :exponential_moving_average
end; end
Version data entries
21 entries across 21 versions & 1 rubygems