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# lib/sqa/indicator/stochastic_oscillator.rb
class SQA::Indicator; class << self
# @param high_prices [Array]
# @param low_prices [Array]
# @param close_prices [Array]
# @param period [Integer]
# @param smoothing_period [Integer]
#
# @return [Array] An array of %K and %D values.
#
def stochastic_oscillator(
high_prices, # Array of high prices
low_prices, # Array of low prices
closing_prices, # Array of closing prices
period, # Integer The period for calculating the Stochastic Oscillator
smoothing_period # Integer The smoothing period for %K line
)
k_values = []
d_values = []
closing_prices.each_cons(period) do |window|
highest_high = high_prices.max(period)
lowest_low = low_prices.min(period)
current_close = window.last
k_values << (current_close - lowest_low) / (highest_high - lowest_low) * 100 # Calculate the k_value
end
k_values.each_cons(smoothing_period) do |k_values_subset|
d_values << k_values_subset.sum / smoothing_period.to_f # Calculate the d_value
end
[k_values, d_values]
end
alias_method :so, :stochastic_oscillator
def stochastic_oscillator2(
prices, # Array of prices
period # Integer number of events to consider
)
k_values = []
d_values = []
prices.each_cons(period) do |window|
low = window.min # Lowest price in the period
high = window.max # Highest price in the period
current_price = window.last # Current closing price
k_values << (current_price - low) * 100 / (high - low)
end
k_values.each_cons(period) do |window|
d_values << window.mean
end
{
k: k_values,
d: d_values
}
end
alias_method :so2, :stochastic_oscillator2
end; end
Version data entries
21 entries across 21 versions & 1 rubygems