Class: Quant::Indicators::Ema

Inherits:
Indicator show all
Defined in:
lib/quant/indicators/ema.rb

Constant Summary

Constants inherited from Indicator

Indicator::PRIORITIES

Constants included from Mixins::UniversalFilters

Mixins::UniversalFilters::K

Instance Attribute Summary

Attributes inherited from Indicator

#p0, #p1, #p2, #p3, #series, #source, #t0, #t1, #t2, #t3

Instance Method Summary collapse

Methods inherited from Indicator

#<<, #[], #adaptive_half_period, #adaptive_period, dependent_indicator_classes, depends_on, #dominant_cycle, #dominant_cycle_indicator_class, #dominant_cycle_kind, #each, #half_period, #indicator_name, #initialize, #input, #inspect, #max_period, #micro_period, #min_period, #p, #period_points, #pivot_kind, #points_class, #priority, register, #size, #t, #ticks, #values, #warmed_up?

Methods included from Mixins::FisherTransform

#fisher_transform, #inverse_fisher_transform, #relative_fisher_transform

Methods included from Mixins::Stochastic

#stochastic

Methods included from Mixins::SuperSmoother

#three_pole_super_smooth, #two_pole_super_smooth

Methods included from Mixins::HilbertTransform

#hilbert_transform

Methods included from Mixins::ExponentialMovingAverage

#exponential_moving_average

Methods included from Mixins::SimpleMovingAverage

#simple_moving_average

Methods included from Mixins::WeightedMovingAverage

#extended_weighted_moving_average, #weighted_moving_average

Methods included from Mixins::UniversalFilters

#universal_band_pass, #universal_ema, #universal_filter, #universal_one_pole_high_pass, #universal_one_pole_low_pass, #universal_two_pole_high_pass, #universal_two_pole_low_pass

Methods included from Mixins::ButterworthFilters

#three_pole_butterworth, #two_pole_butterworth

Methods included from Mixins::HighPassFilters

#high_pass_filter, #hpf2, #two_pole_high_pass_filter

Methods included from Mixins::Functions

#angle, #bars_to_alpha, #deg2rad, #period_to_alpha, #rad2deg

Constructor Details

This class inherits a constructor from Quant::Indicators::Indicator

Instance Method Details

#compute ⇒ Object 



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# File 'lib/quant/indicators/ema.rb', line 60

def compute
  compute_super_smoothers
  compute_emas
  compute_oscillators
end

#compute_emas ⇒ Object 



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# File 'lib/quant/indicators/ema.rb', line 42

def compute_emas
  p0.ema_dc_period = ema :input, previous: :ema_dc_period, period: dc_period
  p0.ema_half_dc_period = ema :input, previous: :ema_half_dc_period, period: half_dc_period
  p0.ema_micro_period = ema :input, previous: :ema_micro_period, period: micro_period
  p0.ema_min_period = ema :input, previous: :ema_min_period, period: min_period
  p0.ema_half_period = ema :input, previous: :ema_half_period, period: half_period
  p0.ema_max_period = ema :input, previous: :ema_max_period, period: max_period
end

#compute_oscillators ⇒ Object 



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# File 'lib/quant/indicators/ema.rb', line 51

def compute_oscillators
  p0.osc_dc_period = p0.ss_dc_period - p0.ema_dc_period
  p0.osc_half_dc_period = p0.ss_half_dc_period - p0.ema_half_dc_period
  p0.osc_micro_period = p0.ss_micro_period - p0.ema_micro_period
  p0.osc_min_period = p0.ss_min_period - p0.ema_min_period
  p0.osc_half_period = p0.ss_half_period - p0.ema_half_period
  p0.osc_max_period = p0.ss_max_period - p0.ema_max_period
end

#compute_super_smoothers ⇒ Object 



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# File 'lib/quant/indicators/ema.rb', line 33

def compute_super_smoothers
  p0.ss_dc_period = super_smoother :input, previous: :ss_dc_period, period: dc_period
  p0.ss_half_dc_period = super_smoother :input, previous: :ss_half_dc_period, period: half_dc_period
  p0.ss_micro_period = super_smoother :input, previous: :ss_micro_period, period: micro_period
  p0.ss_min_period = super_smoother :input, previous: :ss_min_period, period: min_period
  p0.ss_half_period = super_smoother :input, previous: :ss_half_period, period: half_period
  p0.ss_max_period = super_smoother :input, previous: :ss_max_period, period: max_period
end

#half_dc_period ⇒ Object 



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# File 'lib/quant/indicators/ema.rb', line 29

def half_dc_period
  dc_period / 2
end