Module: Quant::Mixins::Stochastic
- Included in:
- Indicators::Indicator
- Defined in:
- lib/quant/mixins/stochastic.rb
Instance Method Summary collapse
-
#stochastic(source, period:) ⇒ Object
The main idea behind the Stochastic Oscillator is that closing prices should close near the same direction as the current trend.
Instance Method Details
#stochastic(source, period:) ⇒ Object
The main idea behind the Stochastic Oscillator is that closing prices should close near the same direction as the current trend. In a market trending up, prices will likely close near their high, and in a market trending down, prices close near their low.
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# File 'lib/quant/mixins/stochastic.rb', line 16 def stochastic(source, period:) subset = values.last(period).map{ |p| p.send(source) } lowest, highest = subset.minimum.to_f, subset.maximum.to_f return 0.0 if (highest - lowest).zero? 100.0 * (subset[-1] - lowest) / (highest - lowest) end |