Class: RubyTechnicalAnalysis::MovingAverages

Inherits:
Indicator
  • Object
show all
Defined in:
lib/ruby_technical_analysis/indicators/moving_averages.rb

Overview

Moving Averages

Find more information at:

Simple Moving Average (SMA): www.fidelity.com/learning-center/trading-investing/technical-analysis/technical-indicator-guide/sma

Exponential Moving Average (EMA): www.fidelity.com/learning-center/trading-investing/technical-analysis/technical-indicator-guide/ema

Weighted Moving Average (WMA): www.fidelity.com/learning-center/trading-investing/technical-analysis/technical-indicator-guide/wma

Instance Attribute Summary collapse

Attributes inherited from Indicator

#series

Instance Method Summary collapse

Methods inherited from Indicator

call

Constructor Details

#initialize(series: [], period: 20) ⇒ MovingAverages

Returns a new instance of MovingAverages.

Parameters:

  • series (Array) (defaults to: []) —

    An array of prices, typically closing prices

  • period (Integer) (defaults to: 20) —

    The number of periods to use in the calculation



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# File 'lib/ruby_technical_analysis/indicators/moving_averages.rb', line 16

def initialize(series: [], period: 20)
  @period = period

  super(series: series)
end

Instance Attribute Details

#period ⇒ Object (readonly)

Returns the value of attribute period.



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# File 'lib/ruby_technical_analysis/indicators/moving_averages.rb', line 12

def period
  @period
end

Instance Method Details

#ema ⇒ Float

Exponential Moving Average

Returns:

  • (Float) —

    The current EMA value



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# File 'lib/ruby_technical_analysis/indicators/moving_averages.rb', line 30

def ema
  return series.last if period == 1

  series.last(period).each_with_object([]) do |num, result|
    result << if result.empty?
      num
    else
      (num * _ema_percentages.first) + (result.last * _ema_percentages.last)
    end
  end.last
end

#sma ⇒ Float

Simple Moving Average

Returns:

  • (Float) —

    The current SMA value



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# File 'lib/ruby_technical_analysis/indicators/moving_averages.rb', line 24

def sma
  series.last(period).sum.to_f / period
end

#valid? ⇒ Boolean

Returns Whether or not the object is valid.

Returns:

  • (Boolean) —

    Whether or not the object is valid



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# File 'lib/ruby_technical_analysis/indicators/moving_averages.rb', line 53

def valid?
  period <= series.length
end

#wma ⇒ Float

Weighted Moving Average

Returns:

  • (Float) —

    The current WMA value



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# File 'lib/ruby_technical_analysis/indicators/moving_averages.rb', line 44

def wma
  true_periods = (1..period).sum

  sigma_periods = series.last(period).each_with_index.sum { |num, index| (index + 1) * num }

  sigma_periods.to_f / true_periods
end