Class: Quant::Indicators::Ma

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

Overview

Moving Averages

Instance Attribute Summary

Attributes inherited from Indicator

#series

Class Method Summary collapse

Instance Method Summary collapse

Methods inherited from Indicator

#initialize

Constructor Details

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

Class Method Details

.indicator_key ⇒ Object 



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# File 'lib/quant/indicators/ma.rb', line 23

def self.indicator_key
  "ma"
end

Instance Method Details

#alpha(period) ⇒ Object 



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# File 'lib/quant/indicators/ma.rb', line 27

def alpha(period)
  bars_to_alpha(period)
end

#compute ⇒ Object 



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# File 'lib/quant/indicators/ma.rb', line 39

def compute
  p0.ss = super_smoother p0.oc2, :ss, min_period
  p0.ema = alpha(period) * p0.oc2 + (1 - alpha(period)) * p1.ema
  p0.osc = p0.ss - p0.ema
end

#min_period ⇒ Object 



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# File 'lib/quant/indicators/ma.rb', line 31

def min_period
  settings.min_period
end

#period ⇒ Object 



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# File 'lib/quant/indicators/ma.rb', line 35

def period
  settings.max_period
end