Module: TechnicalAnalysis::Momentum

Defined in:
lib/technical_analysis/lane.rb,
lib/technical_analysis/momentum/rsi.rb,
lib/technical_analysis/momentum/tsi.rb,
lib/technical_analysis/momentum/lane-stochastic.rb

Defined Under Namespace

Classes: LANE, Lane, RSI, Rsi, TSI, Tsi

Constant Summary collapse

LaneStochastic =

set alias for the class

Lane

Class Method Summary collapse

Class Method Details

.tsi(current_value, tsi_source, low_period = 13, high_period = 25) ⇒ Object

z = Symbols::Futures.mini_dax.eod( duration: '30 d').each e= nil ema= z.map{|y| e= TechnicalAnalysis::MovingAverage.ema( y.close, z.map(&:close), 30, e ) }

or

EMA = Struct.new :time, :ema e = nil ema = z.map do |y| EMA.new y.time, e = TechnicalAnalysis::MovingAverage.ema y.close, z.map(&:close), 30, e end



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# File 'lib/technical_analysis/lane.rb', line 26

def self.tsi current_value, tsi_source, low_period = 13, high_period = 25
   
  if current_value.present? 
    tsi_source.push current_value 
  else
    current_value = tsi_source.last
  end

  momentum = tsi_source[-1] - tsi_source[-2]
  
  high_multiplier = (2.0 / (high_period + 1.0))
  low_multiplier = (2.0 / (low_period + 1.0))

  if prev_tsi.nil?
    data.sum / data.size.to_f # Average
  else
    (current_value - prev_ema) * (2.0 / (period + 1.0)) + prev_ema
  end
end