Class: TechnicalAnalysis::MovingAverage::KaMA

Inherits:
Object
  • Object
show all
Defined in:
lib/technical_analysis/moving-average/ka-ma.rb

Overview

Calculates the exponential moving average (EMA) for the data over the given period https://en.wikipedia.org/wiki/Moving_average#Exponential_moving_average

Takes a block which replaces the smooth-constant

z = Symbols::Futures.mini_dax.eod( duration: '90 d')
TechnicalAnalysis::MovingAverage::ExpMA.new( data=z.map(&:close))

returns an array with the calculated moving-average data

ema = TechnicalAnalysis::MovingAverage::ExpMA.new( default_value = z.first[:close])
moving_average = z.map{|x| EMA.new x.time,  ema.add_item(x.close)}

returns an array of EMA-Objects

Instance Method Summary collapse

Constructor Details

#initialize(period: 10, fast: 2, slow: 30, data: []) ⇒ KaMA

Returns a new instance of KaMA.



23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
 
# File 'lib/technical_analysis/moving-average/ka-ma.rb', line 23

def initialize period: 10, fast: 2, slow: 30, data: []

  raise "Period must be greater then one" if  period <= 1

  @smoothConst_fast = 2 / (fast +1).to_f
  @smoothConst_slow = 2 / (slow +1).to_f

  @period = period
  @queue = []
  @buffer = []
  
  if !data.empty?
    data.map{|d| add_item d }
  end
end

Instance Method Details

#add_item(value) ⇒ Object

adds item, calculates the kama, puts value to the buffer and returns the result



40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
 
# File 'lib/technical_analysis/moving-average/ka-ma.rb', line 40

def add_item  value
  begin
  @queue << value.to_f
rescue NoMethodError => e
  puts "add item only supports single values. Using the :close method"
  @queue << value.send(:close) || value
  end
  if @queue.size < @period
    @buffer = [ @queue.sum / @queue.size ]  # fill buffer with  average
  else
    @queue.shift if @queue.size > @period
    @buffer << calculate
  end
  current #  return the last buffer value
end

#current ⇒ Object

returns the kama of the last computed item



62
63
64
 
# File 'lib/technical_analysis/moving-average/ka-ma.rb', line 62

def current
   @buffer.last
end

#kaema ⇒ Object

returns the kama-buffer



57
58
59
 
# File 'lib/technical_analysis/moving-average/ka-ma.rb', line 57

def kaema
  @buffer
end