📈 Moving Average 📉

A Crystal library for calculating different moving averages.

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What is a Moving Average?

A moving average is calculation used for analysing a set of data to determine trends and momentum. Commonly used as an indicator in the financial industry to track price changes of a security.

Installation

Add this to your application's shard.yml:

dependencies:
  moving_average:
    github: ChadBowman/moving_average

In your terminal, install Crystal dependencies with:

$ shards install

or

$ crystal deps

Usage

Start by requring the MovingAverage module.

require "moving_average"

MovingAverage comes included in Array, so we can compute the simple moving average (SMA) by simply:

a = [1, 2, 3, 4, 5, 6]
a.simple_moving_average(5) # => [3, 4]

or

a.sma(5) # => [3, 4]

Calculating the exponential moving average (EMA) is very similar:

a = [1.0, 2.0, 3.0, 4.0, 5.0, 6.0]
ema = a.ema(5) # => [3.0, 4.0]

Now say you're maintaining a real-time EMA chart and you want to update your series for a new price:

ema.ema!(5, 9.0) # => [3.0, 4.0, 5.666666666666667]

A smoothed moving average (SMMA) may be computed in the same way.

Additionally you can include the module in your custom class given that it and the included type respond to the correct methods:

require "moving_average"

class MyCustomClass(T)
  include MovingAverage(T)
end

MyCustomClass.new.sma(5) # => new instance of MyCustomClass evaluated for SMA

Contributing

  1. Fork it ( https://github.com/ChadBowman/moving_average/fork )
  2. Create your feature branch (git checkout -b my-new-feature)
  3. Commit your changes (git commit -am 'Add some feature')
  4. Push to the branch (git push origin my-new-feature)
  5. Create a new Pull Request

Contributors

Inspired by Brad Cater's moving_averages gem