https://github.com/Nedomas/indicators

A gem for calculating technical analysis indicators.
https://github.com/Nedomas/indicators

Last synced: 29 days ago
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A gem for calculating technical analysis indicators.

• Host: GitHub
• URL: https://github.com/Nedomas/indicators
• Owner: Nedomas
• License: mit
• Created: 2012-08-30T22:28:59.000Z (over 12 years ago)
• Default Branch: master
• Last Pushed: 2019-01-14T00:46:21.000Z (almost 6 years ago)
• Last Synced: 2024-11-26T11:24:39.612Z (about 1 month ago)
• Language: Ruby
• Size: 211 KB
• Stars: 52
• Watchers: 10
• Forks: 33
• Open Issues: 6
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

        
# Indicators

A gem for calculating technical analysis indicators.

Current functionality demo of Indicators and Securities gems synergy can be tested at http://strangemuseum.heroku.com.

Securities gem: https://rubygems.org/gems/securities

[![Build Status](https://secure.travis-ci.org/Nedomas/indicators.png)](http://travis-ci.org/Nedomas/indicators)[![Dependency Status](https://gemnasium.com/Nedomas/indicators.png)](https://gemnasium.com/Nedomas/indicators)

## Installation

Add this line to your application's Gemfile:

    gem 'indicators'

And then execute:

    $ bundle

Or install it yourself as:

    $ gem install indicators

## Accepted Input

# Array

	my_data = Indicators::Data.new([1, 2, 3, 4, 5])

Then it returns data as an array with indicator values in index places:

	i.e. my_data.calc(:type => :sma, :params => 2).output => [nil, 1.5, 2.5, 3.5, 4.5]

# Securities gem hash

	my_data = Indicators::Data.new(Securities::Stock.new(:symbol => 'AAPL', :start_date => '2012-08-25', :end_date => '2012-08-30').output)

	my_data.calc(:type => :sma, :params => 3)

## Output

.calc returns an object with such accessor methods

	@abbr - indicator abbreviation (usually used when displaying information).

	@params - given or defaulted parameters.

	@output - indicator calculation result.

	i.e. @abbr="SMA", @params=2, @output=[nil, 1.5, 2.5, 3.5, 4.5]

## Supported Indicators

# Simple Moving Average => :sma

	my_data.calc(:type => :sma, :params => 5)

#	Exponental Moving Average => :ema

	my_data.calc(:type => :ema, :params => 5)

# Bollinger Bands => :bb

	my_data.calc(:type => :bb, :params => [15, 3]) or my_data.calc(:type => :bb, :params => [15, 2.5])

Variables have to be specified as an array [periods, multiplier]. If multiplier isn't specified, it defaults to 2.

	It returns output as an array for each data point [middle band, upper band, lower band].

	i.e. my_data.calc(:type => :bb, :params => 3) => {"aapl"=>[nil, nil, [674.65, 676.8752190903368, 672.4247809096631]]} 

# Moving Average Convergence Divergence => :macd

	my_data.calc(:type => :macd, :params => [12, 26, 9])

Variables have to be specified as an array [faster periods, slower periods, signal line]. If slower periods isn't specified, it defaults to 26 and signal line to 9.

	MACD output is [MACD line, signal line, MACD histogram].

# Relative Strength Index => :rsi

	my_data.calc(:type => :rsi, :params => 14)

The more data it has, the more accurate RSI is.

# Full Stochastic Oscillator => :sto

	my_data.calc(:type => :sto, :params => [14, 3, 5])

Variables have to be specified as an array [lookback period, the number of periods to slow %K, the number of periods for the %D moving average] => [%K1, %K2, %D].

	Stochastic output is [fast %K, slow %K, full %D].

## To Do

* A strategy backtesting tool.

# Indicators:

* More moving averages (CMA, WMA, MMA).

* ROC.

* CCI.

* Williams %R.

* ADX.

* Parabolic SAR.

* StochRSI.

## Contributing

1. Fork it

2. Create your feature branch (`git checkout -b my-new-feature`)

3. Commit your changes (`git commit -am 'Added some feature'`)

4. Push to the branch (`git push origin my-new-feature`)

5. Create new Pull Request