📈 Moving Average 📉

A Crystal library for calculating different moving averages.

What is a Moving Average?

A moving average is a calculation used for analysing 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

• ChadBowman Chad Bowman - creator, maintainer

Inspired by Brad Cater's moving_averages gem