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movingavg.go
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movingavg.go
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package fincalc
type MovingAvg struct {
numPeriods int
prices []float64
}
func (m *MovingAvg) AddPriceQuote(close float64) {
m.prices = append(m.prices, close)
}
func (m *MovingAvg) CalculateMA() []float64 {
var ma []float64
sum := 0.0
for i := 0; i < len(m.prices); i++ {
sum += m.prices[i]
if i >= m.numPeriods {
ma = append(ma, sum/float64(m.numPeriods))
sum -= m.prices[i-m.numPeriods]
}
}
return ma
}
func (m *MovingAvg) CalculateEMA2() []float64 {
var ema []float64
sum := 0.0
multiplier := 2 / float64(m.numPeriods+1)
for i := 0; i < len(m.prices); i++ {
sum += m.prices[i]
if i == m.numPeriods {
ema = append(ema, sum/float64(m.numPeriods))
sum -= m.prices[i-m.numPeriods]
} else if i > m.numPeriods {
val := (1-multiplier)*ema[len(ema)-1] + multiplier*m.prices[i]
ema = append(ema, val)
}
}
return ema
}
func (m *MovingAvg) CalculateEMA() []float64 {
var ema []float64
multiplier := 2 / float64(m.numPeriods+1)
ma := m.CalculateMA()
ema = append(ema, ma[0])
for i := m.numPeriods + 1; i < len(m.prices); i++ {
val := (1-multiplier)*ema[len(ema)-1] + multiplier*m.prices[i]
ema = append(ema, val)
}
return ema
}