math.finance: adding dema, gdema, and tema.
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@ -20,6 +20,17 @@ PRIVATE>
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: sma ( seq n -- newseq )
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clump [ mean ] map ;
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: dema ( seq n -- newseq )
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[ ema ] keep [ drop 2 v*n ] [ ema ] 2bi v- ;
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: gdema ( seq n v -- newseq )
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[ [ ema ] keep dupd ema ] dip
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[ 1 + v*n ] [ v*n ] bi-curry bi* v- ;
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: tema ( seq n -- newseq )
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[ ema ] keep dupd [ ema ] keep
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[ drop [ 3 v*n ] bi@ v- ] [ ema nip ] 3bi v+ ;
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: macd ( seq n1 n2 -- newseq )
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rot dup ema [ swap ema ] dip v- ;
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