math.finance: adding dema, gdema, and tema.

db4
John Benediktsson 2012-05-03 16:31:04 -07:00
parent 3c3ad89a22
commit 7fe0e95cd4
1 changed files with 11 additions and 0 deletions

View File

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