! Copyright (C) 2008 John Benediktsson, Doug Coleman. ! See http://factorcode.org/license.txt for BSD license USING: help.markup help.syntax math ; IN: math.finance HELP: sma { $values { "seq" "a sequence" } { "n" "number of periods" } { "newseq" "a sequence" } } { $description "Returns the Simple Moving Average with the specified periodicity." } ; HELP: ema { $values { "seq" "a sequence" } { "n" "number of periods" } { "newseq" "a sequence" } } { $description "Returns the Exponential Moving Average with the specified periodicity, calculated by:\n" { $list "A = 2.0 / (N + 1)" "EMA[t] = (A * SEQ[t]) + ((1-A) * EMA[t-1])" } } ; HELP: macd { $values { "seq" "a sequence" } { "n1" "short number of periods" } { "n2" "long number of periods" } { "newseq" "a sequence" } } { $description "Returns the Moving Average Converge of the sequence, calculated by:\n" { $list "MACD[t] = EMA2[t] - EMA1[t]" } } ; HELP: momentum { $values { "seq" "a sequence" } { "n" "number of periods" } { "newseq" "a sequence" } } { $description "Returns the Momentum of the sequence, calculated by:\n" { $list "MOM[t] = SEQ[t] - SEQ[t-n]" } } ; HELP: biweekly { $values { "x" number } { "y" number } } { $description "Divides a number by the number of two week periods in a year." } ; HELP: daily-360 { $values { "x" number } { "y" number } } { $description "Divides a number by the number of days in a 360-day year." } ; HELP: daily-365 { $values { "x" number } { "y" number } } { $description "Divides a number by the number of days in a 365-day year." } ; HELP: monthly { $values { "x" number } { "y" number } } { $description "Divides a number by the number of months in a year." } ; HELP: semimonthly { $values { "x" number } { "y" number } } { $description "Divides a number by the number of half-months in a year. Note that biweekly has two more periods than semimonthly." } ; HELP: weekly { $values { "x" number } { "y" number } } { $description "Divides a number by the number of weeks in a year." } ; ARTICLE: "time-period-calculations" "Calculations over periods of time" { $subsections monthly semimonthly biweekly weekly daily-360 daily-365 } ; ARTICLE: "math.finance" "Financial math" "The " { $vocab-link "math.finance" } " vocabulary contains financial calculation words." $nl "Calculating payroll over periods of time:" { $subsections "time-period-calculations" } ; ABOUT: "math.finance"