35 lines
1.1 KiB
Factor
35 lines
1.1 KiB
Factor
! Copyright (C) 2008 John Benediktsson
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! See http://factorcode.org/license.txt for BSD license
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USING: help.markup help.syntax ;
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IN: math.finance
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HELP: sma
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{ $values { "seq" "a sequence" } { "n" "number of periods" } { "newseq" "a sequence" } }
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{ $description "Returns the Simple Moving Average with the specified periodicity." } ;
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HELP: ema
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{ $values { "seq" "a sequence" } { "n" "number of periods" } { "newseq" "a sequence" } }
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{ $description
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"Returns the Exponential Moving Average with the specified periodicity, calculated by:\n"
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{ $list
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"A = 2.0 / (N + 1)"
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"EMA[t] = (A * SEQ[t]) + ((1-A) * EMA[t-1])" }
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} ;
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HELP: macd
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{ $values { "seq" "a sequence" } { "n1" "short number of periods" } { "n2" "long number of periods" } { "newseq" "a sequence" } }
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{ $description
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"Returns the Moving Average Converge of the sequence, calculated by:\n"
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{ $list "MACD[t] = EMA2[t] - EMA1[t]" }
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} ;
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HELP: momentum
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{ $values { "seq" "a sequence" } { "n" "number of periods" } { "newseq" "a sequence" } }
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{ $description
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"Returns the Momentum of the sequence, calculated by:\n"
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{ $list "MOM[t] = SEQ[t] - SEQ[t-n]" }
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} ;
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