91 lines
2.4 KiB
Factor
91 lines
2.4 KiB
Factor
! Copyright (C) 2008 John Benediktsson, Doug Coleman.
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! See http://factorcode.org/license.txt for BSD license
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USING: help.markup help.syntax math sequences ;
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IN: math.finance
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HELP: sma
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{ $values { "seq" sequence } { "n" "number of periods" } { "newseq" 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" sequence } { "n" "number of periods" } { "newseq" 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" sequence } { "n1" "short number of periods" } { "n2" "long number of periods" } { "newseq" 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" sequence } { "n" "number of periods" } { "newseq" 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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HELP: biweekly
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{ $values
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{ "x" number }
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{ "y" number }
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}
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{ $description "Divides a number by the number of two week periods in a year." } ;
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HELP: daily-360
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{ $values
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{ "x" number }
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{ "y" number }
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}
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{ $description "Divides a number by the number of days in a 360-day year." } ;
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HELP: daily-365
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{ $values
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{ "x" number }
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{ "y" number }
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}
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{ $description "Divides a number by the number of days in a 365-day year." } ;
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HELP: monthly
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{ $values
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{ "x" number }
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{ "y" number }
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}
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{ $description "Divides a number by the number of months in a year." } ;
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HELP: semimonthly
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{ $values
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{ "x" number }
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{ "y" number }
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}
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{ $description "Divides a number by the number of half-months in a year. Note that biweekly has two more periods than semimonthly." } ;
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HELP: weekly
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{ $values
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{ "x" number }
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{ "y" number }
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}
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{ $description "Divides a number by the number of weeks in a year." } ;
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ARTICLE: "time-period-calculations" "Calculations over periods of time"
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{ $subsections
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monthly
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semimonthly
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biweekly
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weekly
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daily-360
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daily-365
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} ;
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ARTICLE: "math.finance" "Financial math"
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"The " { $vocab-link "math.finance" } " vocabulary contains financial calculation words." $nl
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"Calculating payroll over periods of time:"
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{ $subsections "time-period-calculations" } ;
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ABOUT: "math.finance"
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