ArrayMovingAverages

2024년 11월 27일

Library "ArrayMovingAverages"

This library adds several moving average methods to arrays, so you can call, eg.:

myArray.ema(3)

method emaArray(id, length)
  Calculate Exponential Moving Average (EMA) for Arrays
  Namespace types: array<float>
  Parameters:
    id (array<float>): (array<float>) Input array
    length (int): (int) Length of the EMA
  Returns: (array<float>) Array of EMA values

method ema(id, length)
  Get the last value of the EMA array
  Namespace types: array<float>
  Parameters:
    id (array<float>): (array<float>) Input array
    length (int): (int) Length of the EMA
  Returns: (float) Last EMA value or na if empty

method rmaArray(id, length)
  Calculate Rolling Moving Average (RMA) for Arrays
  Namespace types: array<float>
  Parameters:
    id (array<float>): (array<float>) Input array
    length (int): (int) Length of the RMA
  Returns: (array<float>) Array of RMA values

method rma(id, length)
  Get the last value of the RMA array
  Namespace types: array<float>
  Parameters:
    id (array<float>): (array<float>) Input array
    length (int): (int) Length of the RMA
  Returns: (float) Last RMA value or na if empty

method smaArray(id, windowSize)
  Calculate Simple Moving Average (SMA) for Arrays
  Namespace types: array<float>
  Parameters:
    id (array<float>): (array<float>) Input array
    windowSize (int): (int) Window size for calculation, defaults to array size
  Returns: (array<float>) Array of SMA values

method sma(id, windowSize)
  Get the last value of the SMA array
  Namespace types: array<float>
  Parameters:
    id (array<float>): (array<float>) Input array
    windowSize (int): (int) Window size for calculation, defaults to array size
  Returns: (float) Last SMA value or na if empty

method wmaArray(id, windowSize)
  Calculate Weighted Moving Average (WMA) for Arrays
  Namespace types: array<float>
  Parameters:
    id (array<float>): (array<float>) Input array
    windowSize (int): (int) Window size for calculation, defaults to array size
  Returns: (array<float>) Array of WMA values

method wma(id, windowSize)
  Get the last value of the WMA array
  Namespace types: array<float>
  Parameters:
    id (array<float>): (array<float>) Input array
    windowSize (int): (int) Window size for calculation, defaults to array size
  Returns: (float) Last WMA value or na if empty

2024년 12월 2일

릴리즈 노트

v2

Added Hull Moving Average.

Added:
method hmaArray(id, length)
  Calculate Hull Moving Average (HMA) for Arrays
  Namespace types: array<float>
  Parameters:
    id (array<float>): (array<float>) Input array
    length (int): (int) Length of the HMA
  Returns: (array<float>) Array of HMA values

method hma(id, length)
  Get the last value of the HMA array
  Namespace types: array<float>
  Parameters:
    id (array<float>): (array<float>) Input array
    length (int): (int) Length of the HMA
  Returns: (float) Last HMA value or na if empty

2024년 12월 7일

릴리즈 노트

v3

Lots of performance updates. Please note hma is still quite slow, I'm still investigating ways to improve it.