Module: Qstick

Included in:
Array
Defined in:
lib/ruby-technical-analysis/indicators/qstick.rb

Overview

Qstick indicator Returns a single value

Instance Method Summary collapse

Instance Method Details

#qstick(period) ⇒ Object 



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# File 'lib/ruby-technical-analysis/indicators/qstick.rb', line 6

def qstick(period)
  opens = []
  closes = []

  each do |i|
    opens << i[0]
    closes << i[1]
  end

  if opens.size < period
    raise ArgumentError,
          "Opens array passed to Qstick cannot be less than the period argument."
  end

  if closes.size < period
    raise ArgumentError,
          "Closes array passed to Qstick cannot be less than the period argument."
  end

  opens = opens.last(period)
  closes = closes.last(period)

  cmo_sum = 0.0

  (0..(period - 1)).each do |i|
    cmo_sum += closes[i] - opens[i]
  end

  (cmo_sum.to_f / period).round(4)
end