Module: VolumeOscillator

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

Overview

Volume Oscillator indicator Returns a single value

Instance Method Summary collapse

Instance Method Details

#volume_oscillator(short_ma, long_ma) ⇒ Object 



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# File 'lib/ruby-technical-analysis/indicators/volume_oscillator.rb', line 8

def volume_oscillator(short_ma, long_ma)
  if size < long_ma
    raise ArgumentError,
          "Volumes array passed to Volume Oscillator cannot be less than the Long Moving Average argument."
  end

  if long_ma <= short_ma
    raise ArgumentError,
          "Long Moving Average parameter must be greater than Short Moving Average parameter in Volume Oscillator."
  end

  short_ma_a = []
  long_ma_a = []

  (0..(length - short_ma)).each do |i|
    short_ma_a << self[i..(i + short_ma - 1)].sma(short_ma)
  end

  (0..(length - long_ma)).each do |i|
    long_ma_a << self[i..(i + long_ma - 1)].sma(long_ma)
  end

  sml = (short_ma_a.last - long_ma_a.last).round(2)

  ((sml.to_f / long_ma_a.last) * 100).round(2)
end