Module: WildersSmoothing

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

Overview

Wilders Smoothing indicator Returns a singular current value

Instance Method Summary collapse

Instance Method Details

#wilders_smoothing(period) ⇒ Object 



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

def wilders_smoothing(period)
  if size < period
    raise ArgumentError,
          "Closes array passed to Wilders Smoothing cannot be less than the period argument."
  end

  ws = []
  ws << first(period).sma(period)

  (0..(size - period - 1)).each do |i|
    ws << ((at(i + period) - ws[i]) * (1.0 / period)) + ws[i]
  end

  ws[-1]
end