Michael Schimmel
831525b402
Introduce new indicators for Simple Moving Average (SMA) and Weighted Moving Average (WMA), along with their Hull Moving Average (HMA) derivative. Also refactors series implementation to use `RefCell` for interior mutability and adds `SeriesMember` trait for better dynamic series access. Updates `soa_series.myc` example to reflect new series creation and push syntax.
20 lines
517 B
Plaintext
20 lines
517 B
Plaintext
;; advanced.myc
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;; Hull Moving Average
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;; Formula: WMA(2 * WMA(n/2) - WMA(n), sqrt(n))
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(def HMA (fn [len]
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(do
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;; Create inner WMA instances
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(def wma_half (WMA (/ len 2)))
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(def wma_full (WMA len))
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;; Create outer WMA instance
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;; Note: sqrt is a native RTL function
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(def wma_outer (WMA (sqrt len)))
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(fn [val]
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(do
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(def v_half (wma_half val))
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(def v_full (wma_full val))
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(def diff (- (* 2 v_half) v_full))
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(wma_outer diff))))))
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