@thi.ng/transducers-stats
Version:
Transducers for statistical / technical analysis
18 lines (17 loc) • 529 B
JavaScript
import { comp } from "@thi.ng/transducers/comp";
import { drop } from "@thi.ng/transducers/drop";
import { iterator1 } from "@thi.ng/transducers/iterator";
import { map } from "@thi.ng/transducers/map";
import { multiplex } from "@thi.ng/transducers/multiplex";
import { wma } from "./wma.js";
function hma(period, src) {
return src ? iterator1(hma(period), src) : comp(
multiplex(wma(period / 2 | 0), wma(period)),
drop(period - 1),
map((w) => 2 * w[0] - w[1]),
wma(Math.sqrt(period))
);
}
export {
hma
};