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Posted to user@commons.apache.org by To...@t-systems.com on 2017/05/17 09:54:23 UTC
[math]
Hi guys,
is there any methods in apache common math library that I can use to implement Exponential Moving Average and other financial statistics functions like MACD,SMA,RSI?
https://en.wikipedia.org/wiki/Moving_average#Exponential_moving_average
https://en.wikipedia.org/wiki/MACD
https://en.wikipedia.org/wiki/Moving_average#Simple_moving_average
https://en.wikipedia.org/wiki/Relative_strength_index
regards,
Tobi
Re: [math]
Posted by "michael.brzustowicz@gmail.com" <mi...@gmail.com>.
Perhaps use the DescriptiveStatistics class with an appropriate window size?
http://commons.apache.org/proper/commons-math/javadocs/api-3.6.1/index.html
You will have to retrieve the sum after the insertion of each new data
point.
On Wed, May 17, 2017 at 4:22 AM, Gilles <gi...@harfang.homelinux.org>
wrote:
> Hi.
>
> On Wed, 17 May 2017 09:54:23 +0000, Tobias.Wolf@t-systems.com wrote:
>
>> Hi guys,
>>
>> is there any methods in apache common math library that I can use to
>> implement Exponential Moving Average and other financial statistics
>> functions like MACD,SMA,RSI?
>>
>>
>> https://en.wikipedia.org/wiki/Moving_average#Exponential_moving_average
>>
>> https://en.wikipedia.org/wiki/MACD
>>
>> https://en.wikipedia.org/wiki/Moving_average#Simple_moving_average
>>
>> https://en.wikipedia.org/wiki/Relative_strength_index
>>
>
> I don't think so; but you should have a look at the contents of the
> "stat" package too see how easy/difficult this extension would be
> within the current design. [Some of it needs change but we lack human
> resources. Help welcome...]
>
>
> Best regards,
> Gilles
>
>
>> regards,
>> Tobi
>>
>
>
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Re: [math]
Posted by Gilles <gi...@harfang.homelinux.org>.
Hi.
On Wed, 17 May 2017 09:54:23 +0000, Tobias.Wolf@t-systems.com wrote:
> Hi guys,
>
> is there any methods in apache common math library that I can use to
> implement Exponential Moving Average and other financial statistics
> functions like MACD,SMA,RSI?
>
>
> https://en.wikipedia.org/wiki/Moving_average#Exponential_moving_average
>
> https://en.wikipedia.org/wiki/MACD
>
> https://en.wikipedia.org/wiki/Moving_average#Simple_moving_average
>
> https://en.wikipedia.org/wiki/Relative_strength_index
I don't think so; but you should have a look at the contents of the
"stat" package too see how easy/difficult this extension would be
within the current design. [Some of it needs change but we lack human
resources. Help welcome...]
Best regards,
Gilles
>
> regards,
> Tobi
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