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    Interface MovingAverageBulk

    Bulk/rolling moving average utilities.

    interface MovingAverageBulk {
        mcginleyDynamic(
            prices: number[],
            previousMcginleyDynamic: number,
            period: number,
        ): number[];
        movingAverage(
            prices: number[],
            maType: MovingAverageType,
            period: number,
        ): number[];
    }
    Index

    Methods

    mcginleyDynamic movingAverage

    Methods

    • Rolling McGinley Dynamic, chaining previous value through the window sequence.

      Parameters

      • prices: number[]

        Prices.

      • previousMcginleyDynamic: number

        Seed McGinley (0.0 if none).

      • period: number

        Period length.

      Returns number[]

      McGinley values per step.

      If period > prices.length.

    • Rolling Moving Average.

      Parameters

      • prices: number[]

        Prices.

      • maType: MovingAverageType

        Moving average type (Simple, Smoothed, Exponential).

      • period: number

        Window length.

      Returns number[]

      Average value per window.

      If period > prices.length.

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