Moving Averages

Example

using Temporal, Indicators, Plots
X = quandl("CHRIS/CME_CL1", rows=252, sort='d')
x = cl(X)
x.fields[1] = :Crude

mafuns = [sma, ema, wma, trima]
m = hcat([f(x, n=40) for f in mafuns]...)

plot(x, linewidth=3, color=:black)
plot!(m, linewidth=2)

/home/travis/.julia/packages/GR/ZI5OE/src/../deps/gr/bin/gksqt: error while loading shared libraries: libQt5Widgets.so.5: cannot open shared object file: No such file or directory
connect: Connection refused
GKS: can't connect to GKS socket application
Did you start 'gksqt'?

GKS: Open failed in routine OPEN_WS
GKS: GKS not in proper state. GKS must be either in the state WSOP or WSAC in routine ACTIVATE_WS

Reference

Indicators.alma — Method.

alma{T}(x::Array{T}; n::Int64=9, offset::T=0.85, sigma::T=6.0)::Array{T}

Arnaud-Legoux moving average (ALMA)

source

Indicators.dema — Method.

dema(x::Array{T}; n::Int64=10, alpha=2.0/(n+1), wilder::Bool=false)::Array{T}

Double exponential moving average (DEMA)

source

Indicators.ema — Method.

ema(x::Array{T}; n::Int64=10, alpha::T=2.0/(n+1.0), wilder::Bool=false)::Array{T}

Exponential moving average (EMA)

source

Indicators.hma — Method.

hma(x::Array{T}; n::Int64=20)::Array{T}

Hull moving average (HMA)

source

Indicators.kama — Method.

Kaufman adaptive moving average (KAMA)

source

Indicators.mama — Method.

mama(x::Array{T}; fastlimit::T=0.5, slowlimit::T=0.05)::Matrix{T}

MESA adaptive moving average (MAMA)

source

Indicators.mma — Method.

mma(x::Array{T}; n::Int64=10)::Array{T}

Modified moving average (MMA)

source

Indicators.sma — Method.

sma(x::Array{T}; n::Int64=10)::Array{T}

Simple moving average (SMA)

source

Indicators.swma — Method.

Sine-weighted moving average

source

Indicators.tema — Method.

tema(x::Array{T}; n::Int64=10, alpha=2.0/(n+1), wilder::Bool=false)::Array{T}

Triple exponential moving average (TEMA)

source

Indicators.trima — Method.

trima(x::Array{T}; n::Int64=10, ma::Function=sma, args...)::Array{T}

Triangular moving average (TRIMA)

source

Indicators.wma — Method.

wma(x::Array{T}; n::Int64=10, wts::Array{T}=collect(1:n)/sum(1:n))::Array{T}

Weighted moving average (WMA)

source

Indicators.zlema — Method.

zlema(x::Array{T}; n::Int=10, ema_args...)::Array{T}

Zero-lag exponential moving average (ZLEMA)

source