23 lines
827 B
R
23 lines
827 B
R
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# Feed a synthetic price series through several indicators tick by tick (O(1) each).
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library(wickra)
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source("_common.R")
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prices <- synthetic_prices(500)
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sma <- Sma(20); ema <- Ema(20); rsi <- Rsi(14); macd <- MacdIndicator(12, 26, 9)
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last_sma <- last_ema <- last_rsi <- NA_real_
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last_macd <- NULL
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for (price in prices) {
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last_sma <- update(sma, price)
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last_ema <- update(ema, price)
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last_rsi <- update(rsi, price)
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last_macd <- update(macd, price)
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}
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cat(sprintf("Streamed %d prices through SMA(20), EMA(20), RSI(14), MACD(12,26,9):\n", length(prices)))
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cat(sprintf(" SMA = %.4f\n", last_sma))
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cat(sprintf(" EMA = %.4f\n", last_ema))
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cat(sprintf(" RSI = %.4f\n", last_rsi))
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cat(sprintf(" MACD = %.4f signal=%.4f hist=%.4f\n",
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last_macd[["macd"]], last_macd[["signal"]], last_macd[["histogram"]]))
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