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38 packages found
High precision trading indicators: RSI, Bollinger Bands, MACD, EMA, MA, many moving averages and oscillators. Trend and reversal detection patterns available.
Exponential Moving Average
A simple rolling average calculator
Exponential Moving Average
Computes a moving median from an array of samples
Compute a moving arithmetic mean incrementally.
- stdlib
- stdmath
- statistics
- stats
- mathematics
- math
- average
- avg
- mean
- arithmetic mean
- central tendency
- incremental
- accumulator
- moving mean
- View more
Compute a moving arithmetic mean of squared absolute values incrementally.
- stdlib
- stdmath
- statistics
- stats
- mathematics
- math
- average
- avg
- mean
- incremental
- accumulator
- moving mean
- moving average
- sliding window
- View more
Compute a moving arithmetic mean of absolute values incrementally.
- stdlib
- stdmath
- statistics
- stats
- mathematics
- math
- average
- avg
- mean
- arithmetic mean
- central tendency
- incremental
- accumulator
- moving mean
- View more
Compute a moving harmonic mean incrementally.
- stdlib
- stdmath
- statistics
- stats
- mathematics
- math
- average
- avg
- harmonic
- mean
- harmonic mean
- central tendency
- incremental
- accumulator
- View more
Create an iterator which iteratively computes a moving arithmetic mean.
- stdlib
- stdmath
- statistics
- stats
- mathematics
- math
- average
- avg
- mean
- arithmetic mean
- central tendency
- moving mean
- moving average
- sliding window
- View more
Compute a moving geometric mean incrementally.
- stdlib
- stdmath
- statistics
- stats
- mathematics
- math
- average
- avg
- geometric
- mean
- geometric mean
- product
- prod
- central tendency
- View more
Compute a moving arithmetic mean and corrected sample standard deviation incrementally.
- stdlib
- stdmath
- statistics
- stats
- mathematics
- math
- average
- avg
- mean
- arithmetic mean
- central tendency
- moving mean
- moving average
- variance
- View more
Create an iterator which iteratively computes a moving arithmetic mean of absolute values.
Compute a moving mean error (ME) incrementally.
Create an iterator which iteratively computes a moving arithmetic mean of squared absolute values.
Compute a moving mean directional accuracy (MDA) incrementally.
- stdlib
- stdmath
- statistics
- stats
- mathematics
- math
- average
- avg
- mean
- direction
- directional
- accuracy
- trend
- incremental
- View more
Compute a moving arithmetic mean and unbiased sample variance incrementally.
- stdlib
- stdmath
- statistics
- stats
- mathematics
- math
- average
- avg
- mean
- arithmetic mean
- central tendency
- moving mean
- moving average
- variance
- View more
Compute a moving mean percentage error (MPE) incrementally.
Compute a moving mean absolute error (MAE) incrementally.