package indicator import ( "math" "github.com/c9s/bbgo/pkg/types" ) // Geometric Moving Average // // The Geometric Moving Average (GMA) is a technical analysis indicator that uses the geometric mean of a set of data points instead of // the simple arithmetic mean used by traditional moving averages. It is calculated by taking the nth root of the product of the last n // data points, where n is the length of the moving average. The resulting average is then plotted on the price chart as a line, which can // be used to make predictions about future price movements. Because the GMA gives more weight to recent data points, it is typically more // responsive to changes in the underlying data than a simple moving average. //go:generate callbackgen -type GMA type GMA struct { types.SeriesBase types.IntervalWindow SMA *SMA UpdateCallbacks []func(value float64) } func (inc *GMA) Last() float64 { if inc.SMA == nil { return 0.0 } return math.Exp(inc.SMA.Last()) } func (inc *GMA) Index(i int) float64 { if inc.SMA == nil { return 0.0 } return math.Exp(inc.SMA.Index(i)) } func (inc *GMA) Length() int { return inc.SMA.Length() } func (inc *GMA) Update(value float64) { if inc.SMA == nil { inc.SMA = &SMA{IntervalWindow: inc.IntervalWindow} } inc.SMA.Update(math.Log(value)) } func (inc *GMA) Clone() (out *GMA) { out = &GMA{ IntervalWindow: inc.IntervalWindow, SMA: inc.SMA.Clone().(*SMA), } out.SeriesBase.Series = out return out } func (inc *GMA) TestUpdate(value float64) *GMA { out := inc.Clone() out.Update(value) return out } var _ types.SeriesExtend = &GMA{} func (inc *GMA) PushK(k types.KLine) { inc.Update(k.Close.Float64()) } func (inc *GMA) LoadK(allKLines []types.KLine) { for _, k := range allKLines { inc.PushK(k) } } func (inc *GMA) BindK(target KLineClosedEmitter, symbol string, interval types.Interval) { target.OnKLineClosed(types.KLineWith(symbol, interval, inc.PushK)) }