Ruby technical analysis toolkit for stocks, commodities, and other time series.

Codebase derived from Steven B. Achelis' Technical Analysis from A to Z (2nd Edition).

Specs use examples from the book to verify accuracy.

• Statistical Methods
  • Mean
  • Standard Deviation
  • Variance
• Moving Averages
  • Simple Moving Average
  • Exponential Moving Average
  • Weighted Moving Average
• Indicators
  • Bollinger Bands
  • Chaikin Money Flow
  • Chande Momentum Oscillator
  • Envelopes EMA
  • Intraday Momentum Index
  • MACD
  • Mass Index
  • Pivot Points
  • Price Channel
  • QStick
  • Rate of Change
  • Relative Momentum Index
  • Relative Strength Index
  • Stochastic Oscillator
  • Volume Oscillator
  • Wilders Smoothing
  • Williams %R

Add this line to your Gemfile

gem 'ruby-technical-analysis'

Then run bundle install.

gem install ruby-technical-analysis from the command line.

Examples:

# Bollinger Bands

# Closing prices
series = [31.875, 32.125, 32.3125, 32.125, 31.875]

bb = RubyTechnicalAnalysis::BollingerBands.new(series: series, period: 5)

bb.valid?
# => true

bb.call
# => [32.397, 32.062, 31.727]

# Intraday Momentum Index 

# [Open, Close]
oc_series = [[18.4833, 18.5], [18.5417, 18.4167], [18.4167, 18.1667], [18.1667, 18.125], [18.1667, 17.9583], [18.0417, 18], [18, 17.9583], [17.9167, 17.8333], [17.7917, 17.9583]]

imi = RubyTechnicalAnalysis::IntradayMomentumIndex.new(series: oc_series, period: 7)

imi.valid?
# => true

imi.call
# => 19.988

All indicators have the #valid? instance method to validate the indicator prior to calling #call.

Yard documentation available.

Specs are run in Github workflows. You can run them yourself with:

rspec spec

The gem is available open source under the terms of the MIT License.