1 ! Copyright (C) 2008 John Benediktsson
2 ! See http://factorcode.org/license.txt for BSD license
4 USING: arrays assocs kernel grouping sequences shuffle
5 math math.functions math.statistics math.vectors ;
9 : enumerate ( seq -- newseq )
12 : distribute ( amount n -- seq )
13 [ / ] keep 0 <array> [ 0 0 ] dip
14 [ + [ [ dup ] dip + ] dip
15 [ dup round ] dip 2dup -
16 [ drop ] dip ] map 3nip ;
20 : weighted ( x y a -- z )
21 tuck [ * ] [ 1 swap - * ] 2bi* + ;
26 : first-rest ( seq -- first rest )
27 [ first ] keep 1 tail-slice ;
31 : ema ( seq n -- newseq )
32 a swap first-rest swap [ [ dup ] 2dip swap rot weighted ] accumulate 2nip ;
34 : sma ( seq n -- newseq )
37 : macd ( seq n1 n2 -- newseq )
38 rot dup ema [ swap ema ] dip v- ;
40 : momentum ( seq n -- newseq )
41 2dup tail-slice -rot swap [ length ] keep
42 [ - neg ] dip swap head-slice v- ;