Perhaps use the DescriptiveStatistics class with an appropriate window size? http://commons.apache.org/proper/commons-math/javadocs/api-3.6.1/index.html You will have to retrieve the sum after the insertion of each new data point.
On Wed, May 17, 2017 at 4:22 AM, Gilles <[email protected]> wrote: > Hi. > > On Wed, 17 May 2017 09:54:23 +0000, [email protected] wrote: > >> Hi guys, >> >> is there any methods in apache common math library that I can use to >> implement Exponential Moving Average and other financial statistics >> functions like MACD,SMA,RSI? >> >> >> https://en.wikipedia.org/wiki/Moving_average#Exponential_moving_average >> >> https://en.wikipedia.org/wiki/MACD >> >> https://en.wikipedia.org/wiki/Moving_average#Simple_moving_average >> >> https://en.wikipedia.org/wiki/Relative_strength_index >> > > I don't think so; but you should have a look at the contents of the > "stat" package too see how easy/difficult this extension would be > within the current design. [Some of it needs change but we lack human > resources. Help welcome...] > > > Best regards, > Gilles > > >> regards, >> Tobi >> > > > --------------------------------------------------------------------- > To unsubscribe, e-mail: [email protected] > For additional commands, e-mail: [email protected] > >
