Awesome

Scala Quant

This is a project to explore market data.

This project is designed to work with a specific IFTTT plugin: Keep track of a particular stock's daily closing price in a spreadsheet

This project is also designed to work with a CSV of historical data downloaded from Google Finance.

Utilizing

Download the CSV file for your desired Stock/ETF.

Functions

avgResistance(data:List[List[Double]]): Double

Calculates the average resistance based local maxes from split lists. Takes maximum values from the split lists and then generates an average using the amount of split lists.

avgSupport(data:List[List[Double]]): Double

Calculates the average support based local maxes from split lists. Takes minimum values from the split lists and then generates an average using the amount of split lists.

movingAvg(movingAvgSize:Double, data:List[Double] ): Double

Calculates moving average. The amount of days is pre-defined to 10.

fibRetracementValues(high:Double, low:Double): List[Double]

Calculates Fibonacci Retracement values for the given high and low. Predefined ratios for the retracement values are: 23.6%, 38.2%, 50.0%, 0.618%, 100%.

Configuration

It is also able to configure how many days should be grouped into the lists for calculating the average resistance and support. Edit final val step = 5.

The moving average size can be changed. Edit final val movingAvgSize = 10

License

MIT