Implement Spencer's 15-Point Moving Average #808
Merged
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This PR adds Spencer's 15-Point Moving Average (SMA15), a specialized weighted moving average designed for optimal data smoothing while preserving trend characteristics.
Implementation Details
Spencer's 15-Point Moving Average uses a fixed 15-point window with specific weights:
These weights sum to 320, which is used as the denominator for the weighted average calculation.
Changes
src/SMA15/SMA15.ts
with both standard and faster implementationssrc/SMA15/SMA15.test.ts
index.ts
README.md
Usage
Unlike other moving averages in the library that take a customizable interval parameter, Spencer's 15-Point Moving Average always uses 15 points with the predefined weights.
Fixes #807.
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