function to calculate moving average, bollinger bands and so on

rolling-map.lisp

(defun rolling-map (n func list &optional (sequence '()) (return '()))
	   (cond ((eq list '()) return)
		 (t (setq sequence (append sequence (list (car list))))
		    (if (> (length sequence) n) (setq sequence (cdr sequence)))
		    (setq return (append return (list (apply func sequence))))
		    (rolling-map n func (cdr list) sequence return))))

(defun average (&rest list) (/ (apply '+ list) (length list)))

(rolling-map 3 'list '(1 1 2 3 5 8 13 21 34))
((1) (1 1) (1 1 2) (1 2 3) (2 3 5) (3 5 8) (5 8 13) (8 13 21) (13 21 34))

(rolling-map 3 'average '(1 1 2 3 5 8 13 21 34))
(1 1 4/3 2 10/3 16/3 26/3 14 68/3)

; list                 sequence  return
; (1 1 2 3 5 8 13 21 34) NIL     NIL 
; (1 2 3 5 8 13 21 34)   (1)     (1) 
; (2 3 5 8 13 21 34)    (1 1)    (1 1) 
; (3 5 8 13 21 34)     (1 1 2)   (1 1 4/3) 
; (5 8 13 21 34)       (1 2 3)   (1 1 4/3 2) 
; (8 13 21 34)         (2 3 5)   (1 1 4/3 2 10/3) 
; (13 21 34)           (3 5 8)   (1 1 4/3 2 10/3 16/3) 
; (21 34)              (5 8 13)  (1 1 4/3 2 10/3 16/3 26/3) 
; (34)                (8 13 21)  (1 1 4/3 2 10/3 16/3 26/3 14) 
; NIL                 (13 21 34) (1 1 4/3 2 10/3 16/3 26/3 14 68/3)