Some useful financial functions

thought these might be handy to a few people. I can't take credit for most:

Drawdown
drawdown:{[x]v:u?max u:(maxs x)-x;(u v;x?x[v]+u v;v)};

This returns a vector, the drawdown value, the index of the start and end of that period.


EMA
ema:{[n;x]b:1-a:2%n+1;c:(sum n#x)%n;((n-1)#0n),c,c{[a;b;x;y](a*y)+b*x}[a;b]\n _x};

Smooth Moving Average
smavg:{[n;x]((n-1)#0n),i,{(z+(x-1)*y)%x}[n]\[i:avg n#x;n _ x:0^x]};

Max Consecutive Losses
MaxConsectiveLosers:(max count each "0"vs raze string pl<0)

Convert Tics to Float and visa versa

f2tic:{[x]a:x - floor x;b:a%(1%32);c:floor(a -(floor b)%32)%(1%256);if[c=4;c:"+"];raze raze string(floor x),"-",string floor b, string floor c};

tic2f:{("I"$n#x)+((8*"I"$x n+1 2)+"0123+567"?x 3+n:x?"-")%256.}