ema

ema(X, window, warmup=false)

Please see TALib for the parameters and windowing logic.

warmup is a Boolean value. The default value is false, indicating that the first (window-1) elements windows return NULL. If set to true, elements in the first (window-1) windows are calculated based on the formula given in the details.

Calculate the Exponential Moving Average (ema) for X in a count-based sliding window of the given length.

The calculation formula is as follows:

warmup=false:

• 

• warmup=true:

  

  where EMA_k is the k-th exponential moving average, n is the length of sliding window, X_k is the k-th element of the vector X.

x=12.1 12.2 12.6 12.8 11.9 11.6 11.2
ema(x,3);
// output
[,,12.3,12.55,12.225,11.9125,11.55625]

x=matrix(12.1 12.2 12.6 12.8 11.9 11.6 11.2, 14 15 18 19 21 12 10)
ema(x,3);

Related functions: gema, wilder, dema, tema