1 unstable release
0.1.0 | Nov 18, 2020 |
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#2 in #ema
51 downloads per month
Used in 6 crates
4KB
55 lines
Exponential Moving Average (EMA)
use ta_common::traits::Indicator;
use ema_rs::EMA;
let mut ema = EMA::new(5);
assert_eq!(ema.next(81.59), 81.59);
assert_eq!(ema.next(81.06), 81.41333333333334);
assert_eq!(ema.next(82.87), 81.8988888888889);
assert_eq!(ema.next(83.00), 82.26592592592594);
assert_eq!(ema.next(83.61), 82.71395061728396);
assert_eq!(ema.next(83.15), 82.85930041152264);
assert_eq!(ema.next(82.84), 82.8528669410151);
assert_eq!(ema.next(83.99), 83.23191129401008);
assert_eq!(ema.next(84.55), 83.67127419600672);
assert_eq!(ema.next(84.36), 83.9008494640045);
assert_eq!(ema.next(85.53), 84.44389964266966);
assert_eq!(ema.next(86.54), 85.14259976177978);
assert_eq!(ema.next(86.89), 85.7250665078532);
Calculation
ema= (1-k) emaprev. + k * input;
k=2/(N+1);
N=period;
Dependencies
~10KB