Struct ta::indicators::ExponentialMovingAverage [−][src]
pub struct ExponentialMovingAverage { /* fields omitted */ }
Expand description
An exponential moving average (EMA), also known as an exponentially weighted moving average (EWMA).
It is a type of infinite impulse response filter that applies weighting factors which decrease exponentially. The weighting for each older datum decreases exponentially, never reaching zero.
Formula
Where:
- EMAt - is the value of the EMA at any time period t.
- EMAt-1 - is the value of the EMA at the previous period t-1.
- pt - is the input value at a time period t.
- α - is the coefficient that represents the degree of weighting decrease, a constant smoothing factor between 0 and 1.
α is calculated with the following formula:
Where:
- period - number of periods
Parameters
- period - number of periods (integer greater than 0)
Example
use ta::indicators::ExponentialMovingAverage; use ta::Next; let mut ema = ExponentialMovingAverage::new(3).unwrap(); assert_eq!(ema.next(2.0), 2.0); assert_eq!(ema.next(5.0), 3.5); assert_eq!(ema.next(1.0), 2.25); assert_eq!(ema.next(6.25), 4.25);
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Trait Implementations
Auto Trait Implementations
impl RefUnwindSafe for ExponentialMovingAverage
impl Send for ExponentialMovingAverage
impl Sync for ExponentialMovingAverage
impl Unpin for ExponentialMovingAverage
impl UnwindSafe for ExponentialMovingAverage
Blanket Implementations
Mutably borrows from an owned value. Read more