exponential-moving-average

Calculate an exponential moving average from an array of numbers.

Install

Install with npm:

$ npm install --save exponential-moving-average

Usage

var ema = require('exponential-moving-average');

var arr = [
  '22.27', 
  '22.19', 
  '22.08', 
  '22.17', 
  '22.18', 
  '22.13', 
  '22.23', 
  '22.43', 
  '22.24', 
  '22.29', 
  '22.15', 
  '22.39', 
  '22.38', 
  '22.61', 
  '23.36', 
  '24.05', 
  '23.75', 
  '23.83', 
  '23.95', 
  '23.63', 
  '23.82', 
  '23.87', 
  '23.65', 
  '23.19', 
  '23.10', 
  '23.33', 
  '22.68', 
  '23.10', 
  '22.40', 
  '22.17'
];

// calculate ema over 10 days
console.log(ema(arr, 10));

Results in:

[
  '22.22',
  '22.21',
  '22.24',
  '22.27',
  '22.33',
  '22.52',
  '22.80',
  '22.97',
  '23.13',
  '23.28',
  '23.34',
  '23.43',
  '23.51',
  '23.53',
  '23.47',
  '23.40',
  '23.39',
  '23.26',
  '23.23',
  '23.08',
  '22.92'
]

Options

Options may be passed as an object or as a number to specify only the range to use.

range

The number of array elements to use for the moving average. If no number is specified half of the length of the array is used.

Example

ema(arr, 10);
// or
ema(arr, {range: 10});

format

Format the numbers as they're added to the result.

ema(arr, {
  format: function(num) {
    return num.toFixed(3);
  }
});

About

Contributing

Pull requests and stars are always welcome. For bugs and feature requests, please create an issue.

Please read the contributing guide for advice on opening issues, pull requests, and coding standards.

Building docs

(This project's readme.md is generated by verb, please don't edit the readme directly. Any changes to the readme must be made in the .verb.md readme template.)

To generate the readme, run the following command:

$ npm install -g verbose/verb#dev verb-generate-readme && verb

Running tests

Running and reviewing unit tests is a great way to get familiarized with a library and its API. You can install dependencies and run tests with the following command:

$ npm install && npm test

Author

Jon Schlinkert

• github/jonschlinkert
• twitter/jonschlinkert

License

Copyright © 2017, Jon Schlinkert. Released under the MIT License.

This file was generated by verb-generate-readme, v0.5.0, on April 09, 2017.