ema

Documentation

Index

• type EMA
  • func NewEMA(n_p95 int) *EMA
  • func NewEMI(n_p95 int) *EMA
  • func (ema *EMA) Add(value float64)
  • func (ema *EMA) Value() float64

Types

type EMA

type EMA struct {
	// contains filtered or unexported fields
}

Implement an exponentially moving average to the likes of the writer. Because there's millions of implementations so what's wrong with yet another one.

func NewEMA

func NewEMA(n_p95 int) *EMA

New Exponentially Moving Average. The argument is the amount of samples we'll keep, and it's defined as the number for which the n-th old sample would have a weight of 5%, the point at which we discard it. The 0-th sample has got a weight of 1.

func NewEMI

func NewEMI(n_p95 int) *EMA

New Exponentially Moving Integral. Works the same as the EMA does, but without dividing by the total weight at the end.

func (*EMA) Add

func (ema *EMA) Add(value float64)

func (*EMA) Value

func (ema *EMA) Value() float64