gema
Syntax
gema(X, window, alpha)
Please see TA-Lib Functions for the parameters and windowing logic.
Arguments
alpha is a floating-point number in (0,1) indicating the smoothing factor alpha.
Details
Calculate the Exponential Moving Average (ema) for X in a sliding window of the given length.
Different from ema, the function gema uses a smoothing factor alpha for EMA. The formula is:
\(GEMA(X)_k = alpha*X_k + \Bigl(1-alpha\Bigr)*GEMA(X)_{k-1}\)
where \(GEMA(X)_k\) is the k-th exponential moving average, alpha is the smoothing factor, and X_k is the k-th element of the vector X.
Examples
$ x=12.1 12.2 12.6 12.8 11.9 11.6 11.2
$ gema(x,3,0.5);
[,,12.299999999999998,12.55,12.225000000000001,11.912500000000001,11.55625]
$ x=matrix(12.1 12.2 12.6 12.8 11.9 11.6 11.2, 14 15 18 19 21 12 10)
$ gema(x,3,0.1);
col1 |
col2 |
|---|---|
12.3 |
15.6667 |
12.35 |
16 |
12.305 |
16.5 |
12.2345 |
16.05 |
12.131 |
15.445 |