gema

gema(X, window, alpha)

Please see TA-Lib Functions for the parameters and windowing logic.

alpha is a floating-point number in (0,1) indicating the smoothing factor alpha.

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:

where is the k-th exponential moving average, alpha is the smoothing factor, and X_k is the k-th element of the vector X.

x=12.1 12.2 12.6 12.8 11.9 11.6 11.2
gema(x,3,0.5);
// output
[,,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);

Related functions: ema, wilder, tema