doubleEMA() function
The doubleEMA()
function calculates the exponential moving average of values in
the _value
column grouped into n
number of points, giving more weight to recent
data at double the rate of exponentialMovingAverage()
.
doubleEMA(n: 5)
Double exponential moving average rules
- A double exponential moving average is defined as
doubleEMA = 2 * EMA_N - EMA of EMA_N
.EMA
is an exponential moving average.N = n
is the period used to calculate the EMA.
- A true double exponential moving average requires at least
2 * n - 1
values. If not enough values exist to calculate the double EMA, it returns aNaN
value. doubleEMA()
inherits all exponential moving average rules.
Parameters
n
Number of points to average.
tables
Input data.
Default is piped-forward data (<-
).
Examples
The following example uses data provided by the sampledata
package
to show how doubleEMA()
transforms data.
Calculate a three point double exponential moving average
import "sampledata"
sampledata.int()
|> doubleEMA(n: 3)
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