Calculate an exponential moving average from an array of numbers.

Install with npm:

$ npm install --save exponential-moving-average

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

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 the numbers as they're added to the result.

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

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.

(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 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

Jon Schlinkert

• github/jonschlinkert
• twitter/jonschlinkert

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

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