TAlib v0.3.6 TAlib.Indicators.MA
Moving Average indicator Wikipedia Calculate SMA, WMA, and EMA
Link to this section Summary
Functions
Calculate Cumulative Moving Average
Calculate Exponential Moving Average
Calculate a list of EMA
Calculate Simple Moving Average
Calculate a list of SMA
Update Cumulative Moving Average when new price comes
Update Exponential Moving Average when new price comes
Update Simple Moving Average when new price comes
Calculate Weighted Moving Average
Link to this section Functions
Link to this function
cma(prices, period \\ 50)
Calculate Cumulative Moving Average
Parameters
- prices: List of prices, lates price is the first one in the list.
- period: MA period to be calculated. It must be less than size of prices
Example
iex> TAlib.Indicators.MA.cma([0,1,2,3],3)
2.0
Link to this function
ema(prices, period \\ 50)
Calculate Exponential Moving Average
Parameters
- prices: List of prices, lates price is the first one in the list.
- period: MA period to be calculated. It must be equal or less than size of prices
Example
iex> TAlib.Indicators.MA.ema([0,1,2,3],3)
1.0
Link to this function
ema_list(prices, period \\ 50)
Calculate a list of EMA
Parameters
- prices: List of prices, lates price is the last one in the list.
- period: MA period to be calculated. It must be equal or less than size of prices
Example
iex> TAlib.Indicators.MA.ema_list(1330.95, 1334.65, ...] , 3)
[nil, nil, 44.3289, 44.2096, 44.1796 ...]
Link to this function
sma(prices, period \\ 50)
Calculate Simple Moving Average
Parameters
- prices: List of prices, lates price is the first one in the list.
- period: MA period to be calculated. It must be equal or less than size of prices
Example
iex> TAlib.Indicators.MA.sma([1,2,3,4],3)
3.0
Link to this function
sma_list(prices, period \\ 50)
Calculate a list of SMA
Parameters
- prices: List of prices, lates price is the last one in the list.
- period: MA period to be calculated. It must be equal or less than size of prices
Example
iex> TAlib.Indicators.MA.sma_list(1330.95, 1334.65, ...] , 3)
[nil, nil, 44.3289 ...]
Link to this function
update_cma(current_cma, new_value, period)
Update Cumulative Moving Average when new price comes
Parameters
- current_cma: Previously calculated CMA
- new_value: New price to be added in the list
- period: MA period to be calculated.
Example
iex> TAlib.Indicators.MA.update_cma(44.4513,44, 4)
44.36104
Link to this function
update_ema(current_ema, new_value, period)
Update Exponential Moving Average when new price comes
Parameters
- current_ema: Previously calculated EMA
- new_value: New price to be added in the list
- period: MA period to be calculated.
Example
iex> TAlib.Indicators.MA.update_ema(1306.72, 1300, 50), 4)
1306.456471
Link to this function
update_sma(prices, current_sma, new_value, period \\ 50)
Update Simple Moving Average when new price comes
Parameters
- prices: List of prices, newest price is the first one in the list.
- current_sma: Previously calculated SMA
- new_value: New price to be added in the list
- period: MA period to be calculated. It must be equal or less than size of prices
Example
iex> TAlib.Indicators.MA.update_sma(@prices, 44.6028, 46.0826, 10), 4)
44.6028
Link to this function
wma(prices, period \\ 50)
Calculate Weighted Moving Average
Parameters
- prices: List of prices, lates price is the first one in the list.
- period: MA period to be calculated. It must be equal or less than size of prices
Example
iex> TAlib.Indicators.MA.wma([0,1,2,3],3)
2.3333333333333335