Documentation

doubleEMA() function

doubleEMA() returns the double exponential moving average (DEMA) of values in the _value column grouped into n number of points, giving more weight to recent data.

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 a NaN value.
  • doubleEMA() inherits all exponentialMovingAverage() rules.
Function type signature
(<-tables: stream[{A with _value: B}], n: int) => stream[C] where B: Numeric, C: Record
For more information, see Function type signatures.

Parameters

n

(Required) Number of points to average.

tables

Input data. Default is piped-forward data (<-).

Examples

Calculate a three point double exponential moving average

import "sampledata"

sampledata.int()
    |> doubleEMA(n: 3)

View example input and output


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