#include <indicators.h>

Inheritance diagram for tzu::EMA:

Public Member Functions
	EMA (size_t period, double smoothing=2.0)
double	get () const noexcept
double	update (double value)
Public Member Functions inherited from tzu::Indicator< EMA, double, double >
double	get () const noexcept
double	update (double value)

Detailed Description

Exponential Moving Average (EMA)

Uses a smoothing factor to give more weight to recent values. Returns NaN until enough values have been added to fill the initial period. Once the initial period is filled, it calculates the EMA using the formula:

EMA_today = (Value_today * alpha) + (EMA_yesterday * (1 - alpha))

where alpha is the smoothing factor calculated as:

alpha = smoothing / (period + 1)

The default smoothing factor is 2.0, which is commonly used in financial applications.

Constructor & Destructor Documentation

◆ EMA()

tzu::EMA::EMA	(	size_t	period,
		double	smoothing = 2.0 )

inline

Member Function Documentation

◆ get()

double tzu::EMA::get ( ) const

inlinenoexcept

◆ update()

double tzu::EMA::update ( double value )