jesse-indicators/src/EMA/index.ts

A Technical indicator library for TypeScript.

import SMA from '../SMA'

/**
 * Exponential Moving Average (EMA)
 *
 * @param {number[]} prices
 * @param {number} period
 * @returns {number}
 */
export default function EMA(prices: number[], period: number): number {
    let EM: number = SMA(prices.slice(0, period), period)
    let F: number = 2 / (period + 1)

    for (let index = 0; index < prices.slice(period).length; index++) {
        EM = EM + F * (prices.slice(period)[index] - EM)
    }

    return EM
}

/**
 * EMA calculation that uses the last known EMA to boost performance.
 *
 * @param price
 * @param period
 * @param EM
 */
export function quickEMA(price: number, period: number, EM: number): number {
    let F: number = 2 / (period + 1)

    return EM + F * (price - EM)
}