quantitative/src/movingAverages.js

Apply indicators and strategies to time-series price data natively in Javascript.

export async function calculateSMA(arr, range = false) {
    if (!range) range = arr.length
    let sum = 0
    if (range > arr.length) range = arr.length
    for (let ii = arr.length - range; ii < arr.length; ii++) {
        sum += arr[ii]
    }

    return sum / range
}

export async function calculateEMA(arr, range = false) {
    if (!range) range = arr.length
    const yma = arr.reduce(
        (p, n, i) =>
            i
                ? p.concat(
                      (2 * n) / (range + 1) +
                          (p[p.length - 1] * (range - 1)) / (range + 1)
                  )
                : p,
        [arr[0]]
    )

    return yma[yma.length - 1]
}