series-processing/lib/studies/EMA.js

Time-series processing for forex, market analysis, including MA, EMA,...

'use strict';

Object.defineProperty(exports, "__esModule", {
  value: true
});

function _defineProperty(obj, key, value) { if (key in obj) { Object.defineProperty(obj, key, { value: value, enumerable: true, configurable: true, writable: true }); } else { obj[key] = value; } return obj; }

/**
 * Exponential Moving Average
 * @see https://en.wikipedia.org/wiki/Exponential_smoothing
 *
 * <output series> = ema(<input series>, length)
 */
var EMA = exports.EMA = function EMA(outputKey, inputKey, length) {
  return function (lastPoint, dataStream) {
    if (typeof lastPoint === 'undefined' || typeof lastPoint[inputKey] === 'undefined') {
      return null;
    }

    var previousPoint = dataStream.getPrevious();
    // Use the last data item as the first previous EMA value (if not previous point)
    var previousEma = previousPoint && previousPoint[inputKey] ? previousPoint[inputKey] : lastPoint[inputKey];
    var K = 2 / (1 + length);
    var ema = lastPoint[inputKey] * K + previousEma * (1 - K);
    return _defineProperty({}, outputKey, ema);
  };
};