exponentialMovingAverage

exponentialMovingAverage

Calculates the exponential moving average of values for the determined time.

Syntax

Each value corresponds to the determinate timeunit. The half-life x is the time lag at which the exponential weights decay by one-half. The function returns a weighted average: the older the time point, the less weight the corresponding value is considered to be.

Arguments

• value — Value. Integer, Float or Decimal.
• timeunit — Timeunit. Integer, Float or Decimal. Timeunit is not timestamp (seconds), it's -- an index of the time interval. Can be calculated using intDiv.

Parameters

• x — Half-life period. Integer, Float or Decimal.

Returned values

• Returns an exponentially smoothed moving average of the values for the past x time at the latest point of time.

Type: Float64.

Examples

Input table:

Query:

Result:

Query:

Result: