exponentialMovingAverage() function

Exponential moving average rules

• The first value of an exponential moving average over n values is the algebraic mean of values.
• Subsequent values are calculated as y(t) = x(t) * k + y(t-1) * (1 - k), where:
  • y(t) is the exponential moving average at time t.
  • k = 2 / (1 + n).
• The average over a period populated by only null values is .
• Exponential moving averages skip null values.

Examples

Calculate a five point exponential moving average

Table transformation with a two point exponential moving average

Input table:

Query:

Output table:

Related articles

• movingAverage() function
• doubleEMA() function