INNER CODE UNIT · Python

ema

aticio/legitindicators · legitindicators.py:27

def ema(data, length):
    """Exponential Moving Average

    :param data: List of price data
    :type data: list
    :param length: lookback period for ema
    :type length: int
    :return: EMA of given data
    :rtype: list
    """
    res = []
    alpha = 2 / (length + 1)
    for i, _ in enumerate(data):
        if i < length:
            res.append(1)
        elif i == length:
            res.append(sma(data[0:i], length)[-1])
        else:

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