trader_ema

(PECL trader >= 0.2.0)

trader_ema — Exponential Moving Average

Описание

array trader_ema ( array $real [, integer $timePeriod ] )

Список параметров

real: Массив, содержащий реальные значения.
timePeriod: Номер периода. Допустимы значения от 2 до 100000.

Возвращаемые значения

Returns an array with calculated data or false on failure.

Коментарии

Aug 01

Автор: kazemi dot milad at gmail dot com


trader_ema in wrong calculate value 

this return just simple moving avrage 

for get ema correct use this code

$number is data array and $n is number of period

example:

$number[0]    => last value

$number[n]    =>first value



function exponentialMovingAverage(array $numbers, int $n): array

{

    $numbers=array_reverse($numbers);

    $m   = count($numbers);

    $α   = 2 / ($n + 1);

    $EMA = [];



    // Start off by seeding with the first data point

    $EMA[] = $numbers[0];



    // Each day after: EMAtoday = α⋅xtoday + (1-α)EMAyesterday

    for ($i = 1; $i < $m; $i++) {

        $EMA[] = ($α * $numbers[$i]) + ((1 - $α) * $EMA[$i - 1]);

    }

    $EMA=array_reverse($EMA);

    return $EMA;

}

2018-08-01 14:22:47

http://php5.kiev.ua/manual/ru/function.trader-ema.html

Aug 08

Автор: Ash Christos


This method works fine. If you're finding that the EMA and SMA results are the same, the precision setting might still be the default or not tuned to your use case. (For example floats with more than 3 levels, sathoshi's, etc) 



# this is needed for 0.00XXXXZ levels

ini_set( 'trader.real_precision', '8' );

2018-08-08 10:28:08

http://php5.kiev.ua/manual/ru/function.trader-ema.html

Jun 01

Автор: andy at siliconrockstar dot com


The trader_ema() function works correctly if you understand what the second argument is. The second argument is used to group the values into overlapping periods. Within the periods, the numbers undergo a simple average calculation.



So if you call trader_ema($array, 6), and your array only has six values, you're going to get back a simple average, because there is no previous data to weight the value.



If you call trader_ema($array, 3), then your six array values will be grouped into four overlapping groups of three, and you'll get back four values, each representing the EMA for that period.



Below is the output of trader_ema(array(1,2,2,1,3,4), 3) and trader_sma(array(1,2,2,1,3,4), 3). You can see the first value is the same for both the EMA and SMA calculations.



trader_ema(array(1,2,2,1,3,4), 3)



array(4) {

  [2]=>

  float(1.6666666667)

  [3]=>

  float(1.3333333333)

  [4]=>

  float(2.1666666667)

  [5]=>

  float(3.0833333333)

}



trader_sma(array(1,2,2,1,3,4), 3)



array(4) {

  [2]=>

  float(1.6666666667)

  [3]=>

  float(1.6666666667)

  [4]=>

  float(2)

  [5]=>

  float(2.6666666667)

}