SmoothedMovingAverage - TODO: rename to ExponentialMovingAverage [1036444]

< > BotCompany Repo | #1036444 // SmoothedMovingAverage - TODO: rename to ExponentialMovingAverage

JavaX fragment (include) [tags: use-pretranspiled]

srecord noeq SmoothedMovingAverage(double period) {
  selfType period(double period) { this.period = period; this; }
  
  gettable double value = Double.NaN;
  gettable long steps;
  
  double get() { ret value; }
  
  double add(double x) {
    ++steps;
    if (isNaN(value))
      value = x;
    else
      value = blend(value, x, alpha());
    ret value;
  }
  
  double alpha() {
    ret reciprocal(period);
  }
  
  void reset {
    resetFields(this, "steps value");
  }
  
  bool complete() {
    ret steps >= period;
  }
}

Author comment

Began life as a copy of #1036438

Travelled to 2 computer(s): mowyntqkapby, mqqgnosmbjvj

Snippet ID:

#1036444

Snippet name:

SmoothedMovingAverage - TODO: rename to ExponentialMovingAverage

Eternal ID of this version:

#1036444/7

Text MD5:

6edb6cce0f07f0e59fdd24e29e632edc

Transpilation MD5:

d649167dbda1cd24e6b9f24f87021810

Author:

stefan

Category:

javax / trading

Type:

JavaX fragment (include)

Public (visible to everyone):

Yes

Archived (hidden from active list):

Created/modified:

2023-04-12 10:17:11

Source code size:

557 bytes / 29 lines

Pitched / IR pitched:

No / No

Views / Downloads:

178 / 256

Version history:

6 change(s)

Referenced in:

[show references]

1	srecord noeq SmoothedMovingAverage(double period) {
2	selfType period(double period) { this.period = period; this; }
3
4	gettable double value = Double.NaN;
5	gettable long steps;
6
7	double get() { ret value; }
8
9	double add(double x) {
10	++steps;
11	if (isNaN(value))
12	value = x;
13	else
14	value = blend(value, x, alpha());
15	ret value;
16	}
17
18	double alpha() {
19	ret reciprocal(period);
20	}
21
22	void reset {
23	resetFields(this, "steps value");
24	}
25
26	bool complete() {
27	ret steps >= period;
28	}
29	}