Author: | mrjbq7 |
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Mode: | factor |
Date: | Tue, 23 Sep 2008 18:52:33 |
: ema ( seq n -- newseq ) #! An exponentially-weighted moving average: #! A = 2.0 / (N + 1) #! EMA[t] = (A * VAL[t]) + ((1-A) * EMA[t-1]) 1+ 2.0 swap / dup 1 swap - swap rot [ [ dup ] dip * ] map swap drop 0 swap [ [ dup ] 2dip [ * ] dip + dup ] map [ drop drop ] dip 1 tail-slice >array ;