3.5 KiB
3.5 KiB
title | description | menu | weight | flux/v0/tags | introduced | |||||||||
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tripleEMA() function | `tripleEMA()` returns the triple exponential moving average (TEMA) of values in the `_value` column. |
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101 |
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0.38.0 |
tripleEMA()
returns the triple exponential moving average (TEMA) of values in
the _value
column.
tripleEMA
uses n
number of points to calculate the TEMA, giving more
weight to recent data with less lag than exponentialMovingAverage()
and
doubleEMA()
.
Triple exponential moving average rules
- A triple exponential moving average is defined as
tripleEMA = (3 * EMA_1) - (3 * EMA_2) + EMA_3
.EMA_1
is the exponential moving average of the original data.EMA_2
is the exponential moving average ofEMA_1
.EMA_3
is the exponential moving average ofEMA_2
.
- A true triple exponential moving average requires at least requires at least
3 * n - 2
values. If not enough values exist to calculate the TEMA, it returns aNaN
value. tripleEMA()
inherits allexponentialMovingAverage()
rules.
Function type signature
(<-tables: stream[{A with _value: B}], n: int) => stream[C] where B: Numeric, C: Record
{{% caption %}} For more information, see Function type signatures. {{% /caption %}}
Parameters
n
({{< req >}}) Number of points to use in the calculation.
tables
Input data. Default is piped-forward data (<-
).
Examples
Calculate a three point triple exponential moving average
import "sampledata"
sampledata.int()
|> tripleEMA(n: 3)
{{< expand-wrapper >}} {{% expand "View example input and output" %}}
Input data
_time | _value | *tag |
---|---|---|
2021-01-01T00:00:00Z | -2 | t1 |
2021-01-01T00:00:10Z | 10 | t1 |
2021-01-01T00:00:20Z | 7 | t1 |
2021-01-01T00:00:30Z | 17 | t1 |
2021-01-01T00:00:40Z | 15 | t1 |
2021-01-01T00:00:50Z | 4 | t1 |
_time | _value | *tag |
---|---|---|
2021-01-01T00:00:00Z | 19 | t2 |
2021-01-01T00:00:10Z | 4 | t2 |
2021-01-01T00:00:20Z | -3 | t2 |
2021-01-01T00:00:30Z | 19 | t2 |
2021-01-01T00:00:40Z | 13 | t2 |
2021-01-01T00:00:50Z | 1 | t2 |
Output data
_time | _value | *tag |
---|---|---|
2021-01-01T00:00:50Z | 7.6250000000000036 | t1 |
_time | _value | *tag |
---|---|---|
2021-01-01T00:00:50Z | 4.0729166666666625 | t2 |
{{% /expand %}} {{< /expand-wrapper >}}