WARNING

This module is lack of maintainance.If you are familiar with python programming maybe you could check

**stock-pandas**which provides powerful statistic indicators support, and is backed by

`numpy`

and `pandas`

, The performance of **stock-pandas**is many times higher than JavaScript libraries, and can be directly used by machine learning programs.

moving-averages

The complete collection of FinTech utility methods for Moving average, including:- simple moving average (MA)
- dynamic weighted moving average (DMA)
- exponential moving average (EMA)
- smoothed moving average (SMA)
- weighted moving average (WMA)

And

`moving-averages`

will also handle empty values.## install

`$ npm i moving-averages`

## usage

```
import {
ma, dma, ema, sma, wma
} from 'moving-averages'
ma([1, 2, 3, 4, 5], 2)
// [<1 empty item>, 1.5, 2.5, 3.5, 4.5]
```

## Simple Moving Average: `ma(data, size)`

**data**`Array.<Number|undefined>`

the collection of data inside which empty values are allowed. Empty values are useful if a stock is suspended.**size**`Number`

the size of the periods.

Returns

`Array.<Number|undefined>`

#### Special Cases

```
// If the size is less than `1`
ma([1, 2, 3], 0.5) // [1, 2, 3]
// If the size is larger than data length
ma([1, 2, 3], 5) // [<3 empty items>]
ma([, 1,, 3, 4, 5], 2)
// [<2 empty items>, 0.5, 1.5, 3.5, 4.5]
```

And all of the other moving average methods have similar mechanism.

## Dynamic Weighted Moving Average: `dma(data, alpha, noHead)`

**data****alpha**`Number|Array.<Number>`

the coefficient or list of coefficients`alpha`

represents the degree of weighting decrease for each datum.

`alpha`

is a number, then the weighting decrease for each datum is the same.
- If `alpha`

larger than `1`

is invalid, then the return value will be an empty array of the same length of the original data.
- If `alpha`

is an array, then it could provide different decreasing degree for each datum.**noHead**`Boolean=`

whether we should abandon the first DMA.

Returns

`Array.<Number|undefined>`

```
dma([1, 2, 3], 2) // [<3 empty items>]
dma([1, 2, 3], 0.5) // [1, 1.5, 2.25]
dma([1, 2, 3, 4, 5], [0.1, 0.2, 0.1])
// [1, 1.2, 1.38]
```

## Exponential Moving Average: `ema(data, size)`

Calulates the most frequent used exponential average which covers about 86% of the total weight (when `alpha = 2 / (N + 1)`

).**data****size**`Number`

the size of the periods.

Returns

`Array.<Number|undefined>`

## Smoothed Moving Average: `sma(data, size, times)`

Also known as the modified moving average or running moving average, with `alpha = times / size`

.**data****size****times**`Number=1`

Returns

`Array.<Number|undefined>`

## Weighted Moving Average: `wma(data, size)`

Calculates convolution of the datum points with a fixed weighting function.Returns

`Array.<Number|undefined>`

## Related FinTech Modules

- bollinger-bands: Fintach math utility to calculate bollinger bands.
- s-deviation: Math utility to calculate standard deviations.
- moving-averages: The complete collection of utility methods for Moving average.

MIT