How to calculate EMA in Swift
To calculate the Exponential Moving Average (EMA) in Swift, you can use the following formula:
EMA = (current_price * k) + (previous_EMA * (1 - k))
Where current_price
is the most recent price point, previous_EMA
is the previous period's EMA, and k
is the smoothing constant. This constant is calculated as 2 / (n + 1)
, where n
is the number of periods in the EMA.
Here is some sample code to calculate a 10-period EMA:
let data = [3.0, 4.0, 5.0, 4.5, 4.0, 5.5, 6.0, 5.5, 5.0, 4.5]
let n = 10
let k = 2 / Double(n + 1)
var ema = data[0]
for i in 1..<data.count {
ema = (data[i] * k) + (ema * (1 - k))
}
print(ema)
You can also use the reduce
function to calculate the EMA.
let k = 2 / Double(n + 1)
let ema = data.suffix(n).reduce(data.first!) { (prev, curr) in (curr * k) + (prev * (1 - k)) }
In this code snippet, data
is an array of Double containing the trading data, n
is the number of periods in the EMA, k
is the smoothing constant, ema
is the calculated EMA.
Keep in mind that the first EMA value is typically the SMA of the first n periods, and then the EMA is calculated based on that value.