Documentation

docs/EMA.md

@@ -1,4 +1,7 @@
 # EMA: Exponential Moving Average
+period = 10
+
+![Alt text](./img/EMA_chart.svg)
 
 EMA needs very short history buffer and calculates the EMA value using just the previous EMA value. The weight of the new datapoint (k) is k = 2 / (period-1)
 
@@ -14,25 +17,33 @@ EMA_n = \left\{ \begin{array}{cl}
 $$
 
 
-## Implementation
 
-``` csharp
-EMA_Series mean = new(source: data, period: p, useNaN: false);
+## Reference Calculation
+period = 5
 ```
-
-- `TSeries source` -  List of value tuples (DateTime, double)
-- `int period` - Integer representing the period of SMA
-- `bool useNaN` - if true, initial values from 1 to period-1 will be replaced with NaN. If false, the initial calculation will return values for SMA(length) instead of SMA(period)
-
-## Comparison & Validation
-
-Validation tests
-Performance tests
-
-## Visual analysis
-
-![Alt text](./img/EMA_chart.svg)
-
-
-
+TSeries data = new() {81.59, 81.06, 82.87, 83.00, 83.61, 83.15, 82.84, 83.99, 84.55, 84.36, 85.53, 86.54, 86.89, 87.77, 87.29};
+EMA_Series ema = new(data, 5, useNaN: false);
+EMA_Series ema_nan = new(data, 5, useNaN: true);
+for (int i=0; i< data.Count; i++)
+    Console.WriteLine($"{i}\t{data[i].v,7:f2}\t{ema_nan[i].v,7:f3}\t{ema[i].v,7:f3}");
+```
+|#|input|ema_NaN|ema|
+|--|:--:|:--:|:--:|
+|0|  81.59|    NaN| 81.590|
+|1|  81.06|    NaN| 81.325|
+|2|  82.87|    NaN| 81.840|
+|3|  83.00|    NaN| 82.130|
+|4|  83.61| 82.426| 82.426|
+|5|  83.15| 82.667| 82.667|
+|6|  82.84| 82.725| 82.725|
+|7|  83.99| 83.147| 83.147|
+|8|  84.55| 83.614| 83.614|
+|9|  84.36| 83.863| 83.863|
+|10|  85.53| 84.419| 84.419|
+|11|  86.54| 85.126| 85.126|
+|12|  86.89| 85.714| 85.714|
+|13|  87.77| 86.399| 86.399|
+|14|  87.29| 86.696| 86.696|
 ## References
+
+- https://en.wikipedia.org/wiki/Exponential_smoothing