I've been trying to calculate the Exponential Moving Average (EMA) for stock prices. I have the following methods:
def ema(self, prices, period):
if len(prices) < period:
return 'Not enough data to calculate EMA'
return self.ema_helper(prices, period, (2 / (period + 1)), len(prices))
def ema_helper(self, prices, N, k, length):
if len(prices) == length-N:
return prices[0]
return prices[0] * k + self.ema_helper(prices[1:], N, k, length) * (1 - k)
I'm going off of this formula:
EMA = Price(t) × k + EMA(y) × (1 ? k)
where:
t = today
y = yesterday
N = number of days in EMA
k = 2 ÷ (N + 1)
Why is it not calculating the EMA?
This is the dataset I'm using: (from the latest price 22.27 to the oldest price 22.17)
[22.27, 22.19, 22.08, 22.17, 22.18, 22.13, 22.23, 22.43, 22.24, 22.29, 22.15, 22.39, 22.38, 22.61, 23.36, 24.05, 23.75, 23.83, 23.95, 23.63, 23.82, 23.87, 23.65, 23.19, 23.1, 23.33, 22.68, 23.1, 22.4, 22.17]
The period is the number of days in EMA. I am assuming a 10 day EMA.
question from:
https://stackoverflow.com/questions/65860467/how-do-i-calculate-the-exponential-moving-average-in-python 
