I am trying to calculate an exponential moving average of bitcoin in python2.7 but my result is always the same value and I have no idea why.
def calcSMA(data,counter,timeframe):
closesum = 0
for i in range(timeframe):
closesum = float(closesum) + float(data[counter-i])
return float(closesum / timeframe)
def calcEMA(price,timeframe,prevema):
multiplier = float(2/(timeframe+1))
ema = ((float(price) - float(prevema))*multiplier) + float(prevema)
return float(ema)
counter = 0
closeprice = [7242.4,7240,7242.8,7253.8,7250.6,7255.7,7254.9,7251.4,7234.3,7237.4
,7240.7,7232,7230.2,7232.2,7236.1,7230.5,7230.5,7230.4,7236.4]
while counter < len(closeprice):
if counter == 3:
movingaverage = calcSMA(closeprice,counter,3)
print movingaverage
if counter > 3:
movingaverage = calcEMA(closeprice[counter],3,movingaverage)
print movingaverage
counter +=1
This is how to calculate the EMA: {Close - EMA(previous day)} x multiplier + EMA(previous day) you seed the formula with a simple moving average.
Doing this in Excel works so might it be my use of variables?
I would be really glad if someone could tell me what I am doing wrong because I have failed on this simple problem for hours and can't figure it out I've tried storing my previous ema in a separate variable and I even stored all of them in a list but I am always getting the same values at every timestep.
The expression 2/(timeframe+1)
is always zero, because the components are all integers and therefore Python 2 uses integer division. Wrapping that result in float()
does no good; you just get 0.0
instead of 0
.
Try 2.0/(timeframe+1)
instead.
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