Comments (1)
@snth Thanks for sharing that! That looks awesome!
I don't see myself adding it anytime soon, but it would be great to have it shared.
let calc_ewma = alpha:null span:1 rel -> (
from rel
filter t==1
select {t, x, ewma=x}
loop (
join rel (that.t==this.t+1)
select {t, x, ewma = (alpha ?? 2/(span+1))*x + (1-(alpha ?? 2/(span+1)))*ewma}
)
)
let data = (
from tris_with_sma
sort Date
derive {t=row_number this, x=google_tri}
)
from data
#calc_ewma alpha:2/(10+1)
calc_ewma span:10
derive google_ewma10 = ewma
select {Date=t, google_tri=x, google_ewma10=ewma}
from querying-with-prql.
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