tripleEMA() function

The tripleEMA() function calculates the exponential moving average of values in the _value column grouped into n number of points, giving more weight to recent data with less lag than exponentialMovingAverage() and doubleEMA().

*Function type: Transformation*

tripleEMA(n: 5)

Triple exponential moving average rules

• A triple exponential moving average is defined as tripleEMA = (3 * EMA_1) - (3 * EMA_2) + EMA_3.
  • EMA_1 is the exponential moving average of the original data.
  • EMA_2 is the exponential moving average of EMA_1.
  • EMA_3 is the exponential moving average of EMA_2.
• A true triple exponential moving average requires at least requires at least 3 * n - 2 values. If not enough values exist to calculate the triple EMA, it returns a NaN value.
• tripleEMA() inherits all exponential moving average rules.

Parameters

n

The number of points to average.

*Data type: Integer*

Examples

Calculate a five point triple exponential moving average

from(bucket: "example-bucket"):
  |> range(start: -12h)
  |> tripleEMA(n: 5)

Function definition

tripleEMA = (n, tables=<-) =>
    tables
        |> exponentialMovingAverage(n:n)
        |> duplicate(column:"_value", as:"ema1")
    |> exponentialMovingAverage(n:n)
        |> duplicate(column:"_value", as:"ema2")
        |> exponentialMovingAverage(n:n)
        |> map(fn: (r) => ({r with _value: 3.0 * r.ema1 - 3.0 * r.ema2 + r._value}))
        |> drop(columns: ["ema1", "ema2"])

Related articles

• movingAverage() function
• doubleEMA() function
• timedMovingAverage() function
• exponentialMovingAverage() function
• InfluxQL TRIPLE_EXPONENTIAL_MOVING_AVERAGE()