exponentialTimeDecayedMax

exponentialTimeDecayedMax

Returns the maximum of the computed exponentially smoothed moving average at index t in time with that at t-1.

Syntax

Arguments

• value — Value. Integer, Float or Decimal.
• timeunit — Timeunit. Integer, Float or Decimal, DateTime, DateTime64.

Parameters

• x — Half-life period. Integer, Float or Decimal.

Returned values

• Returns the maximum of the exponentially smoothed weighted moving average at t and t-1. Float64.

Example

Query:

Result: