Cheetah Cub: EMA core

Many market technical indicators use Exponential Moving Averages, and while we provide a complete EMA Cheetah Block, it is useful to have the underlying EMA functionality as a raw module when integrating into your own Algo Modules.

The EMA core component belongs to the Cheetah Cubs Library.

Browse

The EMA Cub Block implements an exponential moving average.

It is pipelined and can perform calculations on up to 255 instruments in parallel.

It has a single input and single output. The output has two strobes: one to indicate that output data is present, and one to indicate if the sequence is valid.

A sequence for a particular instrument will not be valid until the minimum number of events for that particular instrument have been received. This number of events is equal to the EMA length.

Writing is achieved in a single cycle but an input ready signal is disasserted if an attempt to write a subsuquent event for the same instrument is made and the internal logic is busy.


Copyright(c) 2016 Cheetah Solutions Pty Ltd

Patent Pending 61739845