In kdb, an ema function is already provided which works fine for regular time series.
However for irregular time series, does anyone have an ema function implemented for that?
I think I am suppose to use ternary accumulators but can't seem to get it to work.
I am trying to implement as per this youtube link (https://www.youtube.com/watch?v=22pT7rGbEv8) whereby the author provided the python version (https://github.com/stakewithus/notes/blob/main/notebook/ema.ipynb).
The weightings change depending on the delta time.