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Hi Tomasz
I figured out my mistake and am now on my
way to riches again...
Kind regards
Louw Coetzer
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A href=""
title=lcoetzer@xxxx>Louw-Roux Coetzer
To: <A
href=""
title=amibroker@xxxxxxxxxxxxxxx>amibroker@xxxxxxxxxxxxxxx
Sent: Saturday, November 24, 2001 1:56
PM
Subject: [amibroker] EMA
Dear Tomasz
Could you please tell me exactly how AmiBroker
goes about calculating the Exponential Moving Average...especially the
smoothing factor it uses...
Currently I'm using this
formula:
( Today's close * X1 )+( Yesterday's Moving Average
* X2 )
Where X1 and X2 are the smoothing factors
calculated as follows:
n = The period of the EMA e.g. 10
days
s = Smoothing Factor
X1 = 2 / (n + s)
X2 = s - X1
When I run this formula on say 20 day's of data
from a specific share and compare it to the EMA calculation in AB, I finda
difference...thus there must be a difference in the calculations AB uses...I
need this to compile a possible solution to my previous e-mail concerning
MACD/Price matrix creation.
Kind regards
Louw Coetzer
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