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Hello,
You will find an exact formula for the
EMA
in <A
href="">http://www.amibroker.com/docs/ab400.html
written in JScript. The built-in EMA works with
the same math.
Best regards,Tomasz Janeczko===============AmiBroker - the
comprehensive share manager.<A
href="">http://www.amibroker.com
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A title=lcoetzer@xxxx
href="">Louw-Roux Coetzer
To: <A title=amibroker@xxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Saturday, November 24, 2001
12:56 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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