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The factor f=2/(n+1) is less than 1 when n>2.
Any exponential f^k will be also less than 1.
This property gives an opportunity to modify the
EMA.
SetBarsRequired(10000<FONT
size=2>,10000);
n=20;
Output1[0]=C[<FONT
size=2>0];
f = 2/(n+<FONT
size=2>1);
k=Param(<FONT
size=2>"k",1<FONT
size=2>,0.1,<FONT
size=2>3,0.1<FONT
size=2>);
for( i = 1; i
< BarCount; i++ )
{
output1[ i ] = f^k * C[ i ] + (1 -
f^k) * output1[ i - 1 ];
}
Plot(EMA<FONT
size=2>(C,n),"ema"<FONT
size=2>,colorBrightGreen,1<FONT
size=2>);
Plot(Output1,<FONT
size=2>"EXPema",colorWhite,8<FONT
size=2>);
Plot(C,"C"<FONT
size=2>,1,<FONT
size=2>8);
For k=1 the EXPema becomes the regular EMA.
Dimitris Tsokakis
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