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I write all my own filters so most of the time I use loops.
Length = param("Length", 1, 1, 100, 1);
factor = 2 /(Length + 1);
Exp[ 0 ] = Close[ 0 ];
for ( i = 1; i < barcount; i++)
{
Exp[ i ] = factor * Close[ i ] + ( 1 - factor) * Exp[ i - 1 ];
}
Erik Skyba, CMT
bigitop wrote:
>
> Yes, i notice that the initial value used for EMA is the 8 day simple
> moving average.
>
> I would like to match EMA to yahoo.com and quote.com. Does anyone know
> the formula to initialize the EMA?
>
> --- In amibroker@xxxxxxxxxxxxxxx <mailto:amibroker%40yahoogroups.com>,
> "Mike" <sfclimbers@xxx> wrote:
> >
> > There is a comment in the user guide referring you to the DEMA where
> it is indicated that the AmiBroker EMA is started from an MA rather than
> the first value.
> >
> > http://www.amibroker.com/guide/afl/afl_view.php?id=44
> <http://www.amibroker.com/guide/afl/afl_view.php?id=44>
> > http://www.amibroker.com/guide/afl/afl_view.php?id=42
> <http://www.amibroker.com/guide/afl/afl_view.php?id=42>
> >
> > Mike
> >
> > --- In amibroker@xxxxxxxxxxxxxxx
> <mailto:amibroker%40yahoogroups.com>, "bigitop" doctormuniz@ wrote:
> > >
> > > how does amibroker calculate the EMA?? it is giving me different
> values than yahoo's EMA... anyone knows?
> > >
> >
>
>
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