Re: [Metastockusers] Exponential Moving Average Advice

[Kevin <kevin_barry@xxxxxxxxxxxxxx>]

Hello Lars,

Thanks for your comment.

I want to perform volatility explorations using a formula as close as I
get to the volatility formula used in OptionVue which is based upon a
particular exponential moving average. Hence my requirement to define my
own parameters in the EMA.

Regards,
Kevin

At 10:55 15/02/03 +0100, you wrote:
Why use exponential I use TimeSeries for the
Moving Average. They give much faster signals.

Regards
Lars


At 19:42 2003-02-14 +0000, you wrote:
Roy/Jay,

That's great. Many thanks indeed.

Regards,
Kevin

At 08:31 15/02/03 +1300, you wrote:
>
>Kevin
>
> > I would like to create an exponential moving average formula
but with a
> > different weighting to that which Metastock provides as
standard.
> >
> > Help!
>
>This is the base formula for a standard exponential moving
average.
>
>   {Exponential Moving Average}
>A:=Input("Periods",1,99,14);
>B:=P;  {target array, usually CLOSE}
>R:=2/(A+1);
>If(Cum(1)=1,B,PREV*(1-R)+B*R);
>
>This is the base formula for Wilders Smoothing (exponential) moving
average.
>
>   {Wilders Smoothing}
>A:=Input("Periods",1,99,14);
>B:=P;  {target array, usually CLOSE}
>R:=1/A;
>If(Cum(1)=1,B,PREV*(1-R)+B*R);
>
>Notice how the only difference is the 'R' variable. This determines
the
>percentage of new data that is added and old data that is
retained.
>
>Hope this helps.
>
>Roy
>
>
>
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>
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