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[Metastockusers] Exponential Moving Average in Excel



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Larry,

I ran a tiny experiment. I loaded only the number of days data in MS that
I was going to use for my calculation in Excel. Then copied and pasted the
MS data into Excel. The EMA numbers were the same to 4 decimal places when
I did that.

Ron


Ron wrote:

  Larry,

I'm guessing the issue is the starting point.

The numbers will be different depending on from where the moving average 
is calculated (started) which is dependent on the days loaded in MS. You 
can see this for yourself by applying an EMA to a ticker, then note the 
value for the most recent date when you have very few days loaded vs. 
the value when you have many more days loaded.

I believe the numbers should match up, if they are fed exactly the same 
data.

Try loading only the most recent 10 days in MS (those are the days on 
which you're basing your Excel calculation) and see if the numbers match 
up then.

Ron

lseldin wrote:

  
  
    Ron,

I was able to get your spreadsheet from Yahoo files.

I am not getting the same results from MetaStock.

My data file has these inputs:

Close	        EMA		PERIODS	5
1098.7				EXPONENT	0.333333333
1113.98999			1-Exponent	0.666666667
1121.530029					
1119.550049					
1117.48999	1114.252012	Starts with 5 period SMA	
1107.300049	1111.934691				
1113.890015	1112.586465			
1122.410034	1115.860988				
1138.109985	1123.277321				
1135.530029	1127.361557				

If I am reading your spreadsheet correct, your MA exp (5) is:
1127.36

MetaStock says 5 period EXP is: 1111.51
MetaStock says 10 period EXP is: 1116.99

Can you help me get the numbers to match?

Thanks for your patience.

larryTAKEOUT@xxxxxxxxxx





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