|
PureBytes Links
Trading Reference Links
|
Smoothing Factor = 2/(Length + 1)
You can see what TradeStation is doing 'under the covers' by going to Easy
Language and then Open the various functions (or any other EL doc). For
instance the Smoothing Factor computation is contained in the XAverage
Function doc. Also how it handles the XAverage computation - which can be
easily duplicated in excel.
Right clicking the function name in a EL doc will bring up the definition
from the user's guide.
regards, daver
----- Original Message -----
From: "Thomas Morrow" <thomas.morrow@xxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Wednesday, July 16, 2003 8:43 PM
Subject: Xaverage
> I am trying to replicate the Xaverage function in excel and was wondering
if anyone knows the smoothing constant that Tradestation uses ?
>
> Tom.
>
>
> --
>
> This e-mail may contain confidential and/or privileged information. If you
are not the intended recipient (or have received this e-mail in error)
please notify the sender immediately and destroy this e-mail. Any
unauthorized copying, disclosure or distribution of the material in this
e-mail is strictly forbidden.
>
>
>
|