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Re: [amibroker] EMA



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Hi Tomasz
 
I figured out my mistake and am now on my 
way to riches again...
 
Kind regards
 
Louw Coetzer
 
 
<BLOCKQUOTE 
>
----- Original Message ----- 
<DIV 
>From: 
<A href="" 
title=lcoetzer@xxxx>Louw-Roux Coetzer 
To: <A 
href="" 
title=amibroker@xxxxxxxxxxxxxxx>amibroker@xxxxxxxxxxxxxxx 
Sent: Saturday, November 24, 2001 1:56 
PM
Subject: [amibroker] EMA

Dear Tomasz
 
Could you please tell me exactly how AmiBroker 
goes about calculating the Exponential Moving Average...especially the 
smoothing factor it uses...
 
Currently I'm using this 
formula:
 
        
    ( Today's close * X1 )+( Yesterday's Moving Average 
* X2 )
 
Where X1 and X2 are the smoothing factors 
calculated as follows:
 
n =  The period of the EMA e.g. 10 
days
s =  Smoothing Factor
 
X1 = 2 / (n + s)
X2 = s - X1
 
When I run this formula on say 20 day's of data 
from a specific share and compare it to the EMA calculation in AB, I finda 
difference...thus there must be a difference in the calculations AB uses...I 
need this to compile a possible solution to my previous e-mail concerning 
MACD/Price matrix creation.
 
Kind regards
 
Louw Coetzer
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  • References:
    • EMA
      • From: Louw-Roux Coetzer