Fandom

Scratchpad

EMA

226,690pages on
this wiki
Add New Page
Discuss this page0 Share

EMA

EMA

Construction

EMA (period) = alpha * period.price + (1 - alpha) * EMA (period.previous)

alpha is a smoothing factor that can be expressed as alpha = 2 / (n - 1) where n is the number of periods under consideration. This n does not limit the number of perios over which the EMA is calculated. n periods accounts for 85% of the total EMA.

If we want x% of the total EMA then select k = log ((100.0 - x) / 100.0) / log (1 - alpha) or k = 3.45 * (n + 1).

Related Terms

SMA

Related Terms

SMA

Ad blocker interference detected!


Wikia is a free-to-use site that makes money from advertising. We have a modified experience for viewers using ad blockers

Wikia is not accessible if you’ve made further modifications. Remove the custom ad blocker rule(s) and the page will load as expected.