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Simple Moving Averge Strategy

3 305
Simple Vs. Exponential Moving Averages
Formula for Exponential Moving Average (EMA)
\begin{aligned} &\begin{aligned} EMA_{\text{Today}}=&\left(\text{Value}_{\text{Today}}\ast\left(\frac{\text{Smoothing}}{1+\text{Days}}\right)\right)\\ &+EMA_{\text{Yesterday}}\ast\left(1-\left(\frac{\text{Smoothing}}{1+\text{Days}}\right)\right)\end{aligned}\\ &\textbf{where:}\\ &EMA=\text{Exponential moving average} \end{aligned}


EMA
Today

=


(Value
Today

∗(
1+Days
Smoothing

))
+EMA
Yesterday

∗(1−(
1+Days
Smoothing

))


where:
EMA=Exponential moving average




While there are many possible choices for the smoothing factor, the most common choice is:

Pernyataan Penyangkalan

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