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Exponential Moving Average calculations

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cwhit

Posted : Monday, February 11, 2008 3:19:53 PM

Gold Customer

Joined: 3/13/2005
Posts: 16

I am interested in the exponent in an exponential moving average. I have seen descriptions using 2/N (rarely) or 2/(N+1) relating to the period required for the exponent. For example a 10 period moving average would be 2/10 = 0.20 or 2/(10+1) = 0.181818.

Which of these does Telechart use? In other words if I plot a 10 period exponential moving average am I looking at an exponent of 0.20 or 0.181818?

Thank you

Bruce_L

Posted : Monday, February 11, 2008 3:44:30 PM

Worden Trainer

Joined: 10/7/2004
Posts: 65,138

The current value of whatever is being averaged constitutes 2/(N+1) of the current Exponential Moving Average in TeleChart.

-Bruce
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cwhit

Posted : Monday, February 11, 2008 4:28:11 PM

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Joined: 3/13/2005
Posts: 16

Thanks

Bruce_L

Posted : Monday, February 11, 2008 4:32:11 PM

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Joined: 10/7/2004
Posts: 65,138

You're welcome.

-Bruce
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