| Welcome Guest, please sign in to participate in a discussion. | Search | Active Topics | |
Registered User
Joined: 12/17/2004
Posts: 143
|
BruceL(?),
I think this is a question for Bruce, as I saw where he wrote 10d & 60d PCFs w/o using the xavg function, but can't I find them anymore. Would you write me a 20d EMA formula that I can also put in excel? I don't need the code to be identical, but I do want the answers to be identical (or at least close enough that I can make them invisible with rounding) in Excel and Telechart. Thanks!
J
|
|
Worden Trainer
Joined: 10/7/2004
Posts: 65,138
|
I can write a 20-Period Exponential Moving Average formula that doesn't use XAVGC20 or the XAVG() function:
.0953245136006837 * (C + 19 / 21 * (C1 + 19 / 21 * (C2 + 19 / 21 * (C3 + 19 / 21 * (C4 + 19 / 21 * (C5 + 19 / 21 * (C6 + 19 / 21 * (C7 + 19 / 21 * (C8 + 19 / 21 * (C9 + 19 / 21 * (C10 + 19 / 21 * (C11 + 19 / 21 * (C12 + 19 / 21 * (C13 + 19 / 21 * (C14 + 19 / 21 * (C15 + 19 / 21 * (C16 + 19 / 21 * (C17 + 19 / 21 * (C18 + 19 / 21 * (C19 + 19 / 21 * (C20 + 19 / 21 * (C21 + 19 / 21 * (C22 + 19 / 21 * (C23 + 19 / 21 * (C24 + 19 / 21 * (C25 + 19 / 21 * (C26 + 19 / 21 * (C27 + 19 / 21 * (C28 + 19 / 21 * (C29 + 19 / 21 * (C30 + 19 / 21 * (C31 + 19 / 21 * (C32 + 19 / 21 * (C33 + 19 / 21 * (C34 + 19 / 21 * (C35 + 19 / 21 * (C36 + 19 / 21 * (C37 + 19 / 21 * (C38 + 19 / 21 * (C39 + 19 / 21 * (C40 + 19 / 21 * (C41 + 19 / 21 * (C42 + 19 / 21 * (C43 + 19 / 21 * (C44 + 19 / 21 * (C45 + 19 / 21 * (C46 + 19 / 21 * (C47 + 19 / 21 * (C48 + 19 / 21 * (C49 + 19 / 21 * (C50 + 19 / 21 * (C51 + 19 / 21 * (C52 + 19 / 21 * (C53 + 19 / 21 * (C54 + 19 / 21 * (C55 + 19 / 21 * (C56 + 19 / 21 * (C57 + 19 / 21 * (C58 + 19 / 21 * (C59 + 19 / 21 * (C60 + 19 / 21 * (C61 + 19 / 21 * (C62 + 19 / 21 * (C63 + 19 / 21 * (C64 + 19 / 21 * (C65 + 19 / 21 * (C66 + 19 / 21 * (C67 + 19 / 21 * (C68 + 19 / 21 * (C69))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))
Duplicating this in Excel is beyond what we do in the forums however. We do not provide training or support for third party software.
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
|
|
Registered User
Joined: 12/17/2004
Posts: 143
|
B-
Would you remind me how you get the constant which begins the formula?
J
|
|
Worden Trainer
Joined: 10/7/2004
Posts: 65,138
|
It starts with (1 - (Period - 1) / (Period + 1)) = 2 / (Period + 1).
This would probably be a pretty good approximation in and of itself, but I generally adjust it for unity (to make the sum of the factors being used add up to one) by dividing (2 / (Period + 1)) by the sum of the factors for the number of terms being used.
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
|
|
Registered User
Joined: 12/17/2004
Posts: 143
|
Thanks.
|
|
Worden Trainer
Joined: 10/7/2004
Posts: 65,138
|
You're welcome.
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
|
|
|
Guest-1 |