arXiv Open Access 2020

Exponential moving average versus moving exponential average

Frank Klinker
Lihat Sumber

Abstrak

In this note we discuss the mathematical tools to define trend indicators which are used to describe market trends. We explain the relation between averages and moving averages on the one hand and the so called exponential moving average (EMA) on the other hand. We present a lot of examples and give the definition of the most frequently used trend indicator, the MACD, and discuss its properties.

Topik & Kata Kunci

Penulis (1)

F

Frank Klinker

Format Sitasi

Klinker, F. (2020). Exponential moving average versus moving exponential average. https://arxiv.org/abs/2001.04237

Akses Cepat

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Informasi Jurnal
Tahun Terbit
2020
Bahasa
en
Sumber Database
arXiv
Akses
Open Access ✓