Exponential moving average
Objective
Exponential smoothing or exponential moving average is a rule of thumb technique for smoothing time series data using the exponential window function. Whereas in the simple moving average the past observations are weighted equally, exponential functions are used to assign exponentially decreasing weights over time.
Example
Output attributes
Event output attributes from the above example.
ask_EMA
bid_EMA
Postfix ID
Applied to attribute
EMA
Parameters
Parameter | Description | Type |
---|---|---|
smoothing_factor | Smoothing constant to be applied within the EMA calculation Use ( 2 / 1 - Time Periods) as the smoothing constant. | Double Default: 0.333 |
Last updated