Page 1 of 1

Exponential Smoothing with Trend Adjustment

PostPosted: Sat Mar 30, 2019 11:45 am
by Alexander.Gettinger
Formulas:
EMATA[i] = Alpha*Price[i-1]+(1-Alpha)*(EMATA[i-1]+Trend[i-1]),
Trend[i] = Beta*(EMATA[i]-EMATA[i-1])+(1-Beta)*Trend[i-1].

EMA with Trend Adjustment.PNG


Download:
EMA with Trend Adjustment_JS.jsl
(1.87 KiB) Downloaded 409 times