Home > Articles > Volume 13 (1995) > Chapter 6 (June 1995) > V.13:06: (251): SIDEBAR: Averaging Lag and the EMA Constant

V.13:06: (251): SIDEBAR: Averaging Lag and the EMA Constant

V.13:06: (251): SIDEBAR: Averaging Lag and the EMA Constant
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AVERAGING LAG AND THE EMA CONSTANT

The equation to compute an exponential moving average (EMA) is: ...

Picture a function that increases by 1 for each new day. Then, on the generalized i th day the function will have a value of I . Assume the EMA lag is K . ...




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