EMA {matiming} | R Documentation |
This function computes the infinite EMA of prices
EMA(price, n)
price |
the vector of prices |
n |
the length of the averaging window (a scalar. |
the EMA of prices (a vector)
By definition, n is the length of the averaging window in SMA that has the same average lag time as EMA
Other moving average functions:
DMA()
,
HMA()
,
LMA()
,
SMA()
,
ZMA()