Exponential Moving Average

定义

An exponential moving average (EMA) is a type of moving average (MA) that places a greater *weight and significance on the most recent data* points.

计算公式

\(EMA_{today} = (Value_{today} (\frac{Smoothing}{1 + Days})) + (Value_{yesterday} (1-\frac{Smoothing}{1 + Days}))\)

While there are many possible choices for the smoothing factor, the most common choice is: Smoothing = 2

取决于

Smoothing

当天的股价

昨天的股价

会影响

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