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