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  1. G

    EMA magic

    Thanks kut2k2. I suspected that was the appropriate reason. It's simple, but lacks justification (in my opinion). It'd be nice to provide some "best" alpha-factor ... "best", in some sense. Hopefully, I'll be able to do that (if I live long enuff) :)
  2. G

    EMA magic

    %#$@!*? I'm still struggling with that factor ... here :(
  3. G

    EMA magic

    In the exponential moving average, there's this curious factor: 1 - 2/(n+1) Since any positive factor less than 1 would do, why this particular factor?
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