More “Exponential” Exponential Moving Average in Excel?

[Cyrix]

I have been calculating exponential moving averages in Excel using a formula I found on the Internet
EMA=(2/(N+1))*Spot+(1-(2/(N+1)))*Previous EMA), copied and pasted down the column.

Can anyone provide a formula to calculate an EMA in Excel that's more "exponential", i.e. even heavier weight to the recent values?

For example, if the current "strength" of the most recent data in the standard EMA formula above is 2 (just an example, don't know if it's true), then how to increase the "strength" to be, say 3 or 4?

Thank you.

 

[longandshort]

What are you trying to accomplish? Why not just look at real time pct change?

 

[Peter8519]

Chartschool is a good source.
https://school.stockcharts.com/doku.php?id=technical_indicators:moving_averages

There is a sample excel spreadsheet on EMA.
https://school.stockcharts.com/lib/...ical_indicators:moving_averages:cs-movavg.xls

Excel is a jack of all trades. For proper TA, it's better to get a charting software like Ninja Trader where you use it for free.

 

[Cyrix]

Chartschool is a good source.
https://school.stockcharts.com/doku.php?id=technical_indicators:moving_averages

There is a sample excel spreadsheet on EMA.
https://school.stockcharts.com/lib/...ical_indicators:moving_averages:cs-movavg.xls

The link you provided is for calculating the standard EMA, which is the same as the first formula in my original post.

I am looking for an EMA that is even more "exponential", i.e even higher weight to the recent values.

 

[murray t turtle]

I have been calculating exponential moving averages in Excel using a formula I found on the Internet
EMA=(2/(N+1))*Spot+(1-(2/(N+1)))*Previous EMA), copied and pasted down the column.

Can anyone provide a formula to calculate an EMA in Excel that's more "exponential", i.e. even heavier weight to the recent values?

For example, if the current "strength" of the most recent data in the standard EMA formula above is 2 (just an example, don't know if it's true), then how to increase the "strength" to be, say 3 or 4?

Thank you.

%%
You could use a smaller ma, like 9; not saying you should, only you could. More noise/ more slippage /less profit per signal.....................................................................................

 

[Turveyd]

Linear Weighted is what your after, search for that.

 

[bone]

Agree about Linear Weighting.

Disagree about the utility of it and the utility of more extreme exponential functions as they relate to modeling price data. Would rather use shorter time frame sampling if you're going to discount the earlier time series so emphatically.

 

[panzerman]

What you are thinking about is called an Adaptive Moving Average(AMA). Search for the AMA of Perry Kaufman, Tushar Chande, and John Ehlers. There are many statistics that you could use to make the EMA adaptive. I like Ehlers' work the best.

 

[Turveyd]

Agree about Linear Weighting.

Disagree about the utility of it and the utility of more extreme exponential functions as they relate to modeling price data. Would rather use shorter time frame sampling if you're going to discount the earlier time series so emphatically.

I'm scalping pretty much of a 5LWMA High and Low and the range, with there direction, simple doesn't fit aswell and going faster it gets too jerky.

For anything slower, there isn't much in it even a 15Lwma is pretty much a 10lwma.

 

[murray t turtle]

The link you provided is for calculating the standard EMA, which is the same as the first formula in my original post.

I am looking for an EMA that is even more "exponential", i.e even higher weight to the recent values.

%%
OK
And you may have noticed Cyrix;
even a slower/simple ma hits the signal different or first when trend changes from up to down??
Example= spxs on daily 3 month chart with 20 day ema+ 20 day simple moving average??Proves the point......................................................................................