the smoothing factor of EMA

ADX_trader · Oct 30, 2002

Does anyone know how to convert the smoothing factor of EMA into number of bars?

Traden4Alpha · Oct 30, 2002

EMA_Time_Periods = (2/EMA_Percentage)-1

And the backwards calc is:

EMA_Percentage = 2/(EMA_Time_Periods + 1)

frangraboyes · Oct 30, 2002

See http://www.equis.com/Education/TAAZ/?page=74, should have the formulas you are looking for.

nitro · Oct 30, 2002

Originally posted by Traden4Alpha
EMA_Time_Periods = (2/EMA_Percentage)-1

And the backwards calc is:

EMA_Percentage = 2/(EMA_Time_Periods + 1)

Good thing you know Algebra.

nitro