Exponential Moving Average (EMA)

Category: trend

Weighted moving average that reacts faster to recent prices than SMA.

Formula

EMA_t = α·close_t + (1−α)·EMA_{t−1}, α = 2/(N+1)

Inputs

• period (default: 200)

See signal primitives, usage in published strategies and more on WOBR StrategyVerse.