Triple Exponential Moving Average (EMA)

Category: trend

Calculates three Exponential Moving Averages (EMA) of varying lengths to identify trend direction and potential dynamic support/resistance levels.

Formula

EMA_t = \alpha \cdot Price_t + (1 - \alpha) \cdot EMA_{t-1} \text{ where } \alpha = \frac{2}{N+1}

Inputs

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


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