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ema

Exponential Moving Average


Description

Exponentially weighted moving average aka EMA is exponentially weighted SMA. EMAs have faster response to recent value changes than SMAs.

Usage

ema(x, n)

Arguments

x

numeric vectors

n

window size

See Also


QuantTools

Enhanced Quantitative Trading Modelling

v0.5.7.1
GPL-3
Authors
Stanislav Kovalevsky
Initial release

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