StockFetcher Forums · General Discussion · no subject<< 1 2 >>Post Follow-up
81 posts
msg #36736
Ignore jclaffee
7/6/2005 12:01:39 PM

G L Gene --

If you want an "N" period EMA,

Take an N-1 period average of the values of the variable and use that for the
first "yesterday's EMA" below. Then

Today's EMA = K x (today's value of variable) + (yesterday's EMA) x (1-K)

where K = 2/(N+1).

For example, the "K" for a 13 period EMA is 2/14 and, for a 100 period EMA,
K is 2/101.


29 posts
msg #36740
Ignore houghton
7/6/2005 12:34:03 PM


As a follow up to jlclaffee, using your data:

The calculation for determining the percentage to use in the EMA is: 2/(# of periods +1), or in your case 2/6=0.33. The EMA for today is calculated by multiplying today’s price by 0.33 and adding that to yesterday’s price multiplied by 1-0.33.

Since you need to use both today’s and yesterday’s closing prices to calculate EMA, there is co calculation for Day 1 and the EMA for that day is the closing price ($8.00). The EMA for Day 2 is (8.50*0.33) + (8.00*.67) or 8.165. The EMA for Day 3 is (8.25*0.33) +(8.50*0.67) or 8.418. I’ll let you continue the calculation :)

StockFetcher Forums · General Discussion · no subject<< 1 2 >>Post Follow-up

*** Disclaimer *** does not endorse or suggest any of the securities which are returned in any of the searches or filters. They are provided purely for informational and research purposes. does not recommend particular securities., Vestyl Software, L.L.C. and involved content providers shall not be liable for any errors or delays in the content, or for any actions taken based on the content.

Copyright 2018 - Vestyl Software L.L.C.Terms of Service | License | Questions or comments? Contact Us
EOD Data sources: DDFPlus & CSI Data Quotes delayed during active market hours. Delay times are at least 15 mins for NASDAQ, 20 mins for NYSE and Amex. Delayed intraday data provided by DDFPlus