Exponential Moving Average (EMA)

Namespace: OpenQuant.API.Indicators
Assembly: OpenQuant.API (in OpenQuant.API.dll)

Syntax

Visual Basic (Declaration)
Public Class EMA Inherits Indicator

C#
public class EMA : Indicator

C++
ref class EMA : Indicator

J#
public class EMA extends Indicator

JScript
public class EMA extends Indicator

Remarks

An Exponential Moving Average is another type of Moving Average. In a Simple Moving Average, the price data have an equal weight in the computation of the average. Also, in a Simple Moving Average, the oldest price data are removed from the Moving Average as a new price is added to the computation.
The Exponential Moving Average assigns a weight to the price data as the average is calculated. Thus, the oldest price data in the Exponential Moving Average are never removed, but they have only a minimal impact on the Moving Average.

This indicator is described in more details in the Steve Achelis' book "Technical Analysis from A to Z".

Formula:

Inheritance Hierarchy

System.Object
OpenQuant.API.Indicator
OpenQuant.API.Indicators.EMA

Thread Safety

Public static (Shared in Visual Basic)staticShared members of this type are safe for multithreaded operations. Instance members are not guaranteed to be thread-safe.

Syntax

Remarks

Inheritance Hierarchy

Thread Safety

See Also