OPEN-SOURCE SCRIPT
Telah dikemas kini

Volatility Adjusted EMA - by Crunchster

1 025
Applies recent volatility adjustment to the exponential moving average, where the smoothing factor is 2/(N + 1) - N being the lookback period or span

Volatility of recent 30 days returns is calculated using standard deviation with a thirty day lookback.

Increased smoothing compared to a standard EMA, which also adjusts to market conditions, as first described by Chande in 1991.
Nota Keluaran
Minor code update

Penafian

Maklumat dan penerbitan adalah tidak bertujuan, dan tidak membentuk, nasihat atau cadangan kewangan, pelaburan, dagangan atau jenis lain yang diberikan atau disahkan oleh TradingView. Baca lebih dalam Terma Penggunaan.