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EMA, WMA calculations

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    EMA, WMA calculations

    Is there an explanation somewhere on how the Exponential moving average and Weighted moving averages are calculated in Ninjatrader?

    #2
    Hi fourpeaks99,

    Thank you for you post.

    The Exponential Moving Average is an indicator that shows the average value of a security's price over a period of time. When calculating a moving average. The EMA applies more weight to recent prices than the SMA. (http://www.ninjatrader-support.com/H...verageEMA.html)

    Input[0] * (2.0 / (1 + Period)) + (1 - (2.0 / (1 + Period))) * Value[1]

    Where...
    Input[0] = is the close of the current bar in most cases
    Value[1] = the value of the EMA calculated one bar prior


    The WMA (Weighted Moving Average) is a Moving Average indicator that shows the average value of a security's price over a period of time with special emphasis on the more recent portions of the time period under analysis as opposed to the earlier. (http://www.ninjatrader-support.com/H...verageWMA.html)

    The calculation here is more involved but you can view it by navigating to "Tools>Edit NS>Indicators"
    TimNinjaTrader Customer Service

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      #3
      Thank you Tim

      Comment


        #4
        Also, does Ninjatrader only use the data on the chart to calculate the moving average? For instance, if i have a chart with a start point of 1/1/10 will Ninjatrader use data from 2009 to create the moving average or will it use data starting from 1/1/10?

        Comment


          #5
          Hi fourpeaks99,

          NinjaTrader will only use data available on the chart.

          You can enable or disable the display of the "unstable" period in the chart properties menu. (Right click on chart>Properties)
          TimNinjaTrader Customer Service

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