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THOMAS HELGET

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Posts: 610

Joined: 3/22/2006
Location: BALDWINSVILLE, NEW YORK

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Subject : Adaptive Exponential Moving Average
Posted : 3/21/2019 6:28 PM
Post #30324
Fellow OT Professional Users:

In the April, 2019 Technical Analysis of Stocks & Commodities Vitali Apirine offers the Adaptive Exponential Moving Average.

This is not to be confused with Nirvana Systems' own Moving Average (Adaptive).

I have coded it up and attached it here. Please note that the values it generates will not agree with his Excel spreadsheet on page 12 as it uses many more periods in its calculation. Also it does not exactly agree with the screenshot below as I used the IWM instead of the Russell 2000 Small Cap Index he shows in Figure 2 on page 14:



Tom Helget

[Edited by THOMAS HELGET on 3/21/2019 6:30 PM]
Attached file : Figure 2 Using IWM.jpg (114KB - 712 downloads)
Attached file : indAdaptiveEMA.txt (1KB - 249 downloads)

Deleting message 30324 : Adaptive Exponential Moving Average


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