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Jim Dean

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Posts: 3433

Joined: 3/13/2006
Location: L'ville, GA

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Subject : RE: Adaptive Exponential Moving Average
Posted : 3/22/2019 11:42 AM
Post #30331 - In reply to #30329

Hi, Tom

The Hull WMA has the same warmup as a regular WMA ... being a finite series.

Otoh, the Hull EMA (same formula, but using EMA's) requires extra warmup, similar to an EMA's ... I recommend ~3x periods for ~3-signif figure accuracy

(in my TradeTight apps, I use a custom "BEMA"=bounded EMA, that actually creates an EMA with specified accuracy, than uses a finite series like WMA and SMA do ... which assures that BEMA values never change as #historical bars change).
Deleting message 30331 : RE: Adaptive Exponential Moving Average


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