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Exponential moving average versus moving exponential average

Authors
  • Klinker, Frank1
  • 1 TU Dortmund University, Faculty of Mathematics, Dortmund, 44221, Germany , Dortmund (Germany)
Type
Published Article
Journal
Mathematische Semesterberichte
Publisher
Springer-Verlag
Publication Date
Dec 09, 2010
Volume
58
Issue
1
Pages
97–107
Identifiers
DOI: 10.1007/s00591-010-0080-8
Source
Springer Nature
Keywords
License
Yellow

Abstract

In this note we discuss the mathematical tools to define trend indicators which are used to describe market trends. We explain the relation between averages and moving averages on the one hand and the so called exponential moving average (EMA) on the other hand. We present a lot of examples and give the definition of the most frequently used trend indicator, the MACD.

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