Public Overloads Shared Function ExponentiallyWeightedMovingAverage( _
   ByVal s As Series, _
   ByVal elementValue As ElementValue, _
   ByVal smoothingFactor As Double, _
   ByVal lengthOfMA As Integer _
) As Series

Visual Basic (Usage)	Copy Code
Dim s As Series Dim elementValue As ElementValue Dim smoothingFactor As Double Dim lengthOfMA As Integer Dim value As Series   value = FinancialEngine.ExponentiallyWeightedMovingAverage(s, elementValue, smoothingFactor, lengthOfMA)

public static Series ExponentiallyWeightedMovingAverage( 
   Series s,
   ElementValue elementValue,
   double smoothingFactor,
   int lengthOfMA
)

Parameters

s

A series where the first value corresponds to the value of the asset in the tth period, and the second value corresponds to the value of the asset in the t-1-th period and so on.

elementValue

Specifies the particular element value (for example High, Low, Close or Open of the financial time series) which will be considered within this indicator evaluation. In particular, if you wish to use the element value high then you should pass the parameter High. In a similarly fashion if you wish to use the low, close or open, then you should pass the parameter Low, Close, Open, respectively.

smoothingFactor

The number between 0 and 1 which is known as a smoothing factor. The closer the value is to zero the more influence more resent measurements will have on the EWMA.

lengthOfMA

The number of periods over which the moving average is evaluated for each period.

Return Value

Reference