ExponentiallyWeightedMovingAverage(Series,ElementValue,Double,Int32) Method

Evaluates the (x-day) Exponentially Weighted Moving Average(EWMA) of a time series provided where x is the length of the time series array which is provided as a parameter, for all periods for which sufficient data is provided.

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

[C#]
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 Type

A series where the first term is the EWMA for the most recent period, the second term is the EWMA for the previous period and so on.

Exceptions

See Also

FinancialEngine Class  | FinancialEngine Members  | Overload List

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