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Search: Posts Made By: Fat Tails

Forum: NinjaTrader

July 8th, 2013, 05:05 PM

Replies: 8

EMA begin from chosen point in time

Views: 3,721

Posted By Fat Tails

I have thought about that as well. There are in...

I have thought about that as well. There are in fact several options.

(1) The first one is to use a fixed period for the EMA. Let us take the example of an EMA(15).

You would start with the...

Forum: NinjaTrader

July 7th, 2013, 10:34 AM

Replies: 8

EMA begin from chosen point in time

Views: 3,721

Posted By Fat Tails

subterfuge: Funny you selected an EMA to start...

subterfuge: Funny you selected an EMA to start with. The EMA is an infinite impulse response (IIR) filter, and it is therefore influenced by all of its prior values. In general IIR filters have...

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