renjizhao

When calculate EMA,
in EMA(t) = \alpha p(t) + (1- \alpha) EMA(t-1)
why \alpha coressponds to 2/(N+1)? N is the window of the EMA.
I can't figure out an explaination
Thx.

javaos

N is not a stopping point for the calculation in the way it is in an SMA or WMA  (Wikipedia, Moving average)

引用:

原帖由 renjizhao 于 2008-5-9 11:09 PM 发表
When calculate EMA,
in EMA(t) = \alpha p(t) + (1- \alpha) EMA(t-1)
why \alpha coressponds to 2/(N+1)? N is the window of the EMA.
I can't figure out an explaination
Thx.