OPEN-SOURCE SCRIPT
已更新 Volatility Adjusted EMA - by Crunchster
Applies recent volatility adjustment to the exponential moving average, where the smoothing factor is 2/(N + 1) - N being the lookback period or span
Volatility of recent 30 days returns is calculated using standard deviation with a thirty day lookback.
Increased smoothing compared to a standard EMA, which also adjusts to market conditions, as first described by Chande in 1991.
Volatility of recent 30 days returns is calculated using standard deviation with a thirty day lookback.
Increased smoothing compared to a standard EMA, which also adjusts to market conditions, as first described by Chande in 1991.
發行說明
Minor code update
Join me on Mizar.com and trade my strategies
免責聲明
這些資訊和出版物並不意味著也不構成TradingView提供或認可的金融、投資、交易或其他類型的意見或建議。請在使用條款閱讀更多資訊。
Join me on Mizar.com and trade my strategies
免責聲明
這些資訊和出版物並不意味著也不構成TradingView提供或認可的金融、投資、交易或其他類型的意見或建議。請在使用條款閱讀更多資訊。