Support Board
Date/Time: Mon, 25 Nov 2024 18:52:59 +0000
Post From: Exponential Moving Averages Calculation
| [2014-02-23 03:23:46] |
| User47706 - Posts: 22 |
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Hello Support Engineers, I have a C++ program which is organically replicating your EMA values to within the ten millionth exponent(decimal) across multiple time frames (2 seconds through 60 minutes) with remarkable accuracy and frequency. However, on some occasions my programmatic calculations show variances in the ten thousands. Perplexed, I attacked these variances assuming that my program was intermittently failing to calculate correctly. What my analysis has brought me to is the realization that seemingly all of my self-defined unacceptable variances occur immediately following a bar of data that closes at the same price as the bar of data preceding it (my base for the EMA calculation is the Close Price). I am using your price data files as my sole data source. I do NOT believe anything is wrong with your EMA calculations. Many years of experience with your platform has my confidence in your service/talents at an all time high. So, can you tell me what you do special or different in your calculations of EMA when a base input value is encountered to be the same as what has presented before it? Are you decaying that one base (Close Price) value, possibly? Date Time Of Last Edit: 2014-02-23 03:27:31
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