File:Double exponential moving average weightings N=10.png

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Description

This is the weightings that arise in the so-called double EMA which is[1]

Double EMA = 2*EMA - (EMA of EMA)
Date 16 May 2006 (original upload date)
Source No machine-readable source provided. Own work assumed (based on copyright claims).
Author No machine-readable author provided. Kevin Ryde~commonswiki assumed (based on copyright claims).

Origin

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Created by me using this bit of gnuplot

 
This plot was created with Gnuplot.

and dema.data created by this bit of perl

 
$N = 10;
$f = 1 - 2/($N+1);


$total = 0;
foreach $i (0..39) {
  $value =
    2 * 100.0 * (1 - $f) * ($f ** $i)
      - 100.0 * (1 - $f) * (1 - $f) * ($i + 1) * ($f ** $i);
  print "$i $value\n";
  $total += $value;
}
print "# total $total (should approach 100)\n";

You may, at your option, consider these bits of program published under the GPLv2 instead of the GFDL.

Licensing

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I, the copyright holder of this work, hereby publish it under the following licenses:
GNU head Permission is granted to copy, distribute and/or modify this document under the terms of the GNU Free Documentation License, Version 1.2 or any later version published by the Free Software Foundation; with no Invariant Sections, no Front-Cover Texts, and no Back-Cover Texts. A copy of the license is included in the section entitled GNU Free Documentation License.
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This file is licensed under the Creative Commons Attribution-Share Alike 3.0 Unported license.
You are free:
  • to share – to copy, distribute and transmit the work
  • to remix – to adapt the work
Under the following conditions:
  • attribution – You must give appropriate credit, provide a link to the license, and indicate if changes were made. You may do so in any reasonable manner, but not in any way that suggests the licensor endorses you or your use.
  • share alike – If you remix, transform, or build upon the material, you must distribute your contributions under the same or compatible license as the original.
This licensing tag was added to this file as part of the GFDL licensing update.
w:en:Creative Commons
attribution share alike
This file is licensed under the Creative Commons Attribution-Share Alike 2.5 Generic, 2.0 Generic and 1.0 Generic license.
You are free:
  • to share – to copy, distribute and transmit the work
  • to remix – to adapt the work
Under the following conditions:
  • attribution – You must give appropriate credit, provide a link to the license, and indicate if changes were made. You may do so in any reasonable manner, but not in any way that suggests the licensor endorses you or your use.
  • share alike – If you remix, transform, or build upon the material, you must distribute your contributions under the same or compatible license as the original.
You may select the license of your choice.

File history

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Date/TimeThumbnailDimensionsUserComment
current22:23, 16 May 2006Thumbnail for version as of 22:23, 16 May 20061,300 × 975 (5 KB)Kevin Ryde~commonswiki (talk | contribs)Note: this is weightings of the so-called double EMA which is : 2 * EMA - (EMA of EMA) which is not to be confused with just EMA of EMA. == Origin == Created by me using this bit of gnuplot <pre> set terminal png size 1300, 975 # set xlabel "Days ag
00:36, 16 May 2006Thumbnail for version as of 00:36, 16 May 20061,300 × 975 (8 KB)Kevin Ryde~commonswiki (talk | contribs)Created by me using this bit of gnuplot <pre> set terminal png size 1300, 975 # set xlabel "Days ago (0 today, 1 yesterday, etc)" 0, -2 # # something evil happens with "xtics axis", need dummy xlabel set xlabel " " 0, -2 set xrange [-0.5:39.5] set xtics

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