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From: | william wright |
Subject: | [Octave-patch-tracker] [patch #8670] macd function for financial package |
Date: | Wed, 20 May 2015 20:47:26 +0000 |
User-agent: | Mozilla/5.0 (X11; Ubuntu; Linux x86_64; rv:38.0) Gecko/20100101 Firefox/38.0 |
Follow-up Comment #5, patch #8670 (project octave): The way you calculate the exponential moving average is wrong. In a N-period exponential moving average the first n-1 values are blank and the nth value is the simple moving average of the first n periods and then then you use the remaining periods' prices from there. Check out the following web page for an example. http://stackoverflow.com/questions/13783419/perform-a-vectorized-exponential-moving-average-in-octave _______________________________________________________ Reply to this item at: <http://savannah.gnu.org/patch/?8670> _______________________________________________ Message sent via/by Savannah http://savannah.gnu.org/
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