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    Alpha Default Value of EMA function

    Strategy help
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    • J
      juzambranol last edited by

      Hi
      In the Q18 example-strategy 2, there's a EMA(exponential moving average) function, but I haven't found info.
      What is the default value of alpha?

      support 1 Reply Last reply Reply Quote 0
      • support
        support @juzambranol last edited by

        @juzambranol The implementation of your library uses the standard choice:

        alpha = 2(n+1),

        where "n" is the number of periods of the related standard moving average.

        G 1 Reply Last reply Reply Quote 0
        • G
          gjhernandezp @support last edited by

          @support But alpha should not be between 0 and 1 and 2(n+1) is larger than one, is maybe 2/(n+1)?

          support 1 Reply Last reply Reply Quote 1
          • support
            support @gjhernandezp last edited by

            @gjhernandezp yes, correct, 2/(n+1), sorry for the typo, thanks for correcting

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            • G
              green.sheep last edited by

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