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Crunchster1
4 Mar 2024 14:07

Volatility Adjusted EMA - by Crunchster 

Bitcoin / United States DollarCoinbase

Açıklama

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.

Sürüm Notları

Minor code update
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