Glossary · Lesson 6.10
EMA
An EMA assigns exponentially more weight to recent observations, so it reacts faster to trend changes than an SMA of the same window.
Definition
An EMA assigns exponentially more weight to recent observations, so it reacts faster to trend changes than an SMA of the same window.
In FactorSage
Available at 10, 21, 50, 100, and 200 windows on both daily and weekly timeframes (DAILY_EMA_*, WEEKLY_EMA_*).
Related
- SMA vs EMATechnical Signals