Exponential moving average versus moving exponential average

  title={Exponential moving average versus moving exponential average},
  author={Frank Klinker},
  journal={Mathematische Semesterberichte},
  • F. Klinker
  • Published 1 April 2011
  • Mathematics, Computer Science
  • Mathematische Semesterberichte
In this note we discuss the mathematical tools to define trend indicators which are used to describe market trends. We explain the relation between averages and moving averages on the one hand and the so called exponential moving average (EMA) on the other hand. We present a lot of examples and give the definition of the most frequently used trend indicator, the MACD. 
WEMA versus B-WEMA Methods in Forex Forecasting
From the experiments taken, it can be concluded that WEMA and B-WEMA have quite the same accuracy and robustness levels due to their slightly same MSE and MAPE values.
Major FX Forecasting with Hybrid Moving Average Approach
Foreign Exchange (FX) is a conversion from one currency to another one and it can be seen as a discrete time series data. FX market has become one of the largest markets with more than trillions of
Implementation in Forex Forecasting
The comparison results show that B-WEMA has a better accuracy level than other forecasting methods used in this research, including conventional and hybrid moving average methods.
FX forecasting using B-WEMA: Variant of Brown's Double Exponential Smoothing
  • S. Hansun
  • Computer Science
    2016 International Conference on Informatics and Computing (ICIC)
  • 2016
This research tries to implement B-WEMA as a variant of MA method on FX forecasting and compares the results with other moving average methods using the MSE and MAPE forecast error measurements criteria to show that B-wEMA has a better accuracy level compared to WMA and B-DES methods.
Revisiting the Holt-Winters' Additive Method for Better Forecasting
This study aims to build upon the Holt-Winters' additive method by introducing new formulas for finding the initial values, using the basic principle found in the weighted moving average method to assign more weight to the most recent data and combine it with the original initial conditions found in this method.
Big 5 ASEAN capital markets forecasting using WEMA method
ASEAN through ASEAN Economics Community (AEC) 2020 treaty has proposed financial integration via capital markets integration in order to aim comprehensive ASEAN economic integration. Therefore, the
Modify alpha value of EMA method and brown method: A data forecasting comparison of COVID-19
Forecasting is a process or method used to predict future uncertainty as an effort to make better decisions. The purpose of this research is to compare the proximity level of the quantitative
Online traffic prediction in the cloud
A dynamic window size algorithm for traffic prediction that contains a methodology to optimize a threshold parameter alpha that affects both the prediction and computational cost of the scheme is presented.
Performance Analysis of Network Traffic Predictors in the Cloud
A taxonomy for network traffic prediction models, including the review of state of the art, is presented here and an analysis mechanism, focused on providing a standardized approach for evaluating the best candidate predictor models for these environments, is proposed.


A short course in technical trading
Preface Acknowledgments Timing Is Everything Charting the trend Breakout Trends Calculating the Trend The Trading Game Channels and Bands Event-Driven Trends Controlling the Risk of a Trade One-Day
Technical Analysis: Power Tools for Active Investors
Unlike most technical analysis books, Gerald Appel's Practical Power Tools! offers step-by-step instructions virtually any investor can use to achieve breakthrough success in the market. Appel
New Concepts in Technical Trading Systems
Technical analysis explained : an illustrated guide for the investor
Trading Systems and Methods
Basic Concepts. Regression Analysis. Trend Calculations. Trend Systems. Momentum and Oscillators. Seasonality. Cycle Analysis. Charting. Volume, Open Interest, and Breadth. Point--and--Figure
Numerische Mathematik 1
Numerical Mathematics (4
  • ed.). Texts in Applied Mathematics
  • 2007
Börse vs. Trader
  • Colebergh,
  • 2010
Analysis (6
  • ed.). Springer-Verlag, Berlin,
  • 2004