Exponential Moving Average

An exponential (or exponentially weighted) moving average is calculated by applying a percentage of today's closing price to yesterday's moving average value.

For example, to calculate a 9% exponential moving average of IBM: First, we would take today's closing price and multiply it by 9%. We would then add this product to the value of yesterday's moving average multiplied by 91% (100% - 9% = 91%).

Syntax:

Public Function ExpMovAvg(ByVal EMAIn() As Double, ByVal Lag As Long) As Double

Parameters:

  • ByVal EMAIn() As Double
  • ByVal Lag As Long

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Example:

 

    Dim TA4Net As New TA4Net.CTAFunctions("YOUR-REGISTRATION-CODE")

    Dim Result() As Double

    Dim CloseValues() As Double

  

    ' loading values to arrays

    CloseValues = GetCloseValues()

    ' calculating Technical Analysis function

    Result = TA4Net.ExpMovAvg(CloseValues, 14)

 

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