Volatility Adjusted EMA - by Crunchster

3월 4일

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.

3월 5일

릴리즈 노트

Minor code update