tag:blogger.com,1999:blog-1034836236404925218.post6165862400594983912..comments2023-03-21T07:09:43.224-03:00Comments on EE & CS: Exponential Moving Averages on Google SheetsMarcelo Roberto Jimenezhttp://www.blogger.com/profile/00559195914754568252noreply@blogger.comBlogger13125tag:blogger.com,1999:blog-1034836236404925218.post-41802212255747304992022-05-27T15:43:45.412-03:002022-05-27T15:43:45.412-03:00This comment has been removed by the author.Dr Priti Parabhttps://www.blogger.com/profile/08522215620228839086noreply@blogger.comtag:blogger.com,1999:blog-1034836236404925218.post-27824953051090702042021-07-10T07:45:23.972-03:002021-07-10T07:45:23.972-03:00Good website! I truly love how it is easy on my ey...Good website! I truly love how it is easy on my eyes it is. I am wondering how I might be notified whenever a new post has been made. I have subscribed to your RSS which may do the trick? Have a great day! <a href="https://www.fischervanlines.com/" title="denver moving company" rel="nofollow">fischervanlines.com</a>Adell Dollyhttps://www.blogger.com/profile/12041957504267490706noreply@blogger.comtag:blogger.com,1999:blog-1034836236404925218.post-57527148055632113712021-05-22T14:30:30.063-03:002021-05-22T14:30:30.063-03:00Hi, sorry for the question, I'm a total novice...Hi, sorry for the question, I'm a total novice. I'm trying to create a spreadsheet that pulls historical price data and calculate the EMA values based on different time periods (10day EMA, 15day EMA, 50day EMA). I see that your example uses a list of values but is there a simpler way to use "array_constrain" to pull the data via "GoogleFinance" so the formula can be used in a single line without building a dataset?<br /><br />An SMA formula uses the following for a 50day (originally meant for a 200day): =average(index(array_constrain(sort(GoogleFinance(B1,"price",workday(today(),-220),today()),1,false),51,2),"",2))Onihttps://www.blogger.com/profile/03256615231388029455noreply@blogger.comtag:blogger.com,1999:blog-1034836236404925218.post-3991850894967900122020-07-02T17:22:20.083-03:002020-07-02T17:22:20.083-03:00Can you explain what value stored in F1 and F2 and...Can you explain what value stored in F1 and F2 and how the values are derived , please.Eswarhttps://www.blogger.com/profile/10851815120769590178noreply@blogger.comtag:blogger.com,1999:blog-1034836236404925218.post-76506047931729517982020-06-15T16:00:31.665-03:002020-06-15T16:00:31.665-03:00Nice tutorial and explanation.Nice tutorial and explanation.Rodrigoachttps://www.blogger.com/profile/08684455591885022534noreply@blogger.comtag:blogger.com,1999:blog-1034836236404925218.post-10668833814775524312019-06-08T13:09:39.119-03:002019-06-08T13:09:39.119-03:00I have forgotten 1 detail. This is how I am using ...I have forgotten 1 detail. This is how I am using your formula by the use of GoogleFinance() in Arrayformula and not Offset on cells.<br /><br />=SERIESSUM($G$1, $G$2-1, -1, ARRAYFORMULA(N(QUERY(GoogleFinance( L22, "price", WORKDAY( TODAY(), -$G$2), $G$2), "select Col2 label Col2 ''", 1)))) / SERIESSUM($G$1, $G$2-1, -1, ARRAYFORMULA(N(ISNUMBER(QUERY(GoogleFinance( L22, "price", WORKDAY( TODAY(), -$G$2), $G$2), "select Col2 label Col2 ''", 1)))))Unknownhttps://www.blogger.com/profile/00496281408542251435noreply@blogger.comtag:blogger.com,1999:blog-1034836236404925218.post-67608341057937670652019-06-08T13:06:01.461-03:002019-06-08T13:06:01.461-03:00One more thing. You have done a great job with the...One more thing. You have done a great job with the arrayformula to calculate EMA by Sum of Series.<br /><br />I am in struggle to find a way to calculate the DOUBLE Exponential Moving Average (DEMA) on Google Spreadsheet.<br /><br />The reason is that I am still not skilled enough on how to store the Series of n EMAs to use to calculate the EMAn(EMAn) <br /><br />Here the formula:<br /><br />DEMAn = 2∗EMAn - EMAn(EMAn) <br /><br />where:<br />n=look-back period<br /> <br />Here the Mathematical Reference: https://www.investopedia.com/terms/d/double-exponential-moving-average.asp<br /><br />Maybe you can do much better than me in the finding of a solution that can be used on Google Sheets, making the full calculation in only 1 cell OR developed by partial calculations that are all in the same row.<br /><br />Thank you very much for your support and for this post that helped me.<br /><br />Kind regards<br /><br />G. Aloe<br />Unknownhttps://www.blogger.com/profile/00496281408542251435noreply@blogger.comtag:blogger.com,1999:blog-1034836236404925218.post-2313177694802153312019-06-08T12:49:20.431-03:002019-06-08T12:49:20.431-03:00I am using this formula to calculate EMA for Finan...I am using this formula to calculate EMA for Financial Instruments. BUT there is a problem.<br /><br />The geometrical progression ratio is not a constant. It depends on the period length:<br /><br />alpha = 2 * (n + 1)<br /><br />n is the period. In my case n is the number of days (9, 20, 50, 200).<br /><br />When n = 200, the multiplier alpha = 0.009950248756<br /><br />In this case, the Series Sum have a wrong return.<br /><br />I am using the formula on Google Spreadsheet<br /><br />Mathematical Reference: https://en.wikipedia.org/wiki/Moving_average#Exponential_moving_average<br /><br />If I am right considering this a problem, how could it be managed?<br /><br />Kind regards<br /><br />G. AloeUnknownhttps://www.blogger.com/profile/00496281408542251435noreply@blogger.comtag:blogger.com,1999:blog-1034836236404925218.post-34727252964118496682019-06-08T12:47:15.913-03:002019-06-08T12:47:15.913-03:00This comment has been removed by the author.Unknownhttps://www.blogger.com/profile/00496281408542251435noreply@blogger.comtag:blogger.com,1999:blog-1034836236404925218.post-82335288708462845362019-03-30T07:17:39.687-03:002019-03-30T07:17:39.687-03:00I have recently started a blog, the info you provi...I have recently started a blog, the info you provide on this site has helped me greatly. Thanks for all of your time & work. <a href="http://movingcompanypasadena.com/" rel="nofollow">moving companies pasadena</a>Blog Comment Backlinkshttps://www.blogger.com/profile/11978208268095899570noreply@blogger.comtag:blogger.com,1999:blog-1034836236404925218.post-19600912509909081232016-03-04T21:32:56.244-03:002016-03-04T21:32:56.244-03:00Hi Savio,
I did read it, indeed, but the diet I u...Hi Savio,<br /><br />I did read it, indeed, but the diet I used to get those results is not what he advocates. I did not count calories, I just cut out all carbs and went ketogenic!<br /><br />But the exponential moving average is a great tool, it captures details that the pure average does not.<br /><br />Regards!Marcelo Roberto Jimenezhttps://www.blogger.com/profile/00559195914754568252noreply@blogger.comtag:blogger.com,1999:blog-1034836236404925218.post-53121942474105785332016-03-04T21:32:33.629-03:002016-03-04T21:32:33.629-03:00This comment has been removed by the author.Marcelo Roberto Jimenezhttps://www.blogger.com/profile/00559195914754568252noreply@blogger.comtag:blogger.com,1999:blog-1034836236404925218.post-70623057984276368572016-03-04T19:47:51.659-03:002016-03-04T19:47:51.659-03:00Thank you! I was about to do the same spreadsheet....Thank you! I was about to do the same spreadsheet. I suppose you read John Walker too? Saviohttps://www.blogger.com/profile/01684391993168604511noreply@blogger.com