RBloomberg EMA Calculation
On Tue, Aug 4, 2015 at 12:50 PM, Laura Rogers <ransomedbyfire at gmail.com> wrote:
Hello. I am trying to figure out what exactly the formula below does. It's supposed to be an exponential moving average, but it does not equal any of the other EMA values I've seen elsewhere, such as Yahoo! Finance or anything I've ever seen manually calculated in a spreadsheet. Could someone please help me figure out what exactly this is calculating? Thanks!
This isn't the appropriate forum for your question, since this has nothing to do with R. Perhaps ask your Bloomberg representative for some pointers? It's also polite to mention that you've cross-posted elsewhere: http://quant.stackexchange.com/q/18630/56
=BTH("QQQ","EMAVG","7/10/15","7/10/15","EMAVG","TAPeriod=30","DSClose=PX_LAST","Dir=V","Dts=H","Sort=A","QtTyp=P","Days=T","Per=cd","UseDPDF=N",
"CshAdjNormal=Y","CshAdjAbnormal=Y","CapChg=Y")
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