exponential moving average

[Bill Cunningham]

I have been trying to construct a function called Ema and have come to
as far as I know what to do with it. According to this page with the numbers
120 and 136 the ema should be 120.16

http://www.pandacash.com/technical-analysis/moving-average/exponential.htm

Here's my source code.

double Ema(double today, double yest, int per)
{
double exp = 2 / (per+1);
double ema = today * exp + (yest * (1 - exp));
return ema;
}

I add 1 to get the exp. Since exp is the same on each end of the
equations except for (1-exp) on the right term I just can't see the bug. I
have come as close as 120.

Bill

 

[Ben Bacarisse]

I have been trying to construct a function called Ema and have come to
as far as I know what to do with it. According to this page with the numbers
120 and 136 the ema should be 120.16

http://www.pandacash.com/technical-analysis/moving-average/exponential.htm

Here's my source code.

double Ema(double today, double yest, int per)
{
double exp = 2 / (per+1);

2 is an int. per is an int. 1 is an int. The division will be done
as integer division and the result will be wrong for this purpose. If
per is 2 or higher, exp will be 0. Write 2.0 instead of 2.

 

[Keith Thompson]

2 is an int. per is an int. 1 is an int. The division will be done
as integer division and the result will be wrong for this purpose. If
per is 2 or higher, exp will be 0. Write 2.0 instead of 2.

Also, "exp" is the name of a standard function (declared in <math.h>).
Using it as a variable name is generally not a good idea. It
shouldn't cause any problems in this case, but it's a bad habit.

 

[Bill Cunningham]

Also, "exp" is the name of a standard function (declared in <math.h>).
Using it as a variable name is generally not a good idea. It
shouldn't cause any problems in this case, but it's a bad habit.

Ok no I don't want bad habits right now.

Bill