[R-SIG-Finance] Fwd: RBloomberg EMA Calculation

Laura Rogers ransomedbyfire at gmail.com
Tue Aug 4 19:50:27 CEST 2015


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!

=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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