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

Nils Tobias Kramer ntobiaskramer at gmail.com
Tue Aug 4 20:34:45 CEST 2015


If you have the bloomberg api (the excel addin) running you can press this little fx symbol left of the formular. This will explain every single parameter and also all the options you got for those parameters.

I usually use BDH and BDP, haven't tried with BTH but pretty sure this should be the same.

Toby

> On 04.08.2015, at 20:01, Whit Armstrong <armstrong.whit at gmail.com> wrote:
> 
> If you are a bbg subscriber, then why not ask the help desk?  They are
> typically very responsive to requests like this...
> 
> 
> On Tue, Aug 4, 2015 at 1:50 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!
>> 
>> 
>> =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")
>> 
>>        [[alternative HTML version deleted]]
>> 
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>    [[alternative HTML version deleted]]
> 
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