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

[Nils Tobias Kramer]

I don't use this function sorry.

> On 05.08.2015, at 18:39, Laura Rogers <ransomedbyfire at gmail.com> wrote:
> 
> Thank you so much for this info! It sounds like this value should, in theory, match Yahoo Finance's historical adjusted prices (and just about everyone else's). But it doesn't. Do you suppose the discrepancy could be because the two sources aren't adjusting for exactly the same things? Or is there some other factor I'm not considering?
> 
> Thanks!
> 
>> On Wed, Aug 5, 2015 at 7:11 AM, Nils Tobias Kramer <ntobiaskramer at gmail.com> wrote:
>> BTH: Bloomberg Technical Analysis Function
>> QQQ: Security 
>> EMAVG: Field and Study of your request, exponential moving average
>> "7/10/15": Startdate and Enddate
>> TAPeriod: number of days for average
>> DSClose: specifies intraday field, so you take the closing prices
>> Dir: direction data is returned to Excel
>> Dts: dates are hidden
>> Sort: ascending dates
>> Days: t for trading days
>> Per: periodicity, so cd for daily
>> UseDPDF: follows DPDF settings
>> CshAdjNormal: adjust historical pricing to refelect some normal items, e.g. regular cash
>> CshAdjAbnormal: adjust historical pricing to refelect some non normal items, e.g. capital gains
>> CapChg: adjust prices for corporate actions, like spin offs
>> 
>> Toby
>> 
>>> On 04.08.2015, at 20:44, Laura Rogers <ransomedbyfire at gmail.com> wrote:
>>> 
>>> Unfortunately, I don't have Bloomberg myself. But thanks for the info!
>>> 
>>>> On Tue, Aug 4, 2015 at 2:34 PM, Nils Tobias Kramer <ntobiaskramer at gmail.com> wrote:
>>>> 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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>>> 
> 

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