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

Whit Armstrong armstrong.whit at gmail.com
Tue Aug 4 20:01:07 CEST 2015


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")
>
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>
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