Abbreviation: ExpAvg1/Lag(ExpAvg) Ratio
Category: Advanced Exponential Moving Average
Input Parameters:
| Name | Range | Default |
| Time Series | Close | |
| ExpAvg Periods | Int >= 1 | 5 |
| Lag Amount | Int >= 1 | 5 |
Calculation:
ExpAvg(X, n) / Lag(ExpAvg(X, n), L)
where
X = Time Series
n = ExpAvg Factor
L = Lag Amount
ExpAvg represents Exponential Moving Average
Lag represents Lag
Discussion:
This indicator attempts to quantify movements in a time series by calculating the ratio of a moving average to the same sized lagged moving average.