Abbreviation: Lag(ExpAvg)
Category: Advanced Exponential Moving Average
Input Parameters:
| Name | Range | Default |
| Time Series | Close | |
| Lag Amount | Int >= 1 | 5 |
| ExpAvg Periods | Int >= 1 | 5 |
Calculation:
Lag(ExpAvg(X, n), L)
where
X = Time Series
L = Lag Amount
n = ExpAvg Periods
ExpAvg represents Exponential Moving Average
Lag represents Lag
Discussion:
This indicator provides a lagged smoothing of a time series by calculating the lag of the moving average of a time series.