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[Octave-patch-tracker] [patch #8670] macd function for financial package


From: william wright
Subject: [Octave-patch-tracker] [patch #8670] macd function for financial package
Date: Wed, 20 May 2015 20:47:26 +0000
User-agent: Mozilla/5.0 (X11; Ubuntu; Linux x86_64; rv:38.0) Gecko/20100101 Firefox/38.0

Follow-up Comment #5, patch #8670 (project octave):

The way you calculate the exponential moving average is wrong. In a N-period
exponential moving average the first n-1 values are blank and the nth value is
the simple moving average of the first n periods and then then you use the
remaining periods' prices from there. Check out the following web page for an
example.
http://stackoverflow.com/questions/13783419/perform-a-vectorized-exponential-moving-average-in-octave

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