aido / AidoATP

Reference Implementation of IsisATP from the Open Payments Alliance
GNU General Public License v3.0
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Feature Request: EMA parameter #7

Closed WLJenkins closed 11 years ago

WLJenkins commented 11 years ago

Disregard Below - I looked at the code and now understand the SMA tick and Short EMA and Long EMA relationship and how to get the desired results.

Since no parameters exist for EMA in Aido-ATP, I'm assuming that the equation is using max tick age for 'period' in order to calculate the exponent weight.

I'd like EMA to be more configurable. Such, that an EMA max age could be configured to experiment with resulting different exponential weighting.