MRPNL

Exponential Moving Average (EMA)

EMA

Moving average that weights recent closes more heavily via an exponential multiplier, reacting faster to price changes than the SMA.

Card view

Formula

EMA = Priceₜ × k + EMA_prev × (1 − k),  where k = 2 / (n + 1)

The EMA applies a smoothing factor k = 2 / (n + 1) to give recent bars exponentially more influence. A 12-period EMA reacts much faster to new data than a 12-period SMA because bars from two weeks ago carry a fraction of a fraction of their original weight.

EMAs are the building block of MACD, and traders commonly stack two or three (e.g. 9, 21, 55) to read trend direction from their order and the gaps between them. During strong trends, price tends to "ride" the faster EMA without crossing it.

#trend#moving-average

Related Terms