Details of EMA or Exponential Moving Average

You can find the EMA code here: 

I found that having a look at the code is the fastest way to solve my doubts. Luckily it is open source ;)

Sorry, I see now that you were referring to the algorithm's shortcut method for the indicator.

You can find its code here:

The period is a mandatory parameter. E.g EMA(spy, 14)

Hi Nick,

I don't understand exactly where you take your “8-minute lag” from but in a nutshell, when you declare an EMA, you set whatever period and resolution that you want.

So you can easily do the infamous MTF (Multi Time-Frame).

For instance, you can subscribe to minute data on SPY but then have an EMA("SPY", 60, Resolution.Minute) and an EMA("SPY", 1, Resolution.Daily) in the same algo, thus doing EMA on hour and day timeframes.

Fred

I have already reviewed the documentation, but I"m not too familiar with C#, so I can't see where the units on period are in the code below. Any clarification would be of great help. Thank you. Is it minutes, hours, days? Does it depend on the underlying resolution? 

        public ExponentialMovingAverage EMA(Symbol symbol, int period, Resolution? resolution = null, Func<IBaseData, decimal> selector = null)
        {
            return EMA(symbol, period, ExponentialMovingAverage.SmoothingFactorDefault(period), resolution, selector);
        }

        /// <summary>
        /// Creates an ExponentialMovingAverage indicator for the symbol. The indicator will be automatically
        /// updated on the given resolution.
        /// </summary>
        /// <param name="symbol">The symbol whose EMA we want</param>
        /// <param name="period">The period of the EMA</param>
        /// <param name="smoothingFactor">The percentage of data from the previous value to be carried into the next value</param>
        /// <param name="resolution">The resolution</param>
        /// <param name="selector">Selects a value from the BaseData to send into the indicator, if null defaults to the Value property of BaseData (x => x.Value)</param>
        /// <returns>The ExponentialMovingAverage for the given parameters</returns>
        [DocumentationAttribute(Indicators)]
        public ExponentialMovingAverage EMA(Symbol symbol, int period, decimal smoothingFactor, Resolution? resolution = null, Func<IBaseData, decimal> selector = null)
        {
            var name = CreateIndicatorName(symbol, $"EMA({period})", resolution);
            var exponentialMovingAverage = new ExponentialMovingAverage(name, period, smoothingFactor);
            RegisterIndicator(symbol, exponentialMovingAverage, resolution, selector);

            if (EnableAutomaticIndicatorWarmUp)
            {
                WarmUpIndicator(symbol, exponentialMovingAverage, resolution);
            }

            return exponentialMovingAverage;
        }

Hi Fred, Thanks for the answer, this is what I was looking for. It wasn't clear from the documentation or the code. I'm not too familiar with C#, I code in python.