EMA
Exponential moving average — trend, reacts faster than SMA.
Was es ist
Exponential moving average — trend, reacts faster than SMA.
The exponential moving average (EMA) is a recursive average that updates by blending today's close into yesterday's EMA via a smoothing factor α = 2 / (N + 1). Older observations decay exponentially rather than dropping off a fixed window, so the EMA reacts faster to new price action than the equivalent-length SMA.
EMAs are the building block for many other indicators: MACD is the difference of two EMAs, the signal line is an EMA of MACD, and many strategies use a 9 / 21 / 50 EMA stack to gauge short- vs. medium-term trend.
The trade-off versus SMA: faster response in trending markets, but more whipsaws in chop. The smoothing factor α is unitless — the same EMA(20) on 1-minute bars and on daily bars uses the same recursion.
EMA_t = α · P_t + (1 - α) · EMA_{t-1}, where α = 2 / (N + 1)Lies die vollständige Definition von Exponential moving average (EMA) im Glossar →
Live-Chart
BTC/USDT auf Binance mit vorgeladenem Indikator. Bereitgestellt von TradingView.
Chart von TradingView. Das integrierte Study dient der Veranschaulichung; die Noon-Barbari-Engine berechnet ihre eigenen Werte.
Parameter
| Parameter | Standard | Bereich |
|---|---|---|
| Period | 20 | 2 – 800 |
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Verwandte Strategien
Fertige, lauffähige Vorlagen, die diesen Indikator verwenden. Öffne eine, um sie zu prüfen oder zu backtesten.
EMA fast/slow crossover strategy
Catch sustained moves by going long when the fast EMA crosses above the slow EMA.
EMA breakout with ATR sizing strategy
Cross above a 20-bar EMA, trail the position with ATR-aware stop bands.
RSI dip with trend filter strategy
Buy oversold RSI dips, but only when price is still above the 50 EMA.
Mehr dazu im Blog
Ausführliche Artikel zu diesem Indikator und seinem Einsatz.
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EMA vs SMA: which actually wins on crypto?
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We tuned ten classic strategy families on twenty coins, then ran each tuned winner once on data it had never seen. Only two families kept a positive median edge. Here is the full ranking — including the three that were negative before fees even bit.
Diesen Indikator backtesten
Setze diesen Indikator in ein Regelwerk ein, lass ihn über Jahre von BTC/USDT-Daten laufen und sieh, ob der Vorteil echt ist oder nur kurvenangepasst — keine Kreditkarte nötig.