Evaluates the (
x
day) Exponentially Weighted Moving Average(EWMA) of a time
series provided where
x
is the length of the time series array which is provided as a
parameter, for all periods for which sufficient data is provided.
Syntax
Visual Basic (Usage)  Copy Code 

Dim seriesName As String
Dim s As Series
Dim elementValue As ElementValue
Dim smoothingFactor As Double
Dim lengthOfMA As Integer
Dim value As Series
value = FinancialEngine.ExponentiallyWeightedMovingAverage(seriesName, s, elementValue, smoothingFactor, lengthOfMA)

Parameters
 seriesName
 The name of the series which will be displayed on the chart, i.e. its label.
 s
 A series where the first value corresponds to the value of the asset in the
t
th period, and the second value corresponds to the value of the asset in the t1
th
period and so on.  elementValue
 Specifies the particular element value (for example High, Low, Close or Open of
the financial time series) which will be considered within this indicator evaluation. In particular,
if you wish to use the element value high then you should pass the parameter
High. In a similarly fashion if you wish to
use the low, close or open, then you should pass the parameter
Low, Close,
Open, respectively.
 smoothingFactor
 The number between 0 and 1 which is known as a smoothing factor.
The closer the value is to zero the more influence more resent measurements
will have on the EWMA.
 lengthOfMA
 The number of periods over which the moving average is evaluated
for each period.
Return Value
A series where the first term is the EWMA for the most recent period,
the second term is the EWMA for the previous period and so on.
Exceptions
Exception  Description 
ArgumentException  Thrown if the Series is empty or if the value
given for the smoothing factor lies outside the closed range [0,1]. 
See Also