Comment on Application of Option Greeks

Manish commented on 01 Sep 2014, 02:01 PM

Hello Karthik
What I meant was
Generally we use average for a particular number of periods with field as close but
I want to use EMA for 20 periods but field highs should be( Simple speaking I want an EMA of past 20 days high)

eg, day 1 50 55 45 49
day 2 55 57 46 50
day 3 54 56 40 51 and so on……..
Here now I want to calculate EMA for second field ie HIGH 55 57 56 ……. for 20 periods
When i used EMA(High, 20) I was informed this only catches the high of past 20 periods rather than returning me EMA
Please guide

Manish

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