Comment on Application of Option Greeks

Karthik Rangappa commented on 01 Sep 2014, 10:40 PM

EMA is a more reactive when compared to SMA, hence it tends to stick closer to the prices. You can use any variable (within OHLC) as a data feed to the EMA formula. EMA formula is insensitive to the data you feed.

EMA(High,20) seems to be the right expression.

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