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Hi community!
We have just updated our Exponential Moving Average (EMA) indicator implementation to fix a small bug on the first value calculation, matching the implementations of other platforms like TradingView and TA-Lib. An EMA with period N will start with a Simple Moving Average (SMA) of the first N samples and then use the EMA formula for the following samples.
This migth cause your algorithms relying on EMA indicators – or any other indicator based on EMA – to behave a bit differently given that the EMA values will be sligthly different now, so we recommend looking into them to get a better understanding on whether this will affect your algorithms.
As always, please let us know if you have any concerns about this change so we can look into it ASAP.
Thank you!
Yuri Lopukhov
This is great, but one should be aware that 100% match is only achievable if calculations start at the same date and time as in TradingView, otherwise they might still be a little bit off. And of course the data should match as well, so, for example, for correct intraday NASDAQ & NYSE prices you need to add corresponding data subscriptions in TradingView for $3/month each, and also make sure you use the same adjustment method for prices.
Jhonathan Abreu
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