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Highlights from
Algorithmic Trading with MATLAB - 2009 update

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Algorithmic Trading with MATLAB - 2009 update

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M-file scripts and Simulink models from webinar on 28 May 2009

emstd(X,N)
function em = emstd(X,N)
% exponential moving standard deviation
% we use the following formula:
%   std = sqrt(E[ (X - E[X])^2 ])
% where E = exponential moving average.

em = sqrt( ema( (X - ema(X,N)).^2, N) );

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