github.com/diadata-org/diadata@v1.4.593/documentation/methodology/digital-assets/exchangeprices/ema-exponential-moving-average.md (about)

     1  ---
     2  description: This page contains information about the EMA pricing methodology.
     3  ---
     4  
     5  # EMA: Exponential Moving Average
     6  
     7  The EMA (Exponential Moving Average) filter is a filter that can be applied to a time series of existing price points. These price points originate from one of the other filter methods (e.g., [VWAPIR](vwapir-volume-weighted-average-price-with-interquartile-range-filter.md), [MAIR](mair-moving-average-with-interquartile-range-filter.md), or [MEDIR](medir-median-with-interquartile-range-filter.md)). The EMA filter then produces a moving average over a number of the latest of these price points.
     8  
     9  ### Filter Application
    10  
    11  The EMA filter is used as a post-processing filter in our graphql frontend. It uses the underlying MA120 filter points and produces a time series using a moving window approach.
    12  
    13  For each EMA filter point, the algorithm takes into account a configurable amount of MA120 filter points from the past and calculated a weighted average. This weighting depends on the age of the MA120 filter points and decreases exponentially towards the past. By that the EMA filter ensures that recent data points have a higher weight in the filter end result compared to older ones.
    14  
    15  A detailed writeup of EMA functionality can be [found here](https://www.investopedia.com/terms/e/ema.asp).
    16  
    17  ### Implementation
    18  
    19  The filter is implemented as part of the FiltersBlockService in [this file in our Github repository](../../../../internal/pkg/filtersBlockService/FilterEMA.go).