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{"sheet":"Rockbelt","index":0,"n_rows":4090,"n_cols":12,"rows_kept":4090,"cut":false,"hidden":false,"merged":[]}
["Autor: Sancho 6.12.2015"]
[null,null,null,null,null,null,null,null,null,null,null,"Berechnung des exponentiell geglätteten Durchschnittes für beliebige Zeiträume"]
[]
[]
[]
[]
[]
[]
[]
[]
[]
["Def.:"]
["EMA","exponential moving average = exponentiell geglätteter gleitender Durchschnitt"]
[null,"Wird berechnet indem vom vorherigen EMA, das EMA mit dem aktuellen Gewicht"]
[null,"abgezogen wird und der aktuelle Wert mit dem aktuellen Gewicht addiert wird."]
[null,"Das erste EMA = das arithmetische Mittel."]
[null,"Gewicht des aktuellen Wertes"]
[]
[]
["Hintergrund:"]
["Im Gegensatz zum arithmetischen Mittel (Gewicht jeder Zahl=1) erhalten beim EMA die"]
["letzten Werte ein höheres Gewicht als die ersten/älteren."]
["Dieses Verfahren findet man häufig in der Logistik. Ob die Gewichtung gerechtfertigt ist/war,"]
["bzw. für Wertpapierkurse erfolgreich war, sollte mit Backtests leicht festzustellen sein."]
[]
["Realisierung in Excel:"]
["Soweit es möglich ist, versuche ich eine Lösung ohne Programmierung zum manuellen"]
["Selbstrechnen zu nutzen."]
["Die VBA-Programme findet ihr wie immer im VBA-Rockbelt-Modul."]
[]
[]
["Beispiel anhand der Kurse des DAX",null,null,null,null,null,null,null,8,"Tage",null,"mit den Buttons \"+\" und \"-\" lässt sich der Zeitraum einstellen - oder man ändert den Wert manuell."]
["Tag","Open","High","Low","Close","Volume","Adj Close",null,"EMA"]
["2000-01-03",6961.72,7159.33,6720.87,6750.75,0,6750.76]
["2000-01-04",6747.24,6755.36,6510.46,6586.95,0,6586.95]
["2000-01-05",6585.85,6585.85,6388.91,6502.07,0,6502.07]
["2000-01-06",6501.45,6539.31,6402.63,6474.92,0,6474.92]
["2000-01-07",6489.94,6791.53,6470.14,6780.96,0,6780.96]
["2000-01-10",6785.47,6975.26,6785.47,6925.52,0,6925.52]
["2000-01-11",6926.04,6943.83,6821.26,6891.25,0,6891.25]
["2000-01-12",6878.92,6913.5,6783.22,6912.81,0,6912.81,null,{"$f":"AVERAGE(G33:G41)","v":6728.1549999999988}]
["2000-01-13",6913.13,7106.45,6898.69,6955.98,0,6955.98,null,{"$f":"G42*(2/(R_Zeitraum+1))+I41*(1-(2/(R_Zeitraum+1)))","v":6778.7827777777766}]
["2000-01-14",6960.29,7207.45,6960.29,7173.22,0,7173.22,null,{"$f":"G43*(2/(R_Zeitraum+1))+I42*(1-(2/(R_Zeitraum+1)))","v":6866.435493827159}]
["2000-01-17",7177.48,7297.04,7112.97,7258.9,0,7258.9,null,{"$f":"G44*(2/(R_Zeitraum+1))+I43*(1-(2/(R_Zeitraum+1)))","v":6953.6498285322341}]
["2000-01-18",7262.21,7306.48,7053.86,7072.12,0,7072.12,null,{"$f":"G45*(2/(R_Zeitraum+1))+I44*(1-(2/(R_Zeitraum+1)))","v":6979.976533302849}]
["2000-01-19",7065.31,7110.19,6987.12,7091.04,0,7091.04,null,{"$f":"G46*(2/(R_Zeitraum+1))+I45*(1-(2/(R_Zeitraum+1)))","v":7004.6573036799937}]
["2000-01-20",7095.98,7230.75,7076.81,7112.66,0,7112.66,null,{"$f":"G47*(2/(R_Zeitraum+1))+I46*(1-(2/(R_Zeitraum+1)))","v":7028.6579028622173}]
["2000-01-21",7103.7,7103.7,6939.94,6992.75,0,6992.75,null,{"$f":"G48*(2/(R_Zeitraum+1))+I47*(1-(2/(R_Zeitraum+1)))","v":7020.6783688928354}]
["2000-01-24",6987.59,7092.5,6921.97,6931.99,0,6931.99,null,{"$f":"G49*(2/(R_Zeitraum+1))+I48*(1-(2/(R_Zeitraum+1)))","v":7000.9698424722055}]
["2000-01-25",6928.08,6928.08,6809.64,6809.64,0,6809.64,null,{"$f":"G50*(2/(R_Zeitraum+1))+I49*(1-(2/(R_Zeitraum+1)))","v":6958.4520997006039}]
["2000-01-26",6838.05,6980.93,6838.05,6969.37,0,6969.37,null,{"$f":"G51*(2/(R_Zeitraum+1))+I50*(1-(2/(R_Zeitraum+1)))","v":6960.8782997671369}]
["2000-01-27",6983.42,7169.87,6944.65,7126.13,0,7126.13,null,{"$f":"G52*(2/(R_Zeitraum+1))+I51*(1-(2/(R_Zeitraum+1)))","v":6997.6008998188845}]
["2000-01-28",7128.01,7214.58,7040.49,7066.6,0,7066.6,null,{"$f":"G53*(2/(R_Zeitraum+1))+I52*(1-(2/(R_Zeitraum+1)))","v":7012.9340331924659}]
["2000-01-31",7054.24,7054.24,6816.54,6835.6,0,6835.6,null,{"$f":"G54*(2/(R_Zeitraum+1))+I53*(1-(2/(R_Zeitraum+1)))","v":6973.5264702608065}]
["2000-02-01",6841.12,7052.22,6841.12,7050.46,0,7050.46,null,{"$f":"G55*(2/(R_Zeitraum+1))+I54*(1-(2/(R_Zeitraum+1)))","v":6990.6228102028499}]
["2000-02-02",7063.57,7172.05,7038.71,7171.95,0,7171.95,null,{"$f":"G56*(2/(R_Zeitraum+1))+I55*(1-(2/(R_Zeitraum+1)))","v":7030.9177412688832}]
["2000-02-03",7175.87,7354.56,7134.42,7354.26,0,7354.26,null,{"$f":"G57*(2/(R_Zeitraum+1))+I56*(1-(2/(R_Zeitraum+1)))","v":7102.7715765424646}]
["2000-02-04",7355.69,7491.79,7338.15,7444.61,0,7444.61,null,{"$f":"G58*(2/(R_Zeitraum+1))+I57*(1-(2/(R_Zeitraum+1)))","v":7178.7356706441387}]
["2000-02-07",7450.79,7450.79,7270.4,7296.32,0,7296.32,null,{"$f":"G59*(2/(R_Zeitraum+1))+I58*(1-(2/(R_Zeitraum+1)))","v":7204.8655216121078}]
["2000-02-08",7295.61,7570.55,7263.19,7549.88,0,7549.88,null,{"$f":"G60*(2/(R_Zeitraum+1))+I59*(1-(2/(R_Zeitraum+1)))","v":7281.535405698306}]
["2000-02-09",7566.68,7676.56,7526.08,7629.11,0,7629.11,null,{"$f":"G61*(2/(R_Zeitraum+1))+I60*(1-(2/(R_Zeitraum+1)))","v":7358.7742044320157}]
["2000-02-10",7617.07,7709.27,7496.42,7709.27,0,7709.27,null,{"$f":"G62*(2/(R_Zeitraum+1))+I61*(1-(2/(R_Zeitraum+1)))","v":7436.6621590026789}]
["2000-02-11",7724.36,7812.09,7586.26,7611.55,0,7611.55,null,{"$f":"G63*(2/(R_Zeitraum+1))+I62*(1-(2/(R_Zeitraum+1)))","v":7475.5261236687502}]
["2000-02-14",7569.01,7660.39,7542.3,7644.8,0,7644.8,null,{"$f":"G64*(2/(R_Zeitraum+1))+I63*(1-(2/(R_Zeitraum+1)))","v":7513.1425406312501}]
["2000-02-15",7636.41,7699.97,7396.13,7396.13,0,7396.13,null,{"$f":"G65*(2/(R_Zeitraum+1))+I64*(1-(2/(R_Zeitraum+1)))","v":7487.1397538243064}]
["2000-02-16",7401.26,7596.9,7342.65,7490.32,0,7490.32,null,{"$f":"G66*(2/(R_Zeitraum+1))+I65*(1-(2/(R_Zeitraum+1)))","v":7487.8464751966831}]
["2000-02-17",7478.32,7637.46,7394.02,7580.53,0,7580.53,null,{"$f":"G67*(2/(R_Zeitraum+1))+I66*(1-(2/(R_Zeitraum+1)))","v":7508.442814041864}]
["2000-02-18",7584.39,7658.88,7543.5,7573.78,0,7573.78,null,{"$f":"G68*(2/(R_Zeitraum+1))+I67*(1-(2/(R_Zeitraum+1)))","v":7522.9621886992272}]
["2000-02-21",7568.34,7590.53,7447.71,7590.53,0,7590.53,null,{"$f":"G69*(2/(R_Zeitraum+1))+I68*(1-(2/(R_Zeitraum+1)))","v":7537.9772578771772}]
["2000-02-22",7580.38,7725.5,7540.36,7607.94,0,7607.94,null,{"$f":"G70*(2/(R_Zeitraum+1))+I69*(1-(2/(R_Zeitraum+1)))","v":7553.5245339044704}]
["2000-02-23",7619.83,7772.28,7619.83,7698.97,0,7698.97,null,{"$f":"G71*(2/(R_Zeitraum+1))+I70*(1-(2/(R_Zeitraum+1)))","v":7585.8457485923664}]
["2000-02-24",7696.92,7813.2,7587.08,7640.53,0,7640.53,null,{"$f":"G72*(2/(R_Zeitraum+1))+I71*(1-(2/(R_Zeitraum+1)))","v":7597.9978044607287}]
["2000-02-25",7668.7,7776.84,7640.69,7738.68,0,7738.68,null,{"$f":"G73*(2/(R_Zeitraum+1))+I72*(1-(2/(R_Zeitraum+1)))","v":7629.2605145805674}]
["2000-02-28",7732.9,7747.37,7492.23,7587.13,0,7587.13,null,{"$f":"G74*(2/(R_Zeitraum+1))+I73*(1-(2/(R_Zeitraum+1)))","v":7619.8981780071081}]
["2000-02-29",7590.9,7700.36,7590.9,7644.55,0,7644.55,null,{"$f":"G75*(2/(R_Zeitraum+1))+I74*(1-(2/(R_Zeitraum+1)))","v":7625.376360672195}]
["2000-03-01",7645.3,7769.01,7618.6,7727.93,0,7727.93,null,{"$f":"G76*(2/(R_Zeitraum+1))+I75*(1-(2/(R_Zeitraum+1)))","v":7648.166058300596}]
["2000-03-02",7720.9,7950.66,7639.93,7945.77,0,7945.77,null,{"$f":"G77*(2/(R_Zeitraum+1))+I76*(1-(2/(R_Zeitraum+1)))","v":7714.3002675671305}]
["2000-03-03",7952.28,8022.48,7874.57,7960.03,0,7960.03,null,{"$f":"G78*(2/(R_Zeitraum+1))+I77*(1-(2/(R_Zeitraum+1)))","v":7768.906874774435}]
["2000-03-06",7960.09,8030.59,7925.2,7975.78,0,7975.78,null,{"$f":"G79*(2/(R_Zeitraum+1))+I78*(1-(2/(R_Zeitraum+1)))","v":7814.8786803801158}]
["2000-03-07",7971.23,8136.16,7922.32,8064.97,0,8064.97,null,{"$f":"G80*(2/(R_Zeitraum+1))+I79*(1-(2/(R_Zeitraum+1)))","v":7870.4545291845343}]
["2000-03-08",8069.98,8097.68,7949.38,7987,0,7987,null,{"$f":"G81*(2/(R_Zeitraum+1))+I80*(1-(2/(R_Zeitraum+1)))","v":7896.3535226990825}]
["2000-03-09",7984.21,8084.92,7877.19,7949.15,0,7949.15,null,{"$f":"G82*(2/(R_Zeitraum+1))+I81*(1-(2/(R_Zeitraum+1)))","v":7908.0860732103974}]
["2000-03-10",7952.51,8076.31,7952.51,7975.95,0,7975.95,null,{"$f":"G83*(2/(R_Zeitraum+1))+I82*(1-(2/(R_Zeitraum+1)))","v":7923.1669458303095}]
["2000-03-13",7977.06,7991.07,7630.31,7693.85,0,7693.85,null,{"$f":"G84*(2/(R_Zeitraum+1))+I83*(1-(2/(R_Zeitraum+1)))","v":7872.2076245346852}]
["2000-03-14",7695.79,7757.03,7630.1,7650.05,0,7650.05,null,{"$f":"G85*(2/(R_Zeitraum+1))+I84*(1-(2/(R_Zeitraum+1)))","v":7822.8392635269774}]
["2000-03-15",7633.2,7633.2,7411.76,7414.46,0,7414.46,null,{"$f":"G86*(2/(R_Zeitraum+1))+I85*(1-(2/(R_Zeitraum+1)))","v":7732.0883160765379}]
["2000-03-16",7416.64,7648.28,7416.64,7583.96,0,7583.96,null,{"$f":"G87*(2/(R_Zeitraum+1))+I86*(1-(2/(R_Zeitraum+1)))","v":7699.1709125039743}]
["2000-03-17",7594.99,7834.54,7574.52,7710.92,0,7710.92,null,{"$f":"G88*(2/(R_Zeitraum+1))+I87*(1-(2/(R_Zeitraum+1)))","v":7701.7818208364242}]
["2000-03-20",7716.24,7887.97,7716.24,7872.38,0,7872.38,null,{"$f":"G89*(2/(R_Zeitraum+1))+I88*(1-(2/(R_Zeitraum+1)))","v":7739.6925273172192}]
["2000-03-21",7865.48,7865.48,7735.74,7807.93,0,7807.93,null,{"$f":"G90*(2/(R_Zeitraum+1))+I89*(1-(2/(R_Zeitraum+1)))","v":7754.8564101356151}]
["2000-03-22",7827.56,7949.72,7787.09,7798.62,0,7798.62,null,{"$f":"G91*(2/(R_Zeitraum+1))+I90*(1-(2/(R_Zeitraum+1)))","v":7764.5816523277008}]
["2000-03-23",7803.69,7873.03,7677.08,7694.78,0,7694.78,null,{"$f":"G92*(2/(R_Zeitraum+1))+I91*(1-(2/(R_Zeitraum+1)))","v":7749.0701740326567}]
["2000-03-24",7706.5,7932.42,7706.5,7932.42,0,7932.42,null,{"$f":"G93*(2/(R_Zeitraum+1))+I92*(1-(2/(R_Zeitraum+1)))","v":7789.8145798031774}]
["2000-03-27",7932.71,7939.92,7832.06,7892.49,0,7892.49,null,{"$f":"G94*(2/(R_Zeitraum+1))+I93*(1-(2/(R_Zeitraum+1)))","v":7812.6313398469156}]
["2000-03-28",7891.15,8031.21,7880.12,7931.93,0,7931.93,null,{"$f":"G95*(2/(R_Zeitraum+1))+I94*(1-(2/(R_Zeitraum+1)))","v":7839.1421532142676}]
["2000-03-29",7930.82,7963.7,7859.44,7864.76,0,7864.76,null,{"$f":"G96*(2/(R_Zeitraum+1))+I95*(1-(2/(R_Zeitraum+1)))","v":7844.835008055541}]
["2000-03-30",7834.56,7849.53,7610.51,7644.89,0,7644.89,null,{"$f":"G97*(2/(R_Zeitraum+1))+I96*(1-(2/(R_Zeitraum+1)))","v":7800.4027840431991}]
["2000-03-31",7649.88,7704.28,7522.7,7599.39,0,7599.39,null,{"$f":"G98*(2/(R_Zeitraum+1))+I97*(1-(2/(R_Zeitraum+1)))","v":7755.733276478044}]
["2000-04-03",7599.78,7641.53,7404.37,7429.22,0,7429.22,null,{"$f":"G99*(2/(R_Zeitraum+1))+I98*(1-(2/(R_Zeitraum+1)))","v":7683.1747705940343}]
["2000-04-04",7431.42,7566.92,7430.18,7522.8,0,7522.8,null,{"$f":"G100*(2/(R_Zeitraum+1))+I99*(1-(2/(R_Zeitraum+1)))","v":7647.535932684249}]
["2000-04-05",7502.09,7538.72,7205.86,7330.77,0,7330.77,null,{"$f":"G101*(2/(R_Zeitraum+1))+I100*(1-(2/(R_Zeitraum+1)))","v":7577.1435031988603}]
["2000-04-06",7345.01,7480.13,7325.72,7446.21,0,7446.21,null,{"$f":"G102*(2/(R_Zeitraum+1))+I101*(1-(2/(R_Zeitraum+1)))","v":7548.0471691546691}]
["2000-04-07",7470.39,7533.36,7399.81,7522.2,0,7522.2,null,{"$f":"G103*(2/(R_Zeitraum+1))+I102*(1-(2/(R_Zeitraum+1)))","v":7542.3033537869651}]
["2000-04-10",7534.91,7614.81,7507.93,7516.95,0,7516.95,null,{"$f":"G104*(2/(R_Zeitraum+1))+I103*(1-(2/(R_Zeitraum+1)))","v":7536.6692751676401}]
["2000-04-11",7513.12,7513.12,7366.49,7442.66,0,7442.66,null,{"$f":"G105*(2/(R_Zeitraum+1))+I104*(1-(2/(R_Zeitraum+1)))","v":7515.7783251303863}]
["2000-04-12",7438.26,7517.75,7414.38,7443.07,0,7443.07,null,{"$f":"G106*(2/(R_Zeitraum+1))+I105*(1-(2/(R_Zeitraum+1)))","v":7499.6209195458559}]
["2000-04-13",7421.06,7450.39,7302.82,7449.06,0,7449.06,null,{"$f":"G107*(2/(R_Zeitraum+1))+I106*(1-(2/(R_Zeitraum+1)))","v":7488.3851596467766}]
["2000-04-14",7440.05,7440.05,7168.9,7214.83,0,7214.83,null,{"$f":"G108*(2/(R_Zeitraum+1))+I107*(1-(2/(R_Zeitraum+1)))","v":7427.5951241697148}]
["2000-04-17",7201.66,7201.66,6890.96,7187.14,0,7187.14,null,{"$f":"G109*(2/(R_Zeitraum+1))+I108*(1-(2/(R_Zeitraum+1)))","v":7374.1606521320009}]
["2000-04-18",7186.18,7305.03,7094.92,7196.49,0,7196.49,null,{"$f":"G110*(2/(R_Zeitraum+1))+I109*(1-(2/(R_Zeitraum+1)))","v":7334.6782849915562}]
["2000-04-19",7204.33,7305.94,7146.52,7216.71,0,7216.71,null,{"$f":"G111*(2/(R_Zeitraum+1))+I110*(1-(2/(R_Zeitraum+1)))","v":7308.463110548988}]
["2000-04-20",7216.22,7242.8,7157.95,7157.95,0,7157.95,null,{"$f":"G112*(2/(R_Zeitraum+1))+I111*(1-(2/(R_Zeitraum+1)))","v":7275.0157526492121}]
["2000-04-25",7164.15,7317.06,7096.38,7280.51,0,7280.51,null,{"$f":"G113*(2/(R_Zeitraum+1))+I112*(1-(2/(R_Zeitraum+1)))","v":7276.2366965049432}]
["2000-04-26",7293.1,7444.28,7293.1,7388.55,0,7388.55,null,{"$f":"G114*(2/(R_Zeitraum+1))+I113*(1-(2/(R_Zeitraum+1)))","v":7301.1952083927335}]
["2000-04-27",7386.61,7413.82,7156.83,7221.74,0,7221.74,null,{"$f":"G115*(2/(R_Zeitraum+1))+I114*(1-(2/(R_Zeitraum+1)))","v":7283.5384954165702}]
["2000-04-28",7223.27,7436.45,7223.27,7414.68,0,7414.68,null,{"$f":"G116*(2/(R_Zeitraum+1))+I115*(1-(2/(R_Zeitraum+1)))","v":7312.6810519906658}]
["2000-05-02",7407.53,7561.67,7405.7,7555.92,0,7555.92,null,{"$f":"G117*(2/(R_Zeitraum+1))+I116*(1-(2/(R_Zeitraum+1)))","v":7366.7341515482958}]
["2000-05-03",7547.91,7571.72,7362.75,7376.93,0,7376.93,null,{"$f":"G118*(2/(R_Zeitraum+1))+I117*(1-(2/(R_Zeitraum+1)))","v":7368.9998956486743}]
["2000-05-04",7388.68,7419.74,7321.43,7386.71,0,7386.71,null,{"$f":"G119*(2/(R_Zeitraum+1))+I118*(1-(2/(R_Zeitraum+1)))","v":7372.9354743934127}]
["2000-05-05",7391.62,7530.82,7333.48,7530.82,0,7530.82,null,{"$f":"G120*(2/(R_Zeitraum+1))+I119*(1-(2/(R_Zeitraum+1)))","v":7408.0209245282103}]
["2000-05-08",7532.97,7532.97,7383.22,7408.09,0,7408.09,null,{"$f":"G121*(2/(R_Zeitraum+1))+I120*(1-(2/(R_Zeitraum+1)))","v":7408.0362746330529}]
["2000-05-09",7407.89,7407.95,7225.18,7280.54,0,7280.54,null,{"$f":"G122*(2/(R_Zeitraum+1))+I121*(1-(2/(R_Zeitraum+1)))","v":7379.7037691590413}]
["2000-05-10",7273.56,7313.27,7102.59,7120.86,0,7120.86,null,{"$f":"G123*(2/(R_Zeitraum+1))+I122*(1-(2/(R_Zeitraum+1)))","v":7322.1829315681425}]
["2000-05-11",7111.28,7277.56,7013.7,7259.48,0,7259.48,null,{"$f":"G124*(2/(R_Zeitraum+1))+I123*(1-(2/(R_Zeitraum+1)))","v":7308.2489467752221}]
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