Regularized EMA Smoothing with a Fixed Lambda

Summary

This brief note introduces a regularized exponential moving average (REMA) attributed to Cris Satchwell. It identifies two user inputs: the period and the price series to apply the calculation to. The stated calculation uses an alpha based on the period and a fixed lambda of 0.5, presenting REMA as a configurable price-smoothing indicator. The document does not include the actual recurrence or calculation formula, so its precise difference from a standard EMA cannot be determined from the text alone.

There are no charts, market examples, performance results, or guidance on trading signals. The note therefore serves as a basic indicator description rather than evidence for a standalone strategy. A researcher would need the full formula and independent testing to assess its smoothing behavior, lag, and usefulness across assets or timeframes.

Key ideas

• REMA is presented as a regularized exponential moving average.
• The indicator accepts a period and an applied price as inputs.
• Its stated alpha depends on the period, while lambda is fixed at 0.5.
• The document omits the calculation formula and offers no performance evidence.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.