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My EMA12/26 calculations seem to lag roughly 30 minutes behind GDAX’s on-screen… anybody know exactly what method GDAX use to calculate theirs?

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My EMA12/26 calculations seem to lag roughly 30 minutes behind GDAX’s on-screen… anybody know exactly what method GDAX use to calculate theirs?



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One thought on “My EMA12/26 calculations seem to lag roughly 30 minutes behind GDAX’s on-screen… anybody know exactly what method GDAX use to calculate theirs?

  1. PM_ME_WELSH_STUFF

    Edited post also – I figured it out. GDAX uses 5 decimal places and rounding on it’s price data, I was calculating to 8 with no rounding, just truncating, which over the periods involved was actually affecting my data enough to introduce lag/discrepancy.

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