懷爾德開發的一系列流行的指標包括RSI,ATR,DMI等指標都在他1978年出版的《技術交易系統新概念》一書中有所簡介。使用者應該意識到的是，懷爾德並沒有使用標準的EMA公式。認識到這一點對於你如何設置指標週期有很大影響。
懷爾德移動平均線的計算公式
標準EMA計算公式把時間週期轉換成分數，公式為EMA% = 2/(n + 1)。其中，n代表時間。比如，14日的EMA%=2/(14 日+1) = 13.3%. 然而，懷爾德使用1/14 也就是 7.1%作為EMA%的值。這就等於使用標準公式計算出的27日EMA。
懷爾德指標
受到影響的指標有
• 真實波幅指標ATR;
• 定向移動指標DMI;
• 相對強弱指標RSI;
• 資金流向指標MFI — 由 Colin Twiggs 利用懷爾德的MA計算公式開發。
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指標的時間框架
當使用上述指標時，我們建議使用者使用較小的時間框架。比如，如果你交易30日週期，那麼你通常需要選擇15日指標週期。對於RSI週期的選擇，你可以根據以下公式：
RSI 週期 = (n + 1) / 2 = (15 + 1) / 2 = 8 日
Wilder Moving Average
A number of popular indicators, including Relative Strength Index (RSI), Average True Range (ATR) and Directional Movement were developed by J. Welles Wilder and introduced in his 1978 book: New Concepts in Technical Trading Systems. Users should beware that Wilder does not use the standard exponential moving average formula. This can have significant imapct when selecting suitable time periods for his indicators.
Welles Wilder's Moving Average Formula
The standard exponential moving average formula converts the time period to a fraction using the formula EMA% = 2/(n + 1) where n is the number of days. For example, the EMA% for 14 days is 2/(14 days +1) = 13.3%. Wilder, however, uses an EMA% of 1/14 which equals 7.1%. This equates to a 27-day exponential moving average using the standard formula.
Welles Wilder's Indicators
Indicators affected are:
• Average True Range;
• Directional Movement System;
• Relative Strength Index; and
• Twiggs Money Flow — developed by Colin Twiggs using Wilder's moving average formula.
Indicator Time Frames
We recommend that users try shorter time periods when using one of the above indicators. For example, if you are tracking a 30-day cycle you would normally select a 15-day Indicator Time Period. With the RSI, adjust the time period as follows:
RSI time period = (n + 1) / 2 = (15 + 1) / 2 = 8 days
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文章來源：http://www.incrediblecharts.com/indicators/wilder_moving_average.php