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Calculating EMA

See original GitHub issue

I’m trying to calculate EMA(20) for the pre-last candle but the values don’t match those from Binance. More specifically, when I change previousDayEMA = candles[i].Close; // SMA(period, candles); to hard-coded number from Binance, it works fine. Can someone explain me what I am missing and it would be nice if someone knows how to round it the same way Binance do and the same way I did, but by not hard-coding the value (6). Because this rounding works for TRXUSDT but for example not for BTCUSDT.

Rounding:

Math.Round(EMA, 6, MidpointRounding.AwayFromZero);

Code:

// Usage
var klines = _client.GetKlines("TRXUSDT", KlineInterval.ThirtyMinutes, limit: 21).Data.ToList();
var EMA20 = ExponentialMovingAverage.Calculate(20, klines);

// The actual code
using Binance.Net.Objects;
using System;
using System.Collections.Generic;

namespace Bot.Models.Indicators
{
    public class ExponentialMovingAverage
    {
        public static decimal SMA(int period, List<BinanceKline> candles)
        {
            if (candles.Count >= period)
            {
                decimal sum = 0;
                for (int i = 0; i < period; i++)
                {
                    sum += candles[i].Close;
                }
                return sum / period;
            }
            return 0;
        }

        public static decimal EMA(decimal close, decimal previousDayEMA, decimal period)
        {
            decimal multiplier = 2 / (period + 1);
            return (close - previousDayEMA) * multiplier + previousDayEMA;
        }

        public static decimal Calculate(int period, List<BinanceKline> candles)
        {
            decimal previousDayEMA = 0;
            if (candles.Count >= period)
            {
                decimal sum = 0;
                for (int i = 0; i < period; i++)
                {
                    if (i == 0)
                    {
                        previousDayEMA = candles[i].Close; // SMA(period, candles);
                    }

                    decimal EMA = ExponentialMovingAverage.EMA(candles[i].Close, previousDayEMA, period);

                    Console.WriteLine(Math.Round(EMA, 6, MidpointRounding.AwayFromZero));

                    sum += EMA;
                    previousDayEMA = EMA;
                }
                return sum / period;
            }
            return 0;
        }
    }
}