Triangular Moving Average
Posted: Mon Nov 25, 2013 2:38 pm
TriMAgen - Triangular Moving Average generalized by J.Ehlers.
Formulas:
TriMAgen[i]=Sum/(len+1), where
Sum=MVA(i,len)+MVA(i-1,len)+…+MVA(i-len,len), where
MVA(i,Length) – Simple Moving Average,
len=(Length+1)/2.
Download:
Formulas:
TriMAgen[i]=Sum/(len+1), where
Sum=MVA(i,len)+MVA(i-1,len)+…+MVA(i-len,len), where
MVA(i,Length) – Simple Moving Average,
len=(Length+1)/2.
Download: