Moving Average Indicator: 20 in 1
Posted: Fri Aug 17, 2018 7:03 am
Based on lua original.
viewtopic.php?f=17&t=2430
This indicator is a collection of moving averages.
1. MVA - Simple Moving Average
MVA[i]=(Price[i]+Price[i-1]+…+Price[i-N])/N, where N-period
2. EMA - Exponential Moving Average
EMA[i]=EMA[i-1]+2*(Price[i]-EMA[i-1])/(1+N)
3. Wilder - Wilder Exponential Moving Average
Wilder[i]=Wilder[i-1]+(Price[i]-Wilder[i-1])/N
4. LWMA - Linear Weighted Moving Average
LWMA[i]=Sum/Weight, where
Sum=Price[i]*N+Price[i-1]*(N-1)+…+Price[i-N+1]*(1),
Weight=N+(N-1)+…+1=N*(N+1)/2.
5. SineWMA - Sine Weighted Moving Average
Please, install the 'SineWMA' indicator: viewtopic.php?f=38&t=63064
SineWMA[i]=Sum/Weight, where
Sum=Price[i-N+1]*sin(PI*(N)/(N+1))+Price[i-N+2]*sin(PI*(N-1)/(N+1))+…+Price[i]*sin(PI*1/(N+1))
Weight= sin(PI*(N)/(N+1))+ sin(PI*(N-1)/(N+1))+…+ sin(PI*1/(N+1)).
6. TriMA - Triangular Moving Average
Please, install the 'TriMA' indicator: viewtopic.php?f=38&t=59627
TriMA[i]=(MVA(i,len)+MVA(i-1,len)+…+MVA(i-len+1,len))/len, where
MVA(i,N) – Simple Moving Average,
len=(N+1)/2.
7. LSMA - Least Square Moving Average
Please, install the 'LSMA' indicator: viewtopic.php?f=38&t=59628
LSMA[i]=Sum/(N*(N+1)), where
Sum=(1-(N+1)/3)*Price[i-N+1]+(2-(N+1)/3)*Price[i-N+2]+…+(N-(N+1)/3)*Price[1].
8. SMMA - Smoothed Moving Average
SMMA[i]=(Sum-SMMA[i-1]+Price[i])/N, where
Sum=Price[i-1]+Price[i-2]+…+Price[i-N].
9. HMA - Hull Moving Average by Alan Hull
Please, install the 'HMA' indicator: viewtopic.php?f=38&t=59630
HMA[i]=LWMA(i,len,(2*LWMA(i,N/2,Price)-LWMA(i,N,Price))), where
len=Sqrt(N),
LWMA(i,N,Price) - Linear Weighted Moving Average
10. ZeroLagEMA - Zero-Lag Exponential Moving Average
Please, install the 'ZeroLagEMA' indicator: viewtopic.php?f=38&t=59634
ZeroLagEMA[i]=Alpha*(2*Price[i]-Price[i-lag])+(1-Alpha)* ZeroLagEMA[i-1], where
Alpha=2/(N+1),
Lag=(N-1)/2.