Split Moving Average

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Split Moving Average

Postby Apprentice » Sat Dec 23, 2023 3:27 am


Instead of a moving average of all data points,
we calculate the moving average of up and down changes.

Will be calculated only if a current data point is up for Up trend
and vice versa.
Split Moving Average.lua
(6.84 KiB) Downloaded 149 times


The trailing variant is calculated regardless of whether the current data point is up or down.
Trailing Split Moving Average.lua
(6.65 KiB) Downloaded 146 times
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