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/*VARIABLE MOVING AVERAGE*/
MAXGRAPH=4;
w=(20*c+15*ref(c,-1)+10*ref(c,-2)+5*ref(c,-3)+ref(c,-4))/51;
AV=EMA(C,8);
XD=100*ABS(W-AV)/C;
md=100/(10+XD);
VMA= ma( close, md );
graph0=c;
graph0style=128;
graph0barcolor=1;
graph1=w;
graph1barcolor=4;
graph3=VMA;
GRAPH3BARCOLOR=7;
Its period is changing from 3 to 10 and reduces the lag of normal
ema(c,8) by one day.
In att. gif you see in blue the EMA(C,8) and in yellow the VMA.
In red is Weighted MA in both graphs.
Dimitris Tsokakis
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<DIV><FONT face=Arial size=2>Based on weighted moving average is the following
variable</FONT></DIV>
<DIV><FONT face=Arial size=2>moving average.</FONT></DIV>
<DIV><FONT face=Arial size=2></FONT> </DIV>
<DIV><FONT face=Arial size=2>/*VARIABLE MOVING AVERAGE*/</FONT></DIV>
<DIV><FONT face=Arial
size=2>MAXGRAPH=4;<BR>w=(20*c+15*ref(c,-1)+10*ref(c,-2)+5*ref(c,-3)+ref(c,-4))/51;<BR>AV=EMA(C,8);<BR>XD=100*ABS(W-AV)/C;<BR>md=100/(10+XD);<BR>VMA=
ma( close, md
);<BR>graph0=c;<BR>graph0style=128;<BR>graph0barcolor=1;<BR>graph1=w;<BR>graph1barcolor=4;<BR>graph3=VMA;<BR>GRAPH3BARCOLOR=7;</FONT></DIV>
<DIV> </DIV>
<DIV><FONT face=Arial size=2>Its period is changing from 3 to 10 and reduces the
lag of normal</FONT></DIV>
<DIV><FONT face=Arial size=2>ema(c,8) by one day.</FONT></DIV>
<DIV><FONT face=Arial size=2>In att. gif you see in blue the EMA(C,8) and in
yellow the VMA.</FONT></DIV>
<DIV><FONT face=Arial size=2>In red is Weighted MA in both graphs.</FONT></DIV>
<DIV> </DIV>
<DIV><FONT face=Arial size=2>Dimitris Tsokakis</FONT></DIV></BODY></HTML>
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