[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: [amibroker] Displaced Moving Averages



PureBytes Links

Trading Reference Links

Rick,
/****************start code**********/
dmac=Ref(MA(C,3),-3);//Todays moving average moved forward 3 days

Plot(C,"CLOSE",6,64);
Plot(dmac,"DISPLACED",5,1);
/********end code******************/

/*************************************/
highs=MA(h,4);
lows=MA(L,4);
plot(highs,"MaHigh",4,1);
plot(lows,"MaLows",4,1);
plot(c,"close",6,64);




Rick wrote:

> Is it possible to use Displaced Moving Averages of the
> Close (DMAC) with amibroker? Although it is a lagging
> indicator it is forward looking..
> To compute a 3x3 DMAC:
> 1. (close day#1 + close day#2 + close day#3) divided
> by 3 = 3 MAC
> 2. 3 MAC is then moved to day#6 to become 3x3 DMAC
> 3. What we, ve done is to take the 3 MAC from day#3
> and place it as the 3x3 DMAC for day#6.
>
> A displaced moving average has a number of benefits
> over that of non-displaced moving average. The main
> benefit is that it does a better job ov visual
> containment. It also keeps us much closer to the
> price action than a non-displaced MA, because it is
> projected forward in time.
>
>
> Also is it posible to take the moving average of the
> high and low, ie 4 Day Simple Moving Average Of the
> Highs obtained in the last 4 bars, and 4 Day Simple
> Moving Average of the Lows obtaine in the last 4 bars.
>
> As you can tell I like to use Moving Averages in my
> analysis..Thanks for such a great product Tomasz, and
> a fantastic news group!!
>
> =====
> ZZ
>
> __________________________________________________
> Do You Yahoo!?
> Yahoo! Health - Feel better, live better
> http://health.yahoo.com
>
> Yahoo! Groups Sponsor
ADVERTISEMENT

>
> Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.