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Unless I'm missing something ... For languages that only have
capabilities to perform calculations a bar at a time this form of
calculation imbedded in a loop would clearly be quicker then a
standard formula although it would produce the same results as a
standard SMA.
In AB/AFL you can calculate it as ...
MAx = MA(Close, N);
which will simply calculate all the MAx's in the array as a function
of what you requested and still be faster then the other methodology
in another language.
--- In amibroker@xxxxxxxxxxxxxxx, "ricko8294_98" <ricko@xxxx> wrote:
>
> Does AB have a built-in SMA based on the following description?
>
>
> Smoothed Moving Average (SMMA)
> The first value of this smoothed moving average is calculated as
the
> simple moving average (SMA):
>
> SUM1 = SUM(CLOSE, N)
> SMMA1 = SUM1/N
>
> The second and succeeding moving averages are calculated according
to
> this formula:
>
> SMMA(i) = (SUM1-SMMA1+CLOSE(i))/N
>
> Where:
> SUM1 — is the total sum of closing prices for N periods;
> SMMA1 — is the smoothed moving average of the first bar;
> SMMA(i) — is the smoothed moving average of the current bar (except
> for the first one);
>
> Rick
> CLOSE(i) — is the current closing price;
> N — is the smoothing period.
>
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