|
PureBytes Links
Trading Reference Links
|
I appreciate your comments but I am not convinced the code I posted
is a formula for MA(Close,N).
I am also aware that EMA, WMA, DEMA, TEMA etc. all exist, but from
the documentation I read (and can understand), thought this was
something different.
I hoped somebody better at math might recognize it.
Rick
--- In amibroker@xxxxxxxxxxxxxxx, "Fred" <ftonetti@xxxx> wrote:
>
> 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.
> >
>
------------------------ Yahoo! Groups Sponsor --------------------~-->
Try Online Currency Trading with GFT. Free 50K Demo. Trade
24 Hours. Commission-Free.
http://us.click.yahoo.com/RvFikB/9M2KAA/U1CZAA/GHeqlB/TM
--------------------------------------------------------------------~->
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|