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basically from your description it is just this
SUM1 = SUM(CLOSE, N)
SMMA1 = SUM1/N; // this could also be written as SMMA1 = MA(C,N);
SMMA = (SUM1-SMMA1+CLOSE)/N
--
Cheers
Graham
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Yes, I write AFL code to your requirements
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On 10/17/05, ricko8294_98 <ricko@xxxxxxxxxx> wrote:
> 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.
> > >
> >
>
>
>
>
>
>
>
> Please note that this group is for discussion between users only.
>
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>
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