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Re: [amibroker] Re: Smothed Moving Average



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Hi,

I was wondering whether this has been resolved yet? I'm actually looking 
for a Smoothed MA but it looks like AmiBroker doesn't have it as a 
standard indicator.

Any help would be great.
Martin

Bob Jagow wrote:
> Why not plot the two versions rather than arguing whether they
> differ?
> 
> -----Original Message----- From: amibroker@xxxxxxxxxxxxxxx
> [mailto:amibroker@xxxxxxxxxxxxxxx]On Behalf Of ricko8294_98 Sent:
> Sunday, October 16, 2005 7:49 PM To: amibroker@xxxxxxxxxxxxxxx 
> Subject: [amibroker] Re: Smothed Moving Average
> 
> 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.
>>> 
>> 
> 
> 
> 
> 
> 
> 
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