RE: [amibroker] Geometric Moving Average (GMA)?

["Joris M.schuller" <jmschuller@xxxxxxxxxxx>]

the 'n'th root product of 'n' numbers, For example,( Return1* Return2 *…* Return n)**(1/N). Value Line used and probably still uses a geometric MA to compute returns.

 

From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Howard B
Sent: Thursday, January 08, 2009 12:09 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Geometric Moving Average (GMA)?

 

Hi Mav --

This is one definition of geometric moving average:
"A geometrical moving average gives the most recent observation the greatest weight, and all previous observations weights decreasing in geometric progression from the most recent back to the first."

That is also the definition of exponential moving average.

Do you have something else in mind?

Thanks,
Howard

On Thu, Jan 8, 2009 at 1:19 AM, MAVIRK <mvirk67@xxxxxxxxx> wrote:

HI All,

Any one has AFL code for Geometric Moving Average (GMA)?

Thanks,

MAV

 

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