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

["MAVIRK" <mvirk67@xxxxxxxxx>]

Dear Dr. Bandy,

 

Thank you very much for your post. You are correct about GMA being a kind of EMA, But I was reading somewhere its slope is less volatile. So decided to search the AFL code, and no luck. Just looking for a freebie code.

 

Regards,

MAV

 

From: Howard B

Sent: Thursday, January 08, 2009 11:08 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@xxxxxxcom> wrote:

HI All,

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

Thanks,

MAV

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