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[EquisMetaStock Group] Re: "Modified" Moving Average



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====================
MA - Italian version
====================
---8<---------------
{ User inputs }
Len:=Input("periods",1,252,21);
choose:=Input("use:  [1]EMA,  [2]SMA",1,2,1);
multi:=Input("de-smoothing multiplier",0,100,5);

{ SMA }
MM:=If(choose=1,Mov(C,Len,E),Mov(C,Len,S));
B:=multi*(Abs(C-Ref(MM,-1))/Ref(MM,-1)
-Abs(Ref(MM,-1)-Ref(MM,-5))/Ref(MM,-5))/(Len-5);
MMn:=B*(C-Ref(MM,-1))+Ref(MM,-1);

MMn
---8<---------------


Which is almost identical to:
---8<--------------
Ref(Mov(C,21,E),-1)
---8<--------------


jose '-)


--- In equismetastock@xxxxxxxxxxxxxxx, "riccardom70" <riccardom70@xxxx
> wrote:
> 
> 
> HI , in an Italian forum I have found this formula of Moving average 
> used in a Trading System . I have translate the formula in excel. 
> Someone could translate in language metastock? Thanks
> 
> The formulas of the Moving average :
> 
>   T = Close 
>   Len = periods
>   MM = Moving average 
>   B = smothing 
>   n =  Day  
>   n-1 = Day-1 
>   Abs = Absolute value  
> 
> B = 5*(ABS(T(n)-MM(n-1)) / MM(n-1) - ABS(MM(n-1)-MM(n-5))
> / MM(n-5)) / (Len - 5)
> 
> MM(n) = B*(T(n)-MM(n-1)) + MM(n-1)
> 
> excused for my English .
> 
> Thanks Riccardo .





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