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[EquisMetaStock Group] Re: "Modified" Moving Average



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Many thanks Jose , Excellent .
You are the best !!!


--- In equismetastock@xxxxxxxxxxxxxxx, "Jose" <josesilva22@xxxx> 
wrote:
> 
> ====================
> 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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