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RE: Smoothing in moving averages



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I wrote a smoothed moving average for TS some time ago...  you might try
this:

-------------------
Value1 = (  (Value1 * ( Length1 -1) ) + ( (HIGH+LOW) /2) )
				{Current Bar Value} / Length1;
-------------------

Value1 is the result you want, and Length1 is the length of the moving
average.  I was doing a smoothed moving average of the mid-point of price
bars...

Hope this helps!

Doug

> -----Original Message-----
> From: fpi@xxxxxxxxxxxx [mailto:fpi@xxxxxxxxxxxx]
> Sent: Thursday, May 20, 1999 12:35 AM
> To: omega-list@xxxxxxxxxx
> Subject: Smoothing in moving averages
>
>
> Hi!
>
> I want to add a smoothing factor to MACD. Doesn't seem possible with the
> canned indicators available in TS.
>
> Does anyone have anything like this alreaded coded?
>
> If so, would greatly appreciate getting a copy of that code.
>
> Many thanks,
>
> FPI
>