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조회수:: 6316
평가:: (20)
게시됨:: 2018.08.01 16:56
업데이트됨:: 2018.10.24 10:15

Parabolic weighted moving average.mq5 (8.22 KB) 조회

ZIP 파일로 다운로드, MetaEditor에서 코드를 다운로드하는 방법

: 이 코드를 기반으로 한 로봇이나 지표가 필요하신가요? 프리랜스로 주문하세요 프리랜스로 이동

Linear Weighted Moving Average calculates the average by assigning different weights to every element it is using in calculation, but does it with simple linear weights. For example, in LWMA(10) first price (current) has the weight 10, previous 9, before that 8, and so on...

This is a variation on it and the variation is that the weights can be changed to form a parabolic curve. It is done simply by using the Power parameter of this indicator.

This indicator has 2 special cases: when power is 0, it is a Simple Moving Average (SMA), when it is 1 it is a Linear Weighted Moving Average (LWMA) and in between it is up to our imagination how do we call them.

The bigger the Power parameter, the more weight is set to current price (it is faster). The smaller the Power parameter the slower is the moving average.

Parabolic Weighted Velocity

This version of Jurik Velocity extends the original by allowing you to change the "power" of the calculated averages used for velocity calculation.

JMA TRIX Log

TRIX indicator using a logarithm of a price and JMA (Jurik Moving Average) instead of Exponential Moving Average for smoothing.

XIT Three Moving Average Cross

Three moving average cross with MACD signal verification before opening order. Updated 8/30/2018:

BB Stops JMA

Bollinger Bands Stops indicator that uses JMA (Jurik Moving Average) for calculation.

Parabolic Weighted Moving Average - MetaTrader 5용 지표