Moving Average - page 76

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Some more averages ...

Some more averages

In April 2005 issue of TAS&C Stephan Bisse in his article "Weight + Volume + Move-Adjusted

Moving Average: It’s WEVOMO!" proposed some new ways of calculating moving averages. The new ones included : Movement-adjusted moving average (Moma), a version of Volume-adjusted moving average (Vama), a combination of Moma+Vama and Moma+Vama+Lwma (linear weighted moving average). This one adds Moma+Lwma and Vama+Lwma combination as a logical end to have all the possible combinations covered

All have one thing in common : they are weighted moving averages with different methods of "weighting" each price in the final result calculation.

Of MaTypeparameter :
0 - Moma

1 - Vama

2 - Moma+Vama

3 - Moma+Lwma

4 - Vama+Lwma

anything else - Moma+Vama+Lwma

Files:
wevomo.gif  26 kb
wevomo.mq4  3 kb
 

Great work

Another great piece of work, Mladen.

Have you ever considered filled Alligator with alert?

Regards.

 

Tema

hello everyone,

i need help.

does anyone here know which version of TEMA.mq4 that can be placed on Indicator window rather than on the chart.

i need TEMA that can be overlayed onto other indicator like MACD, RSI and so on.

please help me..

any help from you guys is much appreciated.

thank you.

 

lonelyfx

In metatrader 4 it is not possible. Only built in moving averages can do that in MT4. If you want tema applied to some indicator value it must be explicitly coded in the indicator itself

lonelyfx:
hello everyone,

i need help.

does anyone here know which version of TEMA.mq4 that can be placed on Indicator window rather than on the chart.

i need TEMA that can be overlayed onto other indicator like MACD, RSI and so on.

please help me..

any help from you guys is much appreciated.

thank you.
 
mladen:
lonelyfx In metatrader 4 it is not possible. Only built in moving averages can do that in MT4. If you want tema applied to some indicator value it must be explicitly coded in the indicator itself

i see...

i never knew about it.

thank you for this info mladen.

 

Some time ago, as an answer to one question in an email regarding something called "3rd generation ma", I answered that it is not difficult to make a faster moving average, but that it is difficult to make a faster usable moving average

Here is one example (it has nothing to do with the "nth generation ma ..." since, as it turned out, that one was just generalized DEMA taken to extremes, with parameter inputs that made it almost impossible to use for anything meaningful)

This is one kind (one variation) of an adaptive EMA I have been playing with. It is adapting by measuring its previous errors and if the error raises, it speeds up, otherwise it is staying in a slower (smoother) phase. So, in short, if it made an error on previous attempt it adapts on new attempt in order to make the error as little as it can. Here is an example of a 14 period smoothed average with the average on a main chart and alphas it applied (smoothing constants) to average calculation in the sub-window

As you can see, when the market gets more volatile, it uses higher alpha values (which means faster response to price changes) and vice versa. Now, the "trouble" is that it is almost too good in adapting. Here is an example of a 50 period average and 50 period alpha

As it is obvious, even with longer period error checking, it is adapting (minimizing previous errors and that way preventing previous error accumulation) so well that it is impossible to cause significant lag, and that way we can not use this one as usual moving averages. It can be used as a rather good filter (it is simple to use, it can be adapted easily to work on any value,... ), but as a "classical" moving average, due to it being "too fast" ... well, I leave that to users

 

Moving Average plus and minus xx pips

Is there such an indicator? It plots x pips above and below the moving average.

It will look like a band with equal distance from the moving average. If price reaches top band it is over-bought, vice versa for over-sold.

Thank you for your help.

 

MA Channel

This is a basic MA indicator with an adjustable distance for upper and lower bands.

CJA

ma_channel.mq4

Files:
ma_channel.mq4  3 kb
 
cja:
This is a basic MA indicator with an adjustable distance for upper and lower bands.

CJA

ma_channel.mq4

CJA,

This is exactly what I've been looking for.

God bless you!

Thank you from the bottom of my heart.

 

Thank you cka for MA channel

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