VT Trader -> MT4 formula - page 2

New comment
 

Mike

Here you go A comparison of VT trader version and this one.

PS: smoothing (moving averages) in this one is with metatrader built in moving averages : simple, exponential, smoothed and weighted. Additional ones need to be added separately)

regards

 

And to finish it

_________________________

Added : triangular moving average, sine weighted moving average, volume weighted moving average and end point moving average smoothing for stochastic and signal values. So now the complete list of methods is :
0 - simple moving average

1 - exponential moving average

2 - smoothed moving average

3 - linear weighted moving average

4 - triangular moving average

5 - sine weighted moving average

6 - volume weighted moving average

7 - end point moving average

It took some time because of the need to check everything (comparisons showed some rather serious errors on both ends). First the metatrader (an a lot of trading platforms) side. Unfortunately triangular moving average formula that is used as a standard formula (the SMA(SMA(value,MathCeil(halfPeriod)),MathCeil(halfPeriod)) is wrong (it, for example gives same results for periods 11 and 12, and as a matter of fact skips every even period which is not correct) There are 2 ways to calculate it accurately and I choose to make one pass calculation (calculating simple moving averages would make it a 2 pass calculating) Also it seems that the sine weighted moving average that is available on metatrader is wrong. But than that same sine weighted moving average is dead wrong on VT trader (the most similar to sine weighted moving average is triangular moving average but on VT trader it gives results like these (remember - that should be a moving average and not some cycle plotting))

While they should look like these :
_________________________

So, along with having all the smoothing methods included in VT trader, it calculates all of them correctly (unlike the "raw model")

12
New comment