Moving average from moving average

New comment
 
Hello. Please suggest an indicator in which a moving average is built from another moving average.
 

um... do you see the point in this? i.e. is the MA indicator built on a different MA?

wouldn't it be easier to increase the period in the MA settings?)))

 

Try the MACD.

 

MA from MA - you get a smoother curve...

the graph below shows three curves

yellow is the initial period of the MA

blue is MA from MA

and the pink one is MA with the period twice as long as the initial one

this indicator shows the difference of MA: MA[x]-MA[x+n] (ROC)

you can see that the double MA has a smoother curve

 
FOREXMASTER >> :

um... do you see the point in this? i.e. is the MA indicator built on a different MA?

wouldn't it be easier to increase the period in the MA settings?)))

my thoughts...my thoughts)

 
forte928 >> :

MA from MA - you get a smoother curve...

Could you show me the code? =)

 
I use my own functions that I wrote based on those formulas that use smoothing...
  
//-------------------------------------------------------------------------------------------------
void EMAOnArray(double aySource[],double& ayResult[],int iPeriod,int iCount)
{
double iMuver=2/( iPeriod*1.0+1);
ayResult[ iCount-1]=0;
   for(int Ex= iCount-2; Ex>=0; Ex--) {
   ayResult[ Ex]= ayResult[ Ex+1]+ iMuver*( aySource[ Ex]- ayResult[ Ex+1]);
   }
return;
}
//--------------------------------- LagMAArrayShiftToCalc -----------------------------------
// Average square-law deviation
int SMAOnArray(double aySrcAk[],double& ayResult[],int iPeriod,int iCount)
{
double aySimple[];
ArrayResize( aySimple, iPeriod);
ArrayInitialize( aySimple,0.0);
double SMAValue=0;
int SMAIndex=0;
for (int Kx= iCount-1; Kx>=0; Kx--)
{
SMAValue= SMAValue- aySimple[ SMAIndex];
aySimple[ SMAIndex]=( aySrcAk[ Kx]);
SMAValue= SMAValue+ aySimple[ SMAIndex];
SMAIndex= MathCyclePrext( SMAIndex,1, iPeriod-1,0);
ayResult[ Kx]=( SMAValue/ iPeriod);
}
return;
}
//-------------------------------------------------------------------------------------------------
void ElasticMAOnArray(double aySource[],double& ayResult[],double iWeight,int iCount)
{
ayResult[ iCount-1]= aySource[ iCount-1];
ayResult[ iCount-2]= aySource[ iCount-2];
   for(int Ex= iCount-2; Ex>=0; Ex--) {
ayResult[ Ex]=(1- iWeight)*(2.* ayResult[ Ex+1]- ayResult[ Ex+2])+ iWeight* aySource[ Ex];
   }
return;
}
//------------------------------------------ PackToCalcLMAOnArray --------------------------
// MA_Method=3: LWMA - Linear Weighted Moving Average 
void LWMAOnArray(double aySource[],double& ayResult[],int iPeriod,int iCount)
{
for (int Ax= iCount-1; Ax>=0; Ax--){
double Sum = 0;
double Weight = 0;
for (int Px = 0; Px < iPeriod; Px++){ 
Weight= Weight+ ( iPeriod - Px);
Sum = Sum+ aySource[ Ax+ Px]*( iPeriod - Px);
}
if( Weight>0) ayResult[ Ax] = Sum/ Weight;
else ayResult[ Ax] = 0; 
}
return;
} 
//--------------------------------- LagMAArrayShiftToCalc -----------------------------------
// MA_Method=4: SineWMA - Sine Weighted Moving Average
void SineWMAOnArray(double aySource[],double& ayResult[],int iPeriod,int iCount)
{
double pi = 3.1415926535;
//double del = 0.5*pi/per;
for (int Ax= iCount-1; Ax>=0; Ax--){
double Sum = 0;
double Weight = 0;
for (int Px = 0; Px < iPeriod; Px++){ 
Weight= Weight+  MathSin( pi*( Px+1)/( iPeriod+1));
Sum = Sum+ aySource[ Ax+ Px]*MathSin( pi*( Px+1)/( iPeriod+1)); 
}
if( Weight>0) ayResult[ Ax] = Sum/ Weight;
else ayResult[ Ax] = 0; 
}
return;
}
void HMA_LWMAOnArray(double aySource[],double& ayResult[],int iPeriod,int iCount)
{
LWMAOnArray( aySource, ayTemp1,MathFloor( iPeriod/2), iCount);
LWMAOnArray( aySource, ayTemp2, iPeriod, iCount);
for (int Ax= iCount-1; Ax>=0; Ax--) ayTemp1[ Ax]=2.0* ayTemp1[ Ax]- ayTemp2[ Ax];
LWMAOnArray( ayTemp1, ayResult,MathFloor(MathSqrt( iPeriod)), iCount);
return;
}
 
forte928 >> :

>> Thank you!

 

yes also SMAOnArray uses a cyclic summing array to reduce summing cycles

//--------------------------------- MathCyclePrext -----------------------------------
// Cycle Countter to Prev or Next
int MathCyclePrext(int Index,int iIncrease,int iMaxIndex,int iMinIndex)
{
Index= Index+ iIncrease;
while ( Index< iMinIndex) Index= iMaxIndex-( iMinIndex- Index)+1;
while ( Index> iMaxIndex) Index= iMinIndex+( Index- iMaxIndex)-1;
return( Index);
}
//-------------------------------------------------------------------------
 
Keep cascading low-pass filters and you'll end up in a bind
1234567
New comment