Most people would have heard about a simple, weighted, exponential moving average. Also, some softwares like metastock are designed to include other types of moving averages such as variable moving average, vol weighted, triangular and time series, which isn't as popular as the ones first mentioned.
Here, I shall post some other variants so enable the user to experiment with varities. The explanation of these averages got from google, for they are no magic indicators.
1) Hull Moving Average (Coded by, Mr.Jose Silva, www.metastocktools.com)
Formula :
period:=Input( "Period", 1,200,20) ;
sqrtperiod:= Input("Square Root of Period",1,20, 4);
Mov(2*(Mov(C, period/2, W))-Mov(C, period,W) ,sqrtperiod, W);
2) AMA
Formula:
Periods := Input("Time Periods:",1,1000, 10);
Direction := CLOSE - Ref(CLOSE,-periods);
Volatility := Sum(Abs(ROC(CLOSE,1,$)),periods);
ER := Abs(Direction/Volatility);
FastSC := 2/(2 + 1);
SlowSC := 2/(30 + 1);
SSC := ER * (FastSC - SlowSC) + SlowSC;
Constant := Pwr(SSC,2);
AMA := If(Cum(1) = periods +1, Ref(CLOSE,-1) + constant * (CLOSE - Ref(CLOSE,-1)),PREV + constant * (CLOSE - PREV));
AMA
3) ARSI:
Formula:
war:=Input("Time Periods:",1,1000, 20);;
SC:=(Abs(RSI(war)/100 - 0.5)*2);
ARSI:=If(Cum(1)<war,C,PREV+SC*(C-PREV));
ARSI
4) Kalman MA:
Formula:
PRICEE:=C;
Smooth:=.13785*(2*PriceE - Ref(PriceE,-1)) + .0007*(2*Ref(PriceE,-1) - Ref(PriceE,-2)) + .13785*(2*Ref(PriceE,-2) -Ref(PriceE,-3)) +
1.2103*PREV - .4867*Ref(PREV,-1);
SMOOTH;
5) T3 :
Formula:
Periods:=Input("Time Periods:",1,63,5);
a:=Input("Hot:",0,2,.7);
e1:=Mov(P,Periods,E);
e2:=Mov(e1,Periods,E);
e3:=Mov(e2,Periods,E);
e4:=Mov(e3,Periods,E);
e5:=Mov(e4,Periods,E);
e6:=Mov(e5,Periods,E);
c1:=-a*a*a;
c2:=3*a*a+3*a*a*a;
c3:=-6*a*a-3*a-3*a*a*a;
c4:=1+3*a+a*a*a+3*a*a;
c1*e6+c2*e5+c3*e4+c4*e3;
6) Lagless MA (Coded by Mr.Josesilva, www.metastocktools.com)
Formula:
prd:=Input("Periods",1,250,21);
2*Mov(C,prd,E)-Mov(Mov(C,prd,E),prd,E);
These are just a few types of MAs and several others exist, such as Jurikers, Elhers etc. This should allow the user to broaden his/her outlook and think beyond simple, weighted or exponential averages.
Oxusmorouz.
Here, I shall post some other variants so enable the user to experiment with varities. The explanation of these averages got from google, for they are no magic indicators.
1) Hull Moving Average (Coded by, Mr.Jose Silva, www.metastocktools.com)
Formula :
period:=Input( "Period", 1,200,20) ;
sqrtperiod:= Input("Square Root of Period",1,20, 4);
Mov(2*(Mov(C, period/2, W))-Mov(C, period,W) ,sqrtperiod, W);
2) AMA
Formula:
Periods := Input("Time Periods:",1,1000, 10);
Direction := CLOSE - Ref(CLOSE,-periods);
Volatility := Sum(Abs(ROC(CLOSE,1,$)),periods);
ER := Abs(Direction/Volatility);
FastSC := 2/(2 + 1);
SlowSC := 2/(30 + 1);
SSC := ER * (FastSC - SlowSC) + SlowSC;
Constant := Pwr(SSC,2);
AMA := If(Cum(1) = periods +1, Ref(CLOSE,-1) + constant * (CLOSE - Ref(CLOSE,-1)),PREV + constant * (CLOSE - PREV));
AMA
3) ARSI:
Formula:
war:=Input("Time Periods:",1,1000, 20);;
SC:=(Abs(RSI(war)/100 - 0.5)*2);
ARSI:=If(Cum(1)<war,C,PREV+SC*(C-PREV));
ARSI
4) Kalman MA:
Formula:
PRICEE:=C;
Smooth:=.13785*(2*PriceE - Ref(PriceE,-1)) + .0007*(2*Ref(PriceE,-1) - Ref(PriceE,-2)) + .13785*(2*Ref(PriceE,-2) -Ref(PriceE,-3)) +
1.2103*PREV - .4867*Ref(PREV,-1);
SMOOTH;
5) T3 :
Formula:
Periods:=Input("Time Periods:",1,63,5);
a:=Input("Hot:",0,2,.7);
e1:=Mov(P,Periods,E);
e2:=Mov(e1,Periods,E);
e3:=Mov(e2,Periods,E);
e4:=Mov(e3,Periods,E);
e5:=Mov(e4,Periods,E);
e6:=Mov(e5,Periods,E);
c1:=-a*a*a;
c2:=3*a*a+3*a*a*a;
c3:=-6*a*a-3*a-3*a*a*a;
c4:=1+3*a+a*a*a+3*a*a;
c1*e6+c2*e5+c3*e4+c4*e3;
6) Lagless MA (Coded by Mr.Josesilva, www.metastocktools.com)
Formula:
prd:=Input("Periods",1,250,21);
2*Mov(C,prd,E)-Mov(Mov(C,prd,E),prd,E);
These are just a few types of MAs and several others exist, such as Jurikers, Elhers etc. This should allow the user to broaden his/her outlook and think beyond simple, weighted or exponential averages.
Oxusmorouz.
