"Smoothed Average" received from Profitunity

by

 

HOW TO CREATE A SMOOTHED MOVING AVERAGE

SMOOTHED MOVING AVERAGE - The first value for a Smoothed Moving Average is determined by the formula SM1.

SM1 = ( PRICE 1 + PRICE 2 + PRICE 3, ETC ) / PERIOD

The next value would be determined by formula SM2.

SM2 = ( PREVIOUS SUM - PREVIOUS AVERAGE + PRICE 4 ) / PERIOD

For the calculation of SM2: PREVIOUS SUM is the sum of PRICE 1 + PRICE 2 + PRICE 3; PREVIOUS AVERAGE IS THE VALUE OF SM1.

The next value would be determined by formula SM3.

SM3 = ( PREVIOUS SUM - PREVIOUS AVERAGE + PRICE 5 ) / PERIOD

Subsequent values wold be determined by subtracting the PREVIOUS AVERAGE from The PREVIOUS SUM, adding the next more recent PRICE, then dividing by the PERIOD.

PERIOD is the number of bars in the string you are plotting. For example, in the
ALLIGATOR it would be 13 for BLUE LINE, 8 for RED LINE, and 5 for GREEN LINE.

The primary difference between a SMOOTHED MOVING AVERAGE and a SIMPLE MOVING AVERAGE: In a SMOOTHED MOVING AVERAGE YOU SUBTRACT THE PREVIOUS AVERAGE and in a SIMPLE you subtract THE EARLIEST PRICE.




Posted on Feb 5, 1999, 9:59 AM

Respond to this message

Goto Forum Home
Responses

  1. SMOOTHED MOVING AVERAGE. , Feb 10, 1999
    1. Has this been done in 2.0?. , Feb 10, 1999
      1. smoothed average. , Feb 11, 1999

Create your own forum at Network54
 Copyright © 1999-2009 Network54. All rights reserved.   Terms of Use   Privacy Statement