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Smoothed Sensitive MA for Amibroker (AFL)
Rating:
5 / 5 (Votes 1)
Tags:
moving average, WMA, amibroker
This moving average is sensitive and reacts quickly to significant price movements, while remaining indifferent to small price moves.
Smoothed Sensitive MA is triple weighted for price changes.
The parameter "Periods"is used as both
1. the lookback period for price change,
zCC=abs(P-Ref(P,-Periods));
and also as
2. the number of periods to be averaged
zSSMA=Sum(zCC*zCC*zCC*P,Periods)/Sum(zCC*zCC*zCC,Periods);
Alternatively, you could modify the script to use two separate parameters for values for 1 and 2.
Indicator / Formula
Copy & Paste Friendly
_SECTION_BEGIN("Smoothed Sensitive MA");
P = ParamField("Price field",-1);
Periods = Param("Periods", 125, 2, 300, 1);
zCC=abs(P-Ref(P,-Periods));
zSSMA=Sum(zCC*zCC*zCC*P,Periods)/Sum(zCC*zCC*zCC,Periods);
Plot( zSSMA, "SSMA", ParamColor( "Color", colorCycle ), ParamStyle("Style") );
_SECTION_END();
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Hello,
Thanks for the code! Is there a way to create a buy/sell signal filter using Analysis when the price line crosses with SSMA?