StockFetcher Forums · Filter Exchange · Triangular Moving Averages<< >>Post Follow-up
chessrhyme
2 posts
msg #131401
Ignore chessrhyme
modified
9/22/2016 10:13:34 AM

Hi,

I have searched the site thoroughly but I find that there is no default indicator for Triangular Moving Average (TMA). It is similar to WMA but more weighted to the recent price.

The formula of a period n TMA is given by:
TMA(n) = [SMA(1) + SMA(2) + SMA(3) + ... + SMA(n)] / n

TMA is important in cycle analysis because it is found to bear some relationship with Hurst's DMA, see here: http://www.stevehopwoodforex.com/phpBB3/viewtopic.php?p=108037#p108037

So, if I have to do a TMA in SF, I will have to add them all up by myself. Like here is TMA(50):

Fetcher[set{avg2,MA(1)+MA(2)}
set{avg3,avg2+MA(3)}
set{avg4,avg3+MA(4)}
set{avg5,avg4+MA(5)}
set{avg6,avg5+MA(6)}
set{avg7,avg6+MA(7)}
set{avg8,avg7+MA(8)}
set{avg9,avg8+MA(9)}
set{avg10,avg9+MA(10)}
set{avg11,avg10+MA(11)}
set{avg12,avg11+MA(12)}
set{avg13,avg12+MA(13)}
set{avg14,avg13+MA(14)}
set{avg15,avg14+MA(15)}
set{avg16,avg15+MA(16)}
set{avg17,avg16+MA(17)}
set{avg18,avg17+MA(18)}
set{avg19,avg18+MA(19)}
set{avg20,avg19+MA(20)}
set{avg21,avg20+MA(21)}
set{avg22,avg21+MA(22)}
set{avg23,avg22+MA(23)}
set{avg24,avg23+MA(24)}
set{avg25,avg24+MA(25)}
set{avg26,avg25+MA(26)}
set{avg27,avg26+MA(27)}
set{avg28,avg27+MA(28)}
set{avg29,avg28+MA(29)}
set{avg30,avg29+MA(30)}
set{avg31,avg30+MA(31)}
set{avg32,avg31+MA(32)}
set{avg33,avg32+MA(33)}
set{avg34,avg33+MA(34)}
set{avg35,avg34+MA(35)}
set{avg36,avg35+MA(36)}
set{avg37,avg36+MA(37)}
set{avg38,avg37+MA(38)}
set{avg39,avg38+MA(39)}
set{avg40,avg39+MA(40)}
set{avg41,avg40+MA(41)}
set{avg42,avg41+MA(42)}
set{avg43,avg42+MA(43)}
set{avg44,avg43+MA(44)}
set{avg45,avg44+MA(45)}
set{avg46,avg45+MA(46)}
set{avg47,avg46+MA(47)}
set{avg48,avg47+MA(48)}
set{avg49,avg48+MA(49)}
set{avg50,avg49+MA(50)}
set{TMA50,avg50/50}

Draw MA(50)
Draw TMA50 on plot price

Chart-time is 1 year
Chart-size is huge

Apply to symlist(SPY,QQQ,DIA)
]



Is there any smarter idea to do it?

StockFetcher Forums · Filter Exchange · Triangular Moving Averages<< >>Post Follow-up

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