StockFetcher Forums · General Discussion · I need to exclude last day's data from CMA function<< >>Post Follow-up
30 posts
msg #90472
Ignore Underworlds
3/27/2010 6:28:10 PM

I am trying to calculate the average body height of candlesticks over the past 45 days using the CMA() function, as follows...

set{avgbodyheight,CMA(close,45) - CMA(open,45)}

The problem I am having is that the CMA() function includes the data from the most recent candlestick, which I need to exclude from the average.

Does anyone here know a trick or two that I might be able to use to exclude the last day's data from the CMA() function?


3,317 posts
msg #90474
Ignore four
3/27/2010 7:03:09 PM

set{avgbodyheight, CMA(close,45) - CMA(open,45)}
add column avgbodyheight

set{subtract, cma(close,1) - cma(open,1)}
add column subtract

set{result, avgbodyheight - subtract}
add column result

3,867 posts
msg #90475
Ignore Kevin_in_GA
3/27/2010 7:58:28 PM

just add 1 day ago to the end of the function ...

30 posts
msg #90476
Ignore Underworlds
3/27/2010 8:00:44 PM

four - Thanx for the effort, but I don't see how your solution shifts the range back by one day.

While I was waiting for help, I think I figured out a more direct solution to the problem by simply reversing the averaging process.

Fetcher[/* Get the average of the past 45 days */
set{var1,CMA(high,45) - CMA(low,45)}
/* Multiply by 45 to have the sum of the body heights */
set{var2,var1 * 45}
/* Get the height of the current day */
set{var3,high - low}
/* Get the height of the day 1 day past the 45 day range */
set{var4,high 46 days ago - low 46 days ago}
/* Subtract the current day's height from the sum */
set{var5,var2 - var3}
/* Add the height from 1 day previous to the range */
set{var6,var5 + var4}
/* Divide by 45 to convert back into an average */
set{avgbodyheight,var6 / 45}
add column avgbodyheight

30 posts
msg #90489
Ignore Underworlds
3/28/2010 1:57:26 AM

Thanx for all the help, guys. I am new to StockFetcher, and at candlesticks in general. To help familiarize myself with the different types of candlesticks, I have been writing code to help me select candlesticks based on their relative sizes with the preceding candlesticks in the charts.

I know that this may seem very elementary to many of the older members of this site, but it has already taught me a lot more about charts than I knew before I started.

The only candlestick code that I have left to write is for the High Wave. Once that bit of code is complete, I plan on expanding on my candlestick code to identify the various patterns.

I know... many of the patterns are already built into StockFetcher. Still, its a learning experience.

StockFetcher Forums · General Discussion · I need to exclude last day's data from CMA function<< >>Post Follow-up

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