Smoothed Sensitive MA

12 thg 6, 2020

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.

It takes in one parameter "Length", which is used as both
1. the lookback period for price change,
zCC=abs(close-close[len])

and also as
2. the number of periods to be averaged
zSSMA=sum(zCC*zCC*zCC*close,len)/sum(zCC*zCC*zCC,len)

Alternatively, you could modify the script to use two separate parameters for values for 1 and 2.

16 thg 11, 2020

Phát hành các Ghi chú

This version handles reversals better.