Smoothed Moving Average

[vern13]

Hello,

I use a smoothed moving average in my trading system. I have not been able to find one to input on the public domain indicators. Am I missing it, or is it named something else?

After running few searches on the support forum and reading past inquiries on the subject , I believe that it was possible to develop, but a programmer would be needed.

The posts were old, does anyone know of any links where I could find some ninja snippets on the subject, or someplace to start on developing a working Smooth moving average?

Thank you in advance, and all help is much appreciated

[NinjaTrader_Brett]

Hello,

Thanks for the forum post.

When you say smoothed moving average. Smoothed How?

There are many different smoothing methods.

EMA, HMA, TEMA for example.

[vern13]

I am a little bit foggy on how to explain the smoothed concept exactly so I will copy the discription of what I am looking for below. My big question is how exactly to program the following concept into ninjascrip in order to have a functional smoothed moving average:

Smooth:
A Smoothed Moving Average is similar to a simple moving average. However, in a smoothed moving average, rather than subtracting the oldest value the previous smoothed average value is subtracted.
For the following example the PERIOD equals 3.
The first value for a Smoothed Moving Average is determined by the formula SMOOTH. It is plotted on the chart at the third bar from the left side of the screen.
SMOOTH =(PRICE 1 + PRICE 2 + PRICE 3)/PERIOD
The next value would be plotted at the fourth bar from the left side of the screen.
SMOOTH2 = (PREVIOUS SUM - PREVIOUS AVG + PRICE 4)/PERIOD
For the second calculation of SMOOTH, PREVIOUS SUM is the sum of PRICE 1 + PRICE 2 + PRICE 3; and PREVIOUS AVG is the initial value of SMOOTH.
The next value would be plotted at the fifth bar from the left side of the screen. SMOOTH = (PREVIOUS SUM - PREVIOUS AVG + PRICE 5)/PERIOD. Subsequent values would be determined by subtracting the PREVIOUS AVG from the PREVIOUS SUM, adding the next more recent PRICE, then dividing by the PERIOD.

Thank you in advance, I hope this copy describes best what I am looking for.

[NinjaTrader_Brett]

Hello,

I have not heard of an SMA like this before. Therefor this would need to be custom coded.

You can contact one of our NinjaScript consultants to assist you with coding this or you can use our NinjaScript guide and forums to code this indicator yourself if you are a programmer.


NinjaScript Consultants:

http://www.ninjatrader.com/partners#NinjaScript-Consultants

NinjaScript Help Guide:

http://www.ninjatrader.com/support/helpGuides/nt7/educational_resources.htm

Let me know if I can be of further assistance.

[vern13]

Ok, thank you for your time. I am not too well versed in the mechanics of the Smooth Moving Average, so I will do some research and see if it is possible without hiring a programmer.

[Trendseek]

Hi,
I am not shure - but it looks like the SMMA.
The Rules are very easy to code - check out the Ninjatrader Tutorials (i.e. for the SMA). After that you are able to write the code for that simple smoothed MA

best
TS