I just developed a simple MTF indicator: on a 5 minute chart I plot the 5 minutes 20 bars EMA plus the 15 minutes 20 bars EMA and, finally, the 60 minutes 20 bars EMA.
The two latter EMAs plot in a step wise fashion, but the 20 bars EMA on the primary data series does not and it appears to be continuous, though, strictly speaking, it shouldn't since the granularity of the candles is discrete.
How should I proceed in order to smooth also the EMAs on the other two time frames?
I attach a screenshot and the source code of my indicator.
Best regards,
Gianpiero
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