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Views:: 6180
Rating:: (21)
Published:: 2012.12.24 14:14
Updated:: 2023.03.29 13:42

movingaverage_fn.mq5 (1477.79 KB) view

\MQL5\Include\

smoothalgorithms.mqh (133.8 KB) view

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The real author:

Piboli

This indicator is a Moving Average hybrid of digital and analog filtering. In fact, in this case we have a digital filter whose values are smoothed by usual averaging algorithm.

Digital filters coefficients are calculated using the Digital Filter Methods program http://fx.qrz.ru/ . Low-pass filter cutting periods from 4 to 60 periods.

Indicator's file uses the classes of the SmoothAlgorithms.mqh library. Working with that class was described in details in the article "Averaging price series for intermediate calculations without using additional buffers".

This indicator was first implemented in MQL4 and published in Code Base on 22.04.2009.

Fig.1 The Moving Average_FN indicator

Translated from Russian by MetaQuotes Ltd.
Original code: https://www.mql5.com/ru/code/1316

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