Let's take a period, for example -4. ma(i)=(open[i]+open[i+1]+open[i+2]+open[i+3])/4, which is essentially the same mask, but with a shift. If we take a linear-weighted one, we will get exactly the mirror effect - the calculations will be carried out by future bars, which means that the shift will be the value of a period. It is possible to solve the problem, but it doesn't make much sense.
please make a document in the format of the indicator....... otherwise I do not understand anything and cannot imagine how it will look like on the chart.... and please put it in the right settings, so they can be played with, to understand the picture
P/S and everything makes sense, the main thing is to have something to go with it
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Why did you delete the post I responded to?
You are creating a distorted view of what you want. So you are the funnyman.
Why did you delete the post I responded to?
You are creating a distorted view of what you want. So you are the funnyman.
Sorry, it's just that other people have already suggested it... But the question in the previous letter remains....
And where's the shift there if you have the same formula as a normal mashka?
Sorry,ma(i)=(open[i]+open[i-1]+open[i-2]+open[i-3])/4.
Sorry,ma(i)=(open[i]+open[i-1]+open[i-2]+open[i-3])/4.
Well, thenma(i)=(open[i]+open[i-1]+open[i-2]+open[i-3])/(-4).
pee
please make a document in the format of the indicator....... otherwise I do not understand anything and cannot imagine how it will look like on the chart.... and please put it in the right settings, so they can be played with, to understand the picture
P/S and everything makes sense, the main thing is to have something to go with it