Indicators: Moving Averages-14 different types

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Moving Averages-14 different types:

This is an indicator to calculate 14 types of moving averages based on close price.

Moving Averages-14 different types

Author: Yashar Seyyedin

 
nice. very nice compilation of ma styles in 1.
 
Revo Trades #:
nice. very nice compilation of ma styles in 1.
Thanks my friend.
 
Automated-Trading:

Moving Averages-14 different types:

Author: Yashar Seyyedin

nice code. thanks. 

I don't recognize all abbreviations you used.

Could you spell out the three missing in the list below? Feel free to correct any one. thank you.

  • SMA: simple MA
  • EMA: exponential MA
  • WMA: weighted Linear MA
  • VWMA: volume weighted MA
  • RMA=SMMA: smoothed MA 
  • DEMA: double exponential MA
  • TEMA: triple exponential MA
  • ZLEMA: ???
  • HMA: ???
  • ALMA ???
  • LSMA: linear-regression smoothed MA
  • SWMA: smoothed weighted MA
  • SMMA=RMA: smoothed MA
  • DONCHIAN: Donchian-based MA
 
better.trader every.day #: ZLEMA: ???, HMA: ???, ALMA ???
  • ZLEMA = Zero-Lag EMA
  • HMA = Hull MA
  • ALMA = Arnaud Legoux MA

and

  • LSMA = Least Squares MA (not linear-regression smoothed)
 
better.trader every.day #:

nice code. thanks. 

  • RMA=SMMA: smoothed MA 

Thanks for the positive words.

RMA=Rolling MA
 
Fernando Carreiro #:
  • ZLEMA = Zero-Lag EMA
  • HMA = Hull MA
  • ALMA = Arnaud Legoux MA

and

  • LSMA = Least Squares MA (not linear-regression smoothed)

Thanks Fernando. 

In the code LSMA calls a function named pine_linreg... so I decided to name it linear-regression, but if we follow the acronym (LSMA), it makes more sense to name it as you did.

@Yasahr: why do you use two names (RMA and SMMA) to call the same function?

 
better.trader every.day #:

@Yasahr: why do you use two names (RMA and SMMA) to call the same function?

According to my research RMA and SMMA refer to the same entity from calculation point of view, but they are referred with different names in most pine codes that I used as reference.

In MQL you have MODE_SMMA and it is good to know that it is the same as "RMA".

 
Yashar Seyyedin #: According to my research RMA and SMMA refer to the same entity from calculation point of view, but they are referred with different names in most pine codes that I used as reference. In MQL you have MODE_SMMA and it is good to know that it is the same as "RMA".

It has been called by many names, but they are all the same thing ...

  • Smoothed Moving Average (SMMA)
  • Running/Rolling/Relative Moving Average (RMA)
  • Modified Moving Average (MMA)
  • Wilder's Moving Average — in reference to J. Welles Wilder, Jr.
And there are probably more names for it.
 
Yashar Seyyedin #: In MQL you have MODE_SMMA and it is good to know that it is the same as "RMA".

Trading View's RMA is the same as MT's SMMA. Never any reason to use the SMMA(L) or RMA(L). They are equivalent to the EMA(2L-1).
          The Smoothed Moving Average or SMMA - How to Avoid It - NinjaTrader Programming | futures.io (2019)

 
Thanks!
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