Symmetrical Moving Average

• 10/26/2022 at 10:22 PM #203109
  JS

  Moving averages are excellent filters for reducing noise and maintaining a good step response.

  When calculating a simple moving average, only the input values on one side of the output value are used.

  Alternatively, the group of input values can be chosen symmetrically around the output value, this prevents a relative shift between the input and output values.

  In the screenshot the difference between a simple moving average (red) and a symmetrical moving average (green).

   

  Symmetrical Moving Average

  N=500 Period = 10 For i = Period/2 to N $SyMA[i]=0 For j= -Period/2 to Period/2 $SyMA[i] = $SyMA[i] + Close[i + j] Next $AvgSyMA[i] = $SyMA[i] / (Period+1) DrawSegment(BarIndex[i], $AvgSyMA[i], BarIndex[i+1], $AvgSyMA[i+1]) Coloured(0,255,0) Next Return

  1 2 3 4 5 6 7 8 9 10 11

  N=500 Period = 10 For i = Period/2 to N $SyMA[i]=0 For j= -Period/2 to Period/2 $SyMA[i] = $SyMA[i] + Close[i + j] Next $AvgSyMA[i] = $SyMA[i] / (Period+1) DrawSegment(BarIndex[i], $AvgSyMA[i], BarIndex[i+1], $AvgSyMA[i+1]) Coloured(0,255,0) Next Return

  2 users thanked author for this post.

  jacquesgermain, denmar

  

  JS

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  10/28/2022 at 7:45 AM #203136
  snucke

  why do you make it so it lags?

  

  snucke

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  10/28/2022 at 11:10 AM #203143
  jacquesgermain

  observation:
  the same symmetrical mm can be obtained with the sma predefined prt + horizontal offset -5

  

  jacquesgermain

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  10/28/2022 at 11:54 AM #203144
  JS

  Hi @snucke

  As you can see in the screenshot, the symmetric MA responds faster to the price changes than the simple MA, so there is less delay (lagging)…

  

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  10/28/2022 at 1:24 PM #203147
  snucke

  What i ment was why is it Infront of the price and not where the price actually is? Makes it look faster at reacting than i normal average

  

  snucke

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  10/28/2022 at 2:09 PM #203153
  JS

  Simple moving average:

  Y[10] = (x[10] + x[11] + x[12] + x[13] + x[14]) / 5

  Symmetrical moving average:

   Y[10] = (x[8] + x[9] + x[10] + x[11] + x[12]) / 5

  

  JS

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  10/28/2022 at 6:20 PM #203169
  snucke

  Why not show them in the same place? Where price is and where a normal moving average is being plotted

  

  snucke

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