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Smooth Moving Average????

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    Smooth Moving Average????

    I am studying a trading method that uses a Smooth Moving Average. The instructor uses Tradestation and has the necessary templates for Tradestation for this indicator. I do not want to change my charting to Tradestation. Have you ever heard of a Smooth Moving Average and if so how would I find it to download?


    Here is how Trade Station describes the smoothed averaged:
    Remarks
    On the first bar, this function adds together all the values returned
    by the input Price for the specified Length,
    divides the sum by the Length, and then stores the value in a variable
    called SUM. Only on the first bar is the
    Smoothed Average function equal to the value stored in SUM.
    SUM = Summation (Price, Length)
    On each bar there after, the function uses a different equation.
    Smoothed Average = (Sum [1] - Smoothed Average [1] + Price)/Length

    Is this an indicator that Ninja has that is named something else?

    If It needed to be programmed into Ninja would the Tradestation code be helpful to a programmer?

    Thank you

    Mark

    #2
    Mark,

    This would require custom programming. Unfortunately NinjaTrader does not offer these services, but you could try one of these 3rd party NinjaScript Consultants: http://www.ninjatrader.com/webnew/pa...injaScript.htm
    Josh P.NinjaTrader Customer Service

    Comment


      #3
      Mark,

      Maybe something like this.



      RJay
      RJay
      NinjaTrader Ecosystem Vendor - Innovative Trading Solutions

      Comment


        #4
        since SMA is SUM(length)/length

        then Sum[i] = SMA(length)[i]*length

        and yeah the subsequent bars are calculated like a 1st (or maybe 2nd) order laguerre filter

        Comment


          #5
          I posted it just a few minutes ago. Care to share what trading strategy you are using with it?

          Comment

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