Rare Different Simple Moving Average Indicator?!?!?

[olingerc]

My previous software has a simple moving average just like all other charting software. Except this one has something built into the formula that is unique and have never seen before. It allows for time period and a offset that can be negative or positive. Now when you enter a negative offset moving the entire SMA to the left there isn't any "missing data". So if you offset -20 the last 20 bars are still calculated into the SMA. It is almost like there is a mini smaller SMA that only looks back the past 20 bars or which ever the negative offset is and add's it to the original SMA that is offset. So the entire SMA is one continuous line all the way up to the very second up to date information. Now as the most current information gets charted, the offset distance portion of the SMA in this case previous 20 bars would ever so slightly adjust to the most current tick. Keep in mind Im not talking about a Adaptavie SMA here.

Does anyone know the name or the formula for this kind of SMA?
I have a picture if anyone is interested taken from two different programs of the same stock and same time period.

I'm willing to pay real money for a usable formula. Original program it was developed in was written in Delphi and I have not been able to extract the code.


I think I devised a way that I can achieve this. What I need is a SMA that its max data that it looks back is N. N = User defined bars to look back. I know Ninja Trader has the option for indicators to look back Infinite or 250 bars back.

A script for a Simple Moving average that its max bars that it looks back is going to be user defined value. Not limited to infinite or 250 might work.

[NinjaTrader_Bertrand]

olingerc, welcome to our forums and your first post - have you looked into the Displace input the NinjaTrader SMA would have allowing you to define an offset as needed and shift the SMA plot?

[ETFVoyageur]

olingerc, welcome to our forums and your first post - have you looked into the Displace input the NinjaTrader SMA would have allowing you to define an offset as needed and shift the SMA plot?

As I read his request, an important part of the capability was that they had stitched something on between the back-shifted MA and the present, so that you had a workable chart.

Olingerc -- what is the benefit of the way you describe as compared to just using a more modern MA with a lot less lag?

--EV

[NinjaTrader_Bertrand]

I see...good point EV, might be along the thoughts Hurst had with extrapolating SMA's up to current time...

[olingerc]

To NinjaTrader_Bertrand: This would only accomplish what NinjaTrader can already do with a SMA. And that is offset it to the right or to the left.

To ETFVoyageur: To be honest the edge one can visually see with this indicator is unrealistic. It is spot on in almost every single way. Decision making is so very clear and cut. Shows you exactly when to exit a trade. Just like any other moving average indicator the convergence and divergence is used in your decision making. I would attach a image on how it looks with my current software.

Maybe I did not describe how this little feature is different. If you plot a SMA on a chart lets say with a period of 50. Now plot a second SMA on the chart and offset it to a negative 15. In NinjaTrader this moves the SMA back 15 periods. If you watched the chart during intraday the negative offset indicator is literally like a inch shifted to the left. In other words its kinda useless because it even more so "lagged" it will never converge or diverge with the non offset SMA unless a long time has elapsed.

What I am talking about is a SMA that somehow some way calculates the offset period distance and addes it to that SMA. It basically estrapulates what the SMA "should" look like. If time was frozen and a snap shot was taken both the negative offset SMA and the regular SMA are literally on the same period bar. Just the offset one changes alittle more direction depending on the current periods that are coming in. Did that make sense to anyone? I am trying to get a original source code from the old software. But it is written in Delphi and Delphi decompilers are well... difficult.

[NinjaTrader_Bertrand]

Thanks for clarifying - correct this would just shift the SMA values and unfortunately not offer extrapolation features.

[NinjaTrader_Bertrand]

For some related work using regressions, you can check into this thread - http://www.ninjatrader.com/support/f...ad.php?t=16318

[ETFVoyageur]

I see...good point EV, might be along the thoughts Hurst had with extrapolating SMA's up to current time...

That could be a lot of extrapolating since SMA lag is about 1/2 the period.

--EV

[NinjaTrader_Bertrand]

That's correct EV, it's quite a task and can only be reasonably targeted if you throw some cycle theory into it as well to 'know' what the components would do...

[olingerc]

I don't think regressions is the answer. There is just something about projecting negative offsets to the present. I'm sure it is only a few lines of code.

[ETFVoyageur]

Could you provide a screen shot of what you have in mind?

--EV

[olingerc]

Hatori your email is not working. I can not send a picture. I do not know if there is a way to upload a picture not from Ninja trader on the forums.

[olingerc]

I believe I know how the future values are calculated, it is being calculated using progressively smaller periods. For example, on a SMA(50), future bars would be SMA(49), SMA(48) etc. If you think about it, there really is no other way to do this. Did that make any sense to anyone?

[olingerc]

ETFVoyageur can you send me a email address to [email protected] I have a couple of images that will blow your mind. That I don't want anyone else to see other than NT staff.

[NinjaTrader_Bertrand]

If you go to 'advanced' while preparing your post you can attach a screenshot - if you want to directly reach me, you can send a note to support at ninjatrader dot com and put Attn Bertrand in the subject, so it would get routed to me.