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Re: Moving Averages indicator(s) - cTrader

Tsar, Fri Mar 09, 2018 6:02 pm

Third Generation MA


The 3rd Generation Moving Average is an Advanced version of the standard Moving Average (MA) indicator.

It implements a rather simple lag-reducing procedure based on the longer MA period.
The method was first described by M. Duerschner (2011) in his article Gleitende Durchschnitte 3.0 (in German)
The presented version uses λ = 2, which provides the best possible lag-reducing. Higher λ increases similarity with the classic Moving Average.


Parameter :

MA_Period (default = 50) — a period of the 3rd Generation Moving Average (MA)
MA_Sampling_Period (default = 220) — a sampling period of the 3rd Generation Moving Average.
Should be at least 4 times greater than MA_Period.
MA_Method (default = MODE_EMA) — method of the Moving Average.

You can use the 3rd Generation Moving Average (MA) indicator the same as the Standard Moving Average — to detect the Current trend direction.
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