Re: What are the "40" All Averages filters? A guide to Mladen & Mrtools's Moving Average Filters add-on

11
太虚一毫 wrote: Sun Apr 02, 2023 12:12 pm In the MRTOOLS teacher AVGS - MACD Digital Kahler indicator, the average has increased to more than 70. :thumbup:

Is it time to change this post?
Bro why you quote the whole entire post? Killing me!

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太虚一毫, sylvester21
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Guide to the "All Averages" Filters (ADXvma, Laguerre etc.) 🆕
Use Fibonacci numbers for indicator settings + How to draw Fibonacci Extensions
An easy trick for drawing Support & Resistance


Re: What are the "40" All Averages filters? A guide to Mladen & Mrtools's Moving Average Filters add-on

14
太虚一毫 wrote: Mon May 08, 2023 12:33 pm Rolling moving average Interesting? Is there a description of it? :thumbup:
From Mladen Rakic:

Theory :

Found the formula on another forum that calls this type of calculation "rma". Frankly I do not know what does the "rma" come from, but decided to experiment a bit. Now the original formula is :

  • rma = sma(price,period*3) + sma (price,period*2) - sma(price,period)

The results are logical except for one thing : that formula tends to add too much lag. So, with just a little change - when the formula is changed to this :

  • rma = sma(price,period*3) - sma (price,period*2) + sma(price,period)

We get a much better fit and, as a sort of a surprise, average that is faster than any of the 4 basic averages using same period. So, this is our own metatrader rma indicator.
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Re: What are the "40" All Averages filters? A guide to Mladen & Mrtools's Moving Average Filters add-on

15
太虚一毫 wrote: Mon May 08, 2023 12:33 pm Rolling moving average Interesting? Is there a description of it? :thumbup:
Right! Guys who use RMA's will use them for "crossovers" signals (set up a short term average to cross a long term average etc). They're not the same as SMA though and original RMA is more laggy than the SMA.

The old RMA's are better used with current (open) price when price is above the RMA (or below) you can enter. Will get to it this week and update the article with a proper explanation brother 👍
These users thanked the author Jimmy for the post (total 2):
太虚一毫, Jedidiah
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Guide to the "All Averages" Filters (ADXvma, Laguerre etc.) 🆕
Use Fibonacci numbers for indicator settings + How to draw Fibonacci Extensions
An easy trick for drawing Support & Resistance


Re: What are the "40" All Averages filters? A guide to Mladen & Mrtools's Moving Average Filters add-on

16
[quote=mrtools post_id=1295504695 time=1677528095 user_id=4864807]

Code: Select all

enum  enMaTypes
         {
            ma_adxvma,                                           // Adxvma
            ma_ahr,                                              // Ahrens moving average
            ma_alma,                                             // Arnaud Legoux Moving Average - ALMA
            ma_alxma,                                            // Alexander moving average - ALXMA
            ma_dema,                                             // Double exponential moving average - DEMA
            ma_dfema,                                            // Double fast exponential moving average - DFEMA
            ma_dsema,                                            // Double smoothed exponential moving average - DSEMA
            ma_dsema2,                                           // Double smoothed EMA (variation)
            ma_dsemaf,                                           // Double smoothed fast exponential moving average - DSFEMA
            ma_dswema,                                           // Double smoothed Wilders exponential moving average - DSWEMA
            ma_dscma,                                            // Deviation scaled MA - DSCMA
            ma_dwma,                                             // Double weighted MA - DWMA
            ma_edic,                                             // Ehlers distance coefficient filter - EDIC
            ma_emas,                                             // Ema derivative - EMAD
            ma_ema,                                              // Exponential moving average - EMA
            ma_epma,                                             // End point moving average - EPMA
            ma_emaf,                                             // Fast exponential moving average - FEMA
            ma_eotf,                                             // Ehlers Optimal tracking filter
            ma_frama,                                            // Fractal adaptive moving average - FRAMA
            ma_gchan,                                            // G Channel average - GCHAN
            ma_hull,                                             // Hull moving average - HMA
            ma_hulle,                                            // Hull moving average EMA based - HMAe
            ma_hullf,                                            // Hull moving average Fast EMA based - HMAf
            ma_hulls,                                            // Hull moving average Slow ma based - HMAs
            ma_ie2,                                              // IE/2
            ma_ilinr,                                            // Integral of linear regression slope
            ma_itl,                                              // Instantaneous trendline
            ma_jur,                                              // Jurik smoothing
            ma_lagg,                                             // Laguerre filter
            ma_lead,                                             // Leader exponential moving average
            ma_linr,                                             // Linear regression value - LSMA
            ma_slwma,                                            // Smoothed linear weighted moving average - SLWMA
            ma_lwma,                                             // Linear weighted moving average - LWMA
            ma_mcg,                                              // McGinley Dynamic
            ma_mcg2,                                             // McGinley Dynamic 2
            ma_mcma,                                             // McNicholl ema
            ma_nlma,                                             // Non lag moving average
            ma_nma,                                              // Natural moving average - NMA
            ma_pdfma,                                            // Probability density funcion ma (pdfma)
            ma_pwma,                                             // Parabolic weighted moving average - PWMA
            ma_qrma,                                             // Quadratic regression average
            ma_qwma,                                             // Quadratic weighted average
            ma_rma,                                              // Rolling moving average - RMA
            ma_rmta,                                             // Recursive moving trendline - RMTA
            ma_rwavg,                                            // Range weighted average - RWAVG
            ma_rwema,                                            // Range weighted EMA - RWEMA
            ma_rwemads,                                          // Range weighted EMA double smooth - RWDSEMA
            ma_sma,                                              // Simple moving average - SMA
            ma_sid,                                              // Simple decycler - SDEC
            ma_sine,                                             // Sine weighted moving average
            ma_smma,                                             // Smoothed moving average - SMMA
            ma_smoo,                                             // Smoother
            ma_smoo2,                                            // Smoother JMA like
            ma_ssm,                                              // Super smoother
            ma_b3p,                                              // Three pole Ehlers Butterworth
            ma_s3p,                                              // Three pole Ehlers smoother
            ma_mt3r,                                             // Fulks/Matulich T3 r adaptive - MT3R;
            ma_tt3r,                                             // Tillson T3 R adaptive
            ma_tma,                                              // Triangular moving average - TMA
            ma_tema,                                             // Triple exponential moving average - TEMA
            ma_tsema2,                                           // Triple smoothed EMA (variation)
            ma_twema,                                            // Triple wilders exponential moving average - TWEMA
            ma_b2p,                                              // Two pole Ehlers Butterworth
            ma_s2p,                                              // Two pole Ehlers smoother
            ma_vidya,                                            // Vidya
            ma_vema,                                             // Volume weighted ema - VEMA
            ma_vwma,                                             // Volume weighted moving average - VWMA
            ma_zldema,                                           // Zero lag dema
            ma_zlhulle,                                          // Zero lag Hull ema based - ZLHMAe
            ma_zlhullf,                                          // Zero lag Hull fast ema - ZLHMAf
            ma_zlhulls,                                          // Zero lag Hull slow ma - ZLHMAs
            ma_zlma,                                             // Zero lag moving average
            ma_zltema                                            // Zero lag tema
      };
input enMaTypes          PreSmoothMode  =  ma_lwma;              // Pre-smoothing MA Mode
Be patient therefore, brethren, until the coming of the Lord. Behold, the husbandman waiteth for the precious fruit of the earth: patiently bearing till he receive the early and latter rain.
Behold, we account them blessed who have endured. You have heard of the patience of Job, and you have seen the end of the Lord, that the Lord is merciful and compassionate.

Re: What are the "40" All Averages filters? A guide to Mladen & Mrtools's Moving Average Filters add-on

17
EMA: It emphasizes recent data, it reacts more quickly to volatility, and is known for its ability to give more weight to more recent and relevant data.

——In terms of design thinking, EMA is the greatest average.

The difficulty in using this is to give more weight to the most recent and more relevant data, how to quantify this "weight", and which value is the best.

Re: What are the "40" All Averages filters? A guide to Mladen & Mrtools's Moving Average Filters add-on

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太虚一毫 wrote: Tue Nov 14, 2023 6:02 pm I made a mistake and can't delete it. I'm sorry!
Hey, what was the mistake?
These users thanked the author Jimmy for the post:
太虚一毫
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No commissions are earned by Forex-station.


Guide to the "All Averages" Filters (ADXvma, Laguerre etc.) 🆕
Use Fibonacci numbers for indicator settings + How to draw Fibonacci Extensions
An easy trick for drawing Support & Resistance


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