Symmetrical Moving Average

JS · 2022-10-26T21:22:24+00:00

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). 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

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10/26/2022 at 10:22 PM #203109 quote
JS
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Master
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).
```
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
```
denmar and jacquesgermain thanked this post

Schermafbeelding-2022-10-26-om-23.10.16.png
10/28/2022 at 7:45 AM #203136 quote

snucke
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Veteran

why do you make it so it lags?

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

jacquesgermain
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Veteran

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

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

JS
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Master

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)…

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

snucke
Participant

Veteran

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

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

JS
Participant

Master

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

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

snucke
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Veteran

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