# AllAverages

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• 01-24-2019, 12:54 AM
logicgate
Quote:

Hi logicgate,

Sure, all is possible but could you please post the EVWMA formula because I can't to find it.
Plus I suppose you are familiar with the Elastic Volume Weighted MA(eVWMA) which is in the list of MAs already.

Regards,
Igor

Hello Igor, thanks so much for replying. Check this one:

VEMA <- function(x, volumes, n = 10, wilder = F, ratio = NULL, ...)
{
x <- try.xts(x, error = as.matrix)
if (n < 1 || n > NROW(x))
stop("Invalid 'n'")
if (any(nNonNA <- n > colSums(!is.na(x))))
stop("n > number of non-NA values in column(s) ", paste(which(nNonNA),
collapse = ", "))
x.na <- xts:::naCheck(x, n)
if (missing(n) &#038;&#038; !missing(ratio))
n <- trunc(2/ratio - 1)
if (is.null(ratio)) {
if (wilder)
ratio <- 1/n
else ratio <- 2/(n + 1)
}

foo <- cbind(x[,1], volumes, VEMA.num(as.numeric(x[,1]), volumes, ratio), VEMA.den(volumes, ratio))
(foo[,3] / foo[,4]) -> ma

ma <- reclass(ma, x)
if (!is.null(dim(ma))) {
colnames(ma) <- paste(colnames(x), "VEMA", n, sep = ".")
}
return(ma)
}

VEMA.num <- function(x, volumes, ratio) {
ret <- c()
s <- 0
for(i in 1:length(x)) { s <- ratio * s + (1-ratio) * x[i] * volumes[i]; ret <- c(ret, s); }
ret
}

VEMA.den <- function(volumes, ratio) {
ret <- c()
s <- 0
for(i in 1:length(x)) { s <- ratio * s + (1-ratio) * volumes[i]; ret <- c(ret, s); }
ret
}

VEMA(1:20, 20:1, ratio=0.1)

VEMA(1:20, 20:1, ratio=0.9)

Check also here in this site:

https://www.financialwisdomforum.org...-stuff/EMA.htm
• 01-28-2019, 08:47 AM
Quote:

Originally Posted by logicgate
Hello Igor, thanks so much for replying. Check this one:

VEMA <- function(x, volumes, n = 10, wilder = F, ratio = NULL, ...)
{
x <- try.xts(x, error = as.matrix)
if (n < 1 || n > NROW(x))
stop("Invalid 'n'")
if (any(nNonNA <- n > colSums(!is.na(x))))
stop("n > number of non-NA values in column(s) ", paste(which(nNonNA),
collapse = ", "))
x.na <- xts:::naCheck(x, n)
if (missing(n) && !missing(ratio))
n <- trunc(2/ratio - 1)
if (is.null(ratio)) {
if (wilder)
ratio <- 1/n
else ratio <- 2/(n + 1)
}

foo <- cbind(x[,1], volumes, VEMA.num(as.numeric(x[,1]), volumes, ratio), VEMA.den(volumes, ratio))
(foo[,3] / foo[,4]) -> ma

ma <- reclass(ma, x)
if (!is.null(dim(ma))) {
colnames(ma) <- paste(colnames(x), "VEMA", n, sep = ".")
}
return(ma)
}

VEMA.num <- function(x, volumes, ratio) {
ret <- c()
s <- 0
for(i in 1:length(x)) { s <- ratio * s + (1-ratio) * x[i] * volumes[i]; ret <- c(ret, s); }
ret
}

VEMA.den <- function(volumes, ratio) {
ret <- c()
s <- 0
for(i in 1:length(x)) { s <- ratio * s + (1-ratio) * volumes[i]; ret <- c(ret, s); }
ret
}

VEMA(1:20, 20:1, ratio=0.1)

VEMA(1:20, 20:1, ratio=0.9)

Check also here in this site:

https://www.financialwisdomforum.org...-stuff/EMA.htm

Hi logicgate,

Please check out the AllAverages with the new V-EMA.

Attachment 34180

Regards,
Igor
• 01-29-2019, 09:15 AM
Hi,

Please check out the updated AllAverages indicators for MT5.

Attachment 34194

Regards,
Igor
• 01-29-2019, 09:17 PM
Dr.Phoenix
Quote:

Hi,

Please check out the updated AllAverages indicators for MT5.

Attachment 34194

Regards,
Igor

hi, Igorad, how do you do, man?

Look at this one here - https://www.mql5.com/en/code/24381

Thi is Sharp modified MA

Best
D.P
• 01-30-2019, 07:18 AM
Quote:

Originally Posted by Dr.Phoenix
hi, Igorad, how do you do, man?

Look at this one here - https://www.mql5.com/en/code/24381

Thi is Sharp modified MA

Best
D.P

Hi Dr.Phoenix,

As I understand it's something similar to the Least Square Moving Average (or EPMA, Linear Regression Line).

Regards,
Igor
• 01-30-2019, 03:12 PM
logicgate
Hello Igor,

Thanks a lot for this!! Really appreciated this, all the best!

Cheers
• 01-31-2019, 09:23 AM
Dr.Phoenix
Quote:

Hi Dr.Phoenix,

As I understand it's something similar to the Least Square Moving Average (or EPMA, Linear Regression Line).

Regards,
Igor

Ok, did not know. thanks.

You know I have thought of... What if WMA (Whilders) and VWMA are to be "crossed" thogether. Just interesting to look at this "beast". Is it hard to make?

Best
D.P.
• 02-02-2019, 04:24 AM
Hi Igor/ND,

How can I applied this to UniVolumeDelta in 2nd window, as you did? I tried to drag and put on 2nd window but not working.

Regards,
Jag
Quote:

Hi,

Please check out the updated AllAverages indicators for MT5.

Attachment 34194

Regards,
Igor

• 02-02-2019, 06:05 AM
newdigital
Quote:

Hi Igor/ND,

How can I applied this to UniVolumeDelta in 2nd window, as you did? I tried to drag and put on 2nd window but not working.

Regards,
Jag

• Open the chart.
• Attach UniVolumeDelta_v1_1 indicator from this post.
• After that - move AllAverages_v4.9 indicator from Navigator to the separate window of the chart (move by mouse).

Attachment 34254

Attachment 34251

Attachment 34252

Attachment 34253
• 02-02-2019, 08:09 AM