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This is a discussion on AllAverages within the Trading tools forums, part of the Trading Forum category; Originally Posted by igorad Hi logicgate, Sure, all is possible but could you please post the EVWMA formula because I ...

      
   
  1. #301
    Member
    Join Date
    Dec 2018
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    32
    Quote Originally Posted by igorad View Post
    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

  2. #302
    igorad
    Guest
    Quote Originally Posted by logicgate View Post
    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.


    Regards,
    Igor
    Attached Files Attached Files
    billv and Genry_05 like this.

  3. #303
    igorad
    Guest
    Hi,

    Please check out the updated AllAverages indicators for MT5.


    AllAverages-allaverages_v4.9-mt5.jpg


    Regards,
    Igor
    Attached Files Attached Files
    billv, Genry_05 and gregrfe like this.

  4. #304
    Junior Member
    Join Date
    Apr 2015
    Posts
    28
    Quote Originally Posted by igorad View Post
    Hi,

    Please check out the updated AllAverages indicators for MT5.


    Click image for larger version. 

Name:	AllAverages_v4.9 mt5.jpg 
Views:	574 
Size:	88.4 KB 
ID:	34194


    Regards,
    Igor

    hi, Igorad, how do you do, man?

    I have found some add-on for your indicator.

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

    Thi is Sharp modified MA

    Best
    D.P

  5. #305
    igorad
    Guest
    Quote Originally Posted by Dr.Phoenix View Post
    hi, Igorad, how do you do, man?

    I have found some add-on for your indicator.

    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

  6. #306
    Member
    Join Date
    Dec 2018
    Posts
    32
    Hello Igor,

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

    Cheers

  7. #307
    Junior Member
    Join Date
    Apr 2015
    Posts
    28
    Quote Originally Posted by igorad View Post
    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.

  8. #308
    Senior Member
    Join Date
    Jul 2014
    Posts
    779
    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.

    Please guide ...


    Regards,
    Jag
    Quote Originally Posted by igorad View Post
    Hi,

    Please check out the updated AllAverages indicators for MT5.


    Click image for larger version. 

Name:	AllAverages_v4.9 mt5.jpg 
Views:	574 
Size:	88.4 KB 
ID:	34194


    Regards,
    Igor

  9. #309
    Administrator newdigital's Avatar
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    Quote Originally Posted by jagadish123 View Post
    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.

    Please guide ...


    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).

    AllAverages-secondwindow19.png


    AllAverages-eurusd-m15-metaquotes-software-corp.png


    AllAverages-eurusd-m15-metaquotes-software-corp-2.png


    AllAverages-eurusd-m15-metaquotes-software-corp-3.png
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  10. #310
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    Join Date
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    Posts
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    Not sure, i did same, but in my case it goes to 1st window

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