AllAverages

Hi,

Please take a look at the latest version of well-known indicator AllAverages_v3.0 with 26 types of moving averages:

Code:

// MA_Method= 0: SMA        - Simple Moving Average
// MA_Method= 1: EMA        - Exponential Moving Average
// MA_Method= 2: Wilder     - Wilder Exponential Moving Average
// MA_Method= 3: LWMA       - Linear Weighted Moving Average 
// MA_Method= 4: SineWMA    - Sine Weighted Moving Average
// MA_Method= 5: TriMA      - Triangular Moving Average
// MA_Method= 6: LSMA       - Least Square Moving Average (or EPMA, Linear Regression Line)
// MA_Method= 7: SMMA       - Smoothed Moving Average
// MA_Method= 8: HMA        - Hull Moving Average by Alan Hull
// MA_Method= 9: ZeroLagEMA - Zero-Lag Exponential Moving Average
// MA_Method=10: DEMA       - Double Exponential Moving Average by Patrick Mulloy
// MA_Method=11: T3_basic   - T3 by T.Tillson (original version)
// MA_Method=12: ITrend     - Instantaneous Trendline by J.Ehlers
// MA_Method=13: Median     - Moving Median
// MA_Method=14: GeoMean    - Geometric Mean
// MA_Method=15: REMA       - Regularized EMA by Chris Satchwell
// MA_Method=16: ILRS       - Integral of Linear Regression Slope 
// MA_Method=17: IE/2       - Combination of LSMA and ILRS 
// MA_Method=18: TriMAgen   - Triangular Moving Average generalized by J.Ehlers
// MA_Method=19: VWMA       - Volume Weighted Moving Average 
// MA_Method=20: JSmooth    - Smoothing by Mark Jurik
// MA_Method=21: SMA_eq     - Simplified SMA
// MA_Method=22: ALMA       - Arnaud Legoux Moving Average
// MA_Method=23: TEMA       - Triple Exponential Moving Average by Patrick Mulloy
// MA_Method=24: T3         - T3 by T.Tillson (correct version)
// MA_Method=25: Laguerre   - Laguerre filter by J.Ehlers
// MA_Method=26: MD         - McGinley Dynamic

In the list you can see there are 2 version of T3: basic by Tilson and my with correct smoothing factor(see on the picture).

As you see my T3 is something middle between LSMA and ILRS.

Regards,
Igor


Updates:

2013.03.14 - version 3.1: fixed 2 errors in REMA and ITrend algorithms

Thanks a lot. This is indicator as a trading system coded on the way as all-in-one.

Originally Posted by igorad

... As you see my T3 is something middle between LSMA and ILRS ...

It may be good to create simple EA for MT4 and MT5 based on those differences "between" ... just to test or optimize the settings with MT5 strategy tester and use it for trading or next improvement for MT4 for example.

Just an idea.

And this is the template file (attached) about what Igorad mentioned in the first post (period = 14 for each in indicator' input):

- T3 by T.Tillson (correct version)

- LSMA - Least Square Moving Average (or EPMA, Linear Regression Line)

- ILRS - Integral of Linear Regression Slope

How to install:

• place indicator (download from first post of this thread) to indicators folder of metatrader 4 directory
• place template file to template folder (for example - to here C:\Program Files\Alpari NZ MT4\templates)
• compile indicator in MetaEditor or restart Metatrader.
• open chart, right mouse click on the chart, select Template and our template (by name). And everything will be loaded.

PS. New template file (allaverages_3_newmt4.tpl) for new build 600+ indicators using is attached. For more information - read first post of the thread.

Hi Igorad,

Why you don't add on your All averages :the half of channel price (Donchian channel,Kijun,Tekan) ???

Regards.

Originally Posted by sohocool

Hi Igorad,

Why you don't add on your All averages :the half of channel price (Donchian channel,Kijun,Tekan) ???

Regards.

Sorry, but it's another story because there are so many (periodic, fractal, volatility and so on) channels and I prefer to research them separately.

Thanks , i understand.

Important: AllAverages for MT5 was uploaded to the 1st post.

Thanks igorad for this wonderful indicator,

For the 3.2 version do you think it will be possible to add a NonLagMA (v7.1)

Thanks for your wonderful job too

Regards

Zilliq

Another idea for the next version,

Do you think it's possible to add the SSA of price in a NON repaint version based on this indy ?

https://mon-partage.fr/f/qtRFdBfg/

Thanks a lot Igor and have a nice day

Zilliq