Variable Length Moving Average

Top  Previous  Next

Category: Advanced Indicator Set 2

 

Input parameters

Name

Setting

Default

Input

Time Series

Close

Period

Period time series

Close

 

Calculations

Computes simple moving average where period is not fixed, but rather taken from another time series called the Period time series. You are responsible for providing this time series by contriving another indicator which varies as you want the moving average window to vary. The variable length moving average is provided for very advanced users who have their own ideas about how the Period time series should be built.