Download - Natural Moving Average
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8/19/2019 Natural Moving Average
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_SECTION_BEGIN("Ocean Theory");//Natural Moving Average of Ocean Theory by Jim Sloman//Basic value set to 75 as there are 75 5 minute candles in NSE Equities
NMA_period = Param("NMA Period",75,40,375); Show_SD =ParamToggle("Show SD Bands","Yes|No",0); NMA_SD_len = round(NMA_period*30/40); NMA_SD_up = 2; NMA_SD_dn = 2;
FastNMA_period = NMA_Period; FastNMA_LB_min = round(NMA_Period*8/40); FastNMA_SD_len = round(NMA_Period*20/40); FastNMA_SD_up = 1.5; FastNMA_SD_dn = 1.5; NMA[NMA_period]=Close[NMA_Period]; FastNMA[FastNMA_period]=Close[FastNMA_period];
ratio = 0; NSum = (ln(Close) - ln(Ref(Close,-1))) + (ln(Ref(Close,-1)) - ln(Ref(Close,-2))) * (sqrt(2)-1); for(i = 2; i< NMA_period; i++) NSum =NSum+ (ln(Ref(Close,-i)) - ln(Ref(Close,-i-1))) * (sqrt(i+1) - sqrt(i));
abssum = abs(NSum); NSum = 0; for(i = 0; i < NMA_period; i++) NSum =Nsum+ abs(ln(Ref(Close,-i)) - ln(Ref(Close,-i-1)));
ratio = abssum / NSum;
for (i=NMA_period+1;i maxnmm[i])
{ maxnmm = abs(nmmnum);NMA_LB_max = i; }
} if(NMA_LB_max < FastNMA_LB_min) NMA_LB_max = FastNMA_LB_min; NSum = (ln(Close) - ln(Ref(Close,-i))) + (ln(Ref(Close,-i)) - ln(Ref(Close,-2))) * (sqrt(2)-1); for(i = 2; i < NMA_LB_max; i++) NSum =NSum+ (ln(Ref(Close,-i)) - ln(Ref(Close,-i-1))) * (sqrt(i+1) - sqrt(i)); abssum = abs(NSum);
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8/19/2019 Natural Moving Average
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NSum = 0; for(i = 0; i< NMA_LB_max; i++) NSum =NSUM+ abs(ln(Ref(Close,-i)) - ln(Ref(Close,-i-1))); ratio = abssum / NSum;
for (i=FASTNMA_period+1;i