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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      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