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Moving Average - Rolling High Accuracy. Any interest in the study like this?

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[2015-12-26 21:49:35] #1 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
As we were developing some custom calculations for one user, we realized that a similar calculation might be of interest to other users. Would users find the following calculation useful?: -User specifies fixed timeframe. Like 7 days. This can be as little as 1 minute. -At every bar in the chart, all underlying prices which make up those bars going back by the fixed specified timeframe, are averaged using a simple arithmetic average/mean. The result is displayed at that chart bar. The name of this study will be Moving Average - Rolling High Accuracy. This differs from a simple moving average in that all underlying prices for the bar are used in the calculation which makes it high accuracy. And the user specifies a fixed timeframe rather than a Length setting. So on 1 minute bars if someone specifies a 30 Length moving average, then this is a 30 minute average but as the user changes the chart bars timeframe, the timeframe of the average changes. Whereas with a fixed setting it will be constant as you change the underlying chart bars timeframe. So long as the underlying chart bars evenly divide into the fixed timeframe that the study is set to. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, change to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2015-12-26 21:52:29

[2015-12-27 00:57:36] #2 [Go To First Post]
batman_ - Posts: 190
+1 good Date Time Of Last Edit: 2015-12-27 02:45:51

[2015-12-27 11:06:23] #3 [Go To First Post]
Outlander - Posts: 91
+1

[2015-12-27 14:10:21] #4 [Go To First Post]
User740483 - Posts: 6
+1 yes please

[2015-12-29 12:25:11] #5 [Go To First Post]
fireworks11 - Posts: 60
+1 yes

[2016-01-08 16:52:28] #7 [Go To First Post]
User40520 - Posts: 62
+1 yes

[2016-01-08 18:33:08] #8 [Go To First Post]
ganz - Posts: 1048
SC Support in a given logic you might want to add: 1. +/- stdev lines as well 2. a fresh start for a session

[2016-01-08 18:53:06] #9 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Does anyone else have an interest in the items requested in post #8. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, change to the Teton service: Sierra Chart Teton Futures Order Routing

[2016-01-08 19:45:48] #10 [Go To First Post]
mkata - Posts: 103
Does anyone else have an interest in the items requested in post #8. Yes. Especially the +/- StdDev lines since this is what will truly make the study useful.

[2016-01-08 21:43:47] #11 [Go To First Post]
ganz - Posts: 1048
mkata since this is what will truly make the study useful. 100% and +/- 2*StdDev for fast moves to scan for that buy/sell areas Asking for the study I was extremely surprised SC Team (being top pro fx programmers) is not aware of some basics.

[2016-01-10 20:56:07] #12 [Go To First Post]
User380760 - Posts: 88
Can you put in weekly and monthly as time period types as well? Thanks!

[2016-01-10 22:44:26] #13 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We will add the Standard Deviation Subgraphs to this study which can optionally be displayed. For a weekly and monthly period, that does not make sense with a rolling calculation because this study does not reference specific segments of time like the start of the week or the start of the month. Therefore, just simply set the Time Period Inputs with the study to 7 Days or 30 Days respectively to effectively accomplish this. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, change to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2016-01-10 22:45:36

[2016-01-11 22:11:10] #14 [Go To First Post]
User380760 - Posts: 88
I am confused with the 7 days for a week and 30 days for a month. Do you go by calendar days or trading days? if trading days, should be approx 5 days for a week, and 20 days for a month.

[2016-01-11 22:28:13] #15 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We are referring to calendar days. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, change to the Teton service: Sierra Chart Teton Futures Order Routing

[2016-01-11 22:28:52] #16 [Go To First Post]
ganz - Posts: 1048
User380760 This is a short term intraday idea. I see no any sense to find an every given trade to calc a simple arithmetic average/mean for a week or a month.

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