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Date/Time: Fri, 29 Mar 2024 04:54:42 +0000



Smoothed MA in ACSIL differs significantly from study

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[2021-07-18 23:31:00]
skellington - Posts: 14
Hi,

I am computing the smoothed MA in my ACSIL study using any of the three following options:

  sc.SmoothedMovingAverage(sc.Close, subgraph_Smooth, 50);
  sc.MovingAverage(sc.Close, subgraph_Smooth, MOVAVGTYPE_SMOOTHED, 50);
  SmoothedMovingAverage_S(sc.Close, subgraph_Smooth, i, 50, 0);

All of the above produce the same results (they look close but not exactly like simple-moving-avg 50 period), but they differ significantly from the study in SierraChartStudies_64 "Moving Average - Smoothed."

I can easily see the difference by drawing both studies into the main region.

Can you tell me why the outputs are different?

Thanks.
Date Time Of Last Edit: 2021-07-19 02:33:11
[2021-07-19 02:50:13]
Sierra Chart Engineering - Posts: 104368
We will look this over.
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[2021-07-19 11:47:02]
SC Support Tom - Posts: 450
We changed the study Moving Average - Smoothed a few years ago. I see that the main study function was changed, but that the function sc.SmoothedMovingAverage() was not. I can make them match. I will get on it today.
[2021-07-19 18:35:09]
skellington - Posts: 14
Awesome thanks! Probably want to update the other routes to smoothed average too, right? :)

sc.SmoothedMovingAverage(sc.Close, subgraph_Smooth, 50);
sc.MovingAverage(sc.Close, subgraph_Smooth, MOVAVGTYPE_SMOOTHED, 50);
SmoothedMovingAverage_S(sc.Close, subgraph_Smooth, i, 50, 0);

[2021-07-20 12:44:02]
SC Support Tom - Posts: 450
This is done. In the next release, the functions scsf_SmoothedMovingAverage and sc.SmoothedMovingAverage() will return the same values.

WRT Post #4:


sc.SmoothedMovingAverage(sc.Close, subgraph_Smooth, 50);
sc.MovingAverage(sc.Close, subgraph_Smooth, MOVAVGTYPE_SMOOTHED, 50);
SmoothedMovingAverage_S(sc.Close, subgraph_Smooth, i, 50, 0);

I made appropriate changes to all references to the Smoothed Moving Average in the code.
Date Time Of Last Edit: 2021-07-20 12:44:27
[2021-07-20 13:50:08]
SC Support Tom - Posts: 450
One last note on the opening post:


I am computing the smoothed MA in my ACSIL study using any of the three following options:

sc.SmoothedMovingAverage(sc.Close, subgraph_Smooth, 50);
sc.MovingAverage(sc.Close, subgraph_Smooth, MOVAVGTYPE_SMOOTHED, 50);
SmoothedMovingAverage_S(sc.Close, subgraph_Smooth, i, 50, 0);

All of the above produce the same results (they look close but not exactly like simple-moving-avg 50 period), but they differ significantly from the study in SierraChartStudies_64 "Moving Average - Smoothed."

Please be advised that the study function Moving Average - Smoothed is the correct version. I changed sc.SmoothedMovingAverage() to match that function.
Date Time Of Last Edit: 2021-07-20 13:51:51

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