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Centered Moving Average Code


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Centered Moving Average Code

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  #1 (permalink)
NY NY/USA
 
 
Posts: 4 since Jun 2019
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The built in function "Mov Avg 1 Line" can plot a centered average.

This is done using the displace input which is built into the plot statement.

A 5 bar average with a displace value of 2 will plot a 5 bar centered average.

I want to create a function that will accomplish this without using a plot statement.

I want to use the centered average in a strategy where plot statements are not allowed.

Any ideas?

Thanks.

P.S. Attached is a plotted 5 day centered moving average in TradeStation accomplished using the plot statement.

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  #2 (permalink)
 
 
Posts: 2,230 since Apr 2013
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dlipter,

displacing a plot will not change the value of the plot. Displaying the current value of a variable/plot two bars left or right will not change how you can access the value - it would still be the value of the current bar.
Having said that you would need to decide what historical value you need on the current bar from the average and then you can access it by back referencing the variable's value using square brackets.

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ABCTG

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Last Updated on June 17, 2019


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