Linear weighted moving average, the formula used to calculate the TSR with the TSR calculation formula is given below. Amibroker formulas in this account, how-to TSR?
LWMA = SUM (CLOSE (i) * i, N) / SUM (i, N)
Where:
SUM - sum;
CLOSE(i) - current closing price;
SUM (i, N) - total sum of weight coefficients;
N - smoothing period.
TSR indicator For Example
a=Moving1
b=Moving2
c=Moving3
a=MOV(Veri,,periyod1,LWMA)=MOV(Close,32,LWMA) -> Periyod=32
b=MOV(Veri,Periyod2,LWMA)=MOV(a,16,LWMA) -> Periyod=Periyod/2=16
TSR=MOV(Veri,Periyod3,LWMA)=MOV(((2*b)-a),sqrt(Period/2),LWMA) //4= Periyod=sqrt(Period/2)=4
I would appreciate if you type the above Codes TSR Amibroker indicator. Thank you.
Regards
LWMA = SUM (CLOSE (i) * i, N) / SUM (i, N)
Where:
SUM - sum;
CLOSE(i) - current closing price;
SUM (i, N) - total sum of weight coefficients;
N - smoothing period.
TSR indicator For Example
a=Moving1
b=Moving2
c=Moving3
a=MOV(Veri,,periyod1,LWMA)=MOV(Close,32,LWMA) -> Periyod=32
b=MOV(Veri,Periyod2,LWMA)=MOV(a,16,LWMA) -> Periyod=Periyod/2=16
TSR=MOV(Veri,Periyod3,LWMA)=MOV(((2*b)-a),sqrt(Period/2),LWMA) //4= Periyod=sqrt(Period/2)=4
I would appreciate if you type the above Codes TSR Amibroker indicator. Thank you.
Regards