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![]() | Arnaud Legoux Moving Average ![]() I came across Arnaud Legoux Moving Averages today at http://en.wikipedia.org/wiki/Arnaud_...Moving_Average which I thought was interesting. However, the formula used involves "1/NORM" and I don't actually know how to calculate that. Can anyone please explain what "NORM"means? Thanks. | ||
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Kiwi (10-05-2010) | ||
| | #2 | ||
![]() | Re: Arnaud Legoux Moving Average Try going to his site for more info including examples. The MQ4 version is readable code. I haven't finished working through it yet but NORM is most likely just to be a normalizing factor to keep the ma lined up with price. | ||
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| | #3 | ||
![]() | Re: Arnaud Legoux Moving Average His pdf file doesn't give much more useful info apart from suggesting that giving a value of 6 to Sigma is recommended. http://www.arnaudlegoux.com/wp-conte...10/05/alma.pdf I am neither a mathematician or serious programmer so I can't make too much sense of the mt4 code. After trying to think through the logic, I think NORM = CUMULATIVE-SUM[for i=1 to SIZE, exp(-(i-offset)^2/(sigma)^2)] Please correct me if I'm wrong. | ||
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