ShiftedMA: Indicator Documentation
Syntax
DataSeries ShiftedMA( DataSeries ds, int period, int delay, ChoiceOfMA option );Parameter Description
| ds |
Data series used to produce the moving average calculation |
| period |
Period to average the data series
|
| delay |
Period to offset the moving average to the right
|
| option |
Select between the moving average types: SMA, EMA, WMA or SMMA (smoothed MA)
|
Description
The Shifted Moving Average (ShiftedMA) is not a cool new moving average. It is nothing but a typical moving average (that can be SMA, EMA or WMA) delayed by the user specified offset. The purpose of this indicator is to facilitate the use of delays in rule-based Strategies. In code-based Strategies, this is simply a matter of using the DataSeries offset (>> or <<, see
DataSeries in the QuickRef).
Example
This example illustrates how to use the ShiftedMA indicator, comparing an EMA with its delayed version:
using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;
using Community.Indicators;
namespace WealthLab.Strategies
{
public class shiftedMA_demo : WealthScript
{
protected override void Execute()
{
ShiftedMA delayedEMA = ShiftedMA.Series( Close, 20, 2, ChoiceOfMA.EMA );
DataSeries ema = EMAModern.Series( Close, 20 );
PlotSeries( PricePane, ema, Color.Red, LineStyle.Solid, 2 );
PlotSeries( PricePane, delayedEMA, Color.Blue, LineStyle.Solid, 1 );
}
}
}