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Date/Time: Fri, 07 Feb 2025 13:11:17 +0000



Post From: Study based on specific period

[2020-05-29 16:15:53]
Ackin - Posts: 1865
ok I'll write more and explain:


example:

two moving averages, chart with setting 1 bar = 1 minute
both have a period of "10"

the first moving average starts at 9:30
the second moving average starts at 10:00

at 10:11 they both have the same value


the difference in the time of the beginning of the study is manifested only in the calculated values ​​where there is accumulation or reaction to the previous bars (cumulative delta, vwap, etc.). In the moving average, the differences in the start time are lost when the period lenght in the setting is exceeded ....because it works only with a specific number of bars (length of the period) and the previous bars before this period do not take into account.

Simple Moving Average = summation values from period / period
Date Time Of Last Edit: 2020-05-29 16:42:12