TradingView
TusSensei
2021年11月11日午前7時57分

Logarithmic Moving Average [TusSensei] 

Binance Coin / TetherUSBinance

詳細

Logarithmic moving averages involve mathematical modification of classical moving averages(EMA-RMA-SMA). Logarithmic modified averages deviate high over short time periods. For long time periods, it behaves exactly like the original moving averages. Its basic formulation is (MovingAverage x (1 + (1 / log(length))).

The most important reason for the operability of logarithmic moving averages is the time periods they use. The values ​​used are 21-55-149-404-1098-2981. These numbers are the consecutive powers of the number "e", which is the base of the natural logarithm (rounded up to an integer).

In this script you will also see another moving average called SQRT. This moving average is equal to the square root of the product of the EMA and the RMA. In other words, it is a moving average that is the geometric mean of two averages. In this script, you can use all of the EMA-RMA-SQRT and SMA averages in the classical and modified way. For formulaic modification, it is sufficient to select "mEMA", "mRMA" forms from the setting section.

Thanks everyone!
コメント
ChiefBrabo
How can one change it into a Logarithmically weighted moving average? thx
baranismen
Hi, which time-base shall I use for best results? Every time chart yields different results, so I suppose fixing it would be better?
詳細