Re: [amibroker] Loop for MA calculation

[Howard B]

As requested --

//    CalculateMovingAverageLooping.afl
//
//    Calculate a simple moving average using looping code
//
//    Howard Bandy
//    June 2010
//

//    In Formula Editor, click Apply Indicator.
//    Note that all three moving averages are the same


//    Plot the price series
Plot( C, "C", colorBlack, styleLine );

MALen = 10;

//    Assume the afl statement to be replicated is:

MAAFL = MA( C, MALen );

//    Plot the builtin simple moving average
Plot( MAAFL, "MAAFL", colorBlue, styleLine );

//    A couple of ways to compute the simple moving
//    average using looping code follow.

//    This example is coded for clarity, rather than for efficiency
//
//    Initialize the bars for which there are insufficient
//    bars for a full moving average to be the closing price
//    for each of those bars.

for ( i = 0; i < MALen; i++ )
{
    MALoop1[i] = C[i];
}

//    TempSum holds the sum of the values being averaged
//    TempSum is a scalar.
for ( i = MALen; i < BarCount; i++ )
{
    TempSum = 0;

    for ( j = 0; j < MALen; j++ )
    {
        TempSum = TempSum + C[i-j];
    }

    MALoop1[i] = TempSum / MALen;
}

Plot( MALoop1, "MALoop1", colorGreen, styleLine );


//    This example is a little more efficient
//

for ( i = 0; i < MALen; i++ )
{
    MALoop2[i] = C[i];
}

TempSum = 0;

for ( j = 0; j < MALen; j++ )
{
    TempSum = TempSum + C[MALen-1-j];
}

for ( i = MALen; i < BarCount; i++ )
{
    //    Drop off the oldest value and add the newest
    TempSum = TempSum - C[i-MALen] + C[i];
    MALoop2[i] = TempSum / MALen;
}

Plot( MALoop2, "MALoop2", colorRed, styleLine );


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