Calculating Triangular Moving Average with Fold function

amirfutures

New member
The formula of Moving Average Triangular is:

input price = close;
input length = 9;
input displace = 0;

def effectiveLength = Ceil((length + 1) / 2);
plot AvgTri = Average(Average(price[-displace], effectiveLength), effectiveLength);

##########################################################################################

I would like to replace the "Average" function with an average that is calculated with Fold function, as follows:

input price = close;
input length = 9;
plot SMA = (fold n = 0 to length with s do s + getValue(price, n, length - 1)) / length;

The end result should look like:

input price = close;
input length = 9;
input displace = 0;

def effectiveLength = Ceil((length + 1) / 2);
plot AvgTri = SMA(SMA(price[-displace], effectiveLength), effectiveLength);

Thanks
 
Solution
The formula of Moving Average Triangular is:

input price = close;
input length = 9;
input displace = 0;

def effectiveLength = Ceil((length + 1) / 2);
plot AvgTri = Average(Average(price[-displace], effectiveLength), effectiveLength);

##########################################################################################

I would like to replace the "Average" function with an average that is calculated with Fold function, as follows:

input price = close;
input length = 9;
plot SMA = (fold n = 0 to length with s do s + getValue(price, n, length - 1)) / length;

The end result should look like:

input price = close;
input length = 9;
input displace = 0;

def effectiveLength = Ceil((length + 1) / 2);
plot AvgTri...
The formula of Moving Average Triangular is:

input price = close;
input length = 9;
input displace = 0;

def effectiveLength = Ceil((length + 1) / 2);
plot AvgTri = Average(Average(price[-displace], effectiveLength), effectiveLength);

##########################################################################################

I would like to replace the "Average" function with an average that is calculated with Fold function, as follows:

input price = close;
input length = 9;
plot SMA = (fold n = 0 to length with s do s + getValue(price, n, length - 1)) / length;

The end result should look like:

input price = close;
input length = 9;
input displace = 0;

def effectiveLength = Ceil((length + 1) / 2);
plot AvgTri = SMA(SMA(price[-displace], effectiveLength), effectiveLength);

Thanks

Creating SMA using the script function seems to work

Ruby:
script sma{
input price = close;
input length = 9;
plot SMA = (fold n = 0 to length with s do s + getValue(price, n, length - 1)) / length;
}
#The end result should look like:

input price = close;
input length = 9;
input displace = 0;

def effectiveLength = Ceil((length + 1) / 2);
plot AvgTri = SMA(SMA(price[-displace], effectiveLength), effectiveLength);
 
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