SMA/EMA with variable length?

[windowshopr]

I'm trying to calculate the SMA and EMA using a variable length, which you cannot do without getting the "CL constant value" error of course.

What I want to do is calculate the SMA and EMA for the premarket session of each day, so from time 00:00 to 09:30, which can be dynamic each day. After 09:30, the value can just be premarketSMA[1] for the rest of the day.

The code I have so far looks like this:

# Check if we are at midnight/new trading day, pre-market starts
def newDayTrigger = GetDay() <> GetDay()[1];

# Store the midnight/new day's bar number
def premarketOpenBarNumber = if newDayTrigger then BarNumber() else premarketOpenBarNumber[1];

# Wait for 0930
def isRegularTradingSession = SecondsFromTime(0930) >= 0 and SecondsTillTime(1600) > 0;

# Get the premarket close's bar number at 0930
def premarketCloseBarNumber = if isRegularTradingSession and isRegularTradingSession[1]==no then BarNumber() else premarketCloseBarNumber[1];

def premarketTotalBars = premarketCloseBarNumber - premarketOpenBarNumber;

def premarketSMA = if isRegularTradingSession and isRegularTradingSession[1]==no then SimpleMovingAvg(close, premarketTotalBars) else premarketSMA[1]; # Error
def premarketEMA = if isRegularTradingSession and isRegularTradingSession[1]==no then MovAvgExponential(close, premarketTotalBars) else premarketEMA[1]; # Error

As you see, I want the "length" value of the moving averages to be "premarketCloseBarNumber - premarketOpenBarNumber", once trading has officially started for the day, basically simulating the average and exponential close prices for the pre-market sessions. Possible?

 

[halcyonguy]

I'm trying to calculate the SMA and EMA using a variable length, which you cannot do without getting the "CL constant value" error of course.

What I want to do is calculate the SMA and EMA for the premarket session of each day, so from time 00:00 to 09:30, which can be dynamic each day. After 09:30, the value can just be premarketSMA[1] for the rest of the day.

The code I have so far looks like this:

# Check if we are at midnight/new trading day, pre-market starts
def newDayTrigger = GetDay() <> GetDay()[1];

# Store the midnight/new day's bar number
def premarketOpenBarNumber = if newDayTrigger then BarNumber() else premarketOpenBarNumber[1];

# Wait for 0930
def isRegularTradingSession = SecondsFromTime(0930) >= 0 and SecondsTillTime(1600) > 0;

# Get the premarket close's bar number at 0930
def premarketCloseBarNumber = if isRegularTradingSession and isRegularTradingSession[1]==no then BarNumber() else premarketCloseBarNumber[1];

def premarketTotalBars = premarketCloseBarNumber - premarketOpenBarNumber;

def premarketSMA = if isRegularTradingSession and isRegularTradingSession[1]==no then SimpleMovingAvg(close, premarketTotalBars) else premarketSMA[1]; # Error
def premarketEMA = if isRegularTradingSession and isRegularTradingSession[1]==no then MovAvgExponential(close, premarketTotalBars) else premarketEMA[1]; # Error

As you see, I want the "length" value of the moving averages to be "premarketCloseBarNumber - premarketOpenBarNumber", once trading has officially started for the day, basically simulating the average and exponential close prices for the pre-market sessions. Possible?

could calculate a simple average , by adding up the close prices and the quantity of bars, in the pre market. then divide them.

def bn = barnumber();
def newDay = GetDay() <> GetDay()[1]; 
def newdaybn = if newday then bn else newdaybn[1];

#def premarket =....  true/false formula
def premarket = bn >=newdaybn and SecondsTillTime(0930) > 0;

def barz;
def clsz;
if newday then {
  barz = 1;
  clsz = close;
} else if premarket then {
  barz = barz[1]+1;
  clsz=clsz[1]+close;
} else {
  barz = barz[1];
  clsz=clsz[1];
}

def preavg = clsz/barz;
plot z = preavg;

if you want an EMA, study the formulas here
https://school.stockcharts.com/doku.php?id=technical_indicators:moving_averages