Indicators - Moving Averages-702294

7/30/2019 Indicators - Moving Averages-702294

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Description

SMA(A): Simple Moving Average (Closing price shown in formula for simplicity.

The offset function returns a cell range which is just A Cells which need to be summated.

The offset funciton could also be used to select which price column is used (open, high, low,

close, volume) but is not shown.

Parameter A sets the time period for the SMA

SMAR(A) is a simple moving average of the price range. The sum of the differences between the

high and low for each day is mathematically equivalent to taking the difference between the sum

of the highs and the sum of the lows. Or even the difference between an SMA of the Highs and an

SMA of the lows.

EMA(A): Exponential Moving Average

Note for a Wilder implementation of the Wilder EMA see my spreadsheet on DMS.

The problem with an EMA is that unless it has been calculated in finitem the result is not accurate

because the formula requires historical values. This implementation uses an SMA as the initial

value for the EMA. The 3 columns - Seed data calculate the SMA for each seed period. Whilst it

looks confusing at first, the EMA calculation checks if there are sufficient days to calculate an

EMA accurately, if not it uses the SMA value instead as the previous value.

Parameter A is the time period for the EMA

Parameter B is a formula optimisation

Paramater C allows for the conversion of the EMA to a Per Unit Calculation

For the EMA to be calculated in Per Units rather than price, place the current price or reference

price in this cell.


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Stock Price Data and Formula notes

This row indicates which Formula is in useParam SMA(A)/C

SMA(A)

RangeParameters (A,B,C,D,E) are used A 20 20

by each algorithm in each Column B

System Results may also be calculated in these rows C 1.0000 1.0000

DE

F

G

H

J

K

L

M

N

P

Code TradeDate Open High Low Close Result

Code TradeDate Open High Low Close Volume SMA (20) SMAR(20)FGL 5/7/2004 4.70 4.72 4.67 4.68 4751120 4.68 0.075

FGL 5/6/2004 4.74 4.74 4.65 4.70 4713918 4.67 0.075

FGL 5/5/2004 4.71 4.76 4.71 4.75 3874019 4.65 0.075

FGL 5/4/2004 4.82 4.82 4.72 4.73 5898108 4.64 0.074

FGL 5/3/2004 4.85 4.86 4.80 4.82 6244101 4.62 0.070

FGL 4/30/2004 4.76 4.90 4.75 4.89 23298620 4.60 0.069

FGL 4/29/2004 4.72 4.76 4.71 4.75 8022286 4.57 0.063

FGL 4/28/2004 4.75 4.77 4.74 4.74 2690305 4.56 0.061

FGL 4/27/2004 4.73 4.79 4.72 4.76 3567889 4.54 0.062

FGL 4/26/2004 4.75 4.75 4.72 4.72 762291 4.53 0.060

FGL 4/23/2004 4.79 4.81 4.72 4.73 6699094 4.51 0.062

FGL 4/22/2004 4.79 4.80 4.75 4.79 6165833 4.50 0.058

FGL 4/21/2004 4.76 4.90 4.75 4.80 15332080 4.48 0.057

FGL 4/20/2004 4.64 4.77 4.64 4.75 19343000 4.46 0.051

FGL 4/19/2004 4.58 4.61 4.52 4.61 7308155 4.44 0.046

FGL 4/16/2004 4.49 4.57 4.49 4.55 6838404 4.43 0.046

FGL 4/15/2004 4.45 4.49 4.43 4.49 6033271 4.42 0.044

FGL 4/14/2004 4.45 4.47 4.42 4.44 1403029 4.42 0.045

FGL 4/13/2004 4.47 4.47 4.42 4.44 2890764 4.42 0.044

FGL 4/8/2004 4.43 4.48 4.42 4.48 3976386 4.42 0.043

FGL 4/7/2004 4.37 4.43 4.37 4.42 17023520 4.41 0.043

FGL 4/6/2004 4.41 4.42 4.33 4.38 12085540 4.41 0.042

FGL 4/5/2004 4.41 4.43 4.40 4.42 4069024 4.41 0.038

FGL 4/2/2004 4.41 4.41 4.39 4.39 6837315 4.41 0.039FGL 4/1/2004 4.39 4.42 4.39 4.40 16193840 4.41 0.039

FGL 3/31/2004 4.41 4.42 4.39 4.39 6601374 4.41 0.040

FGL 3/30/2004 4.43 4.43 4.41 4.41 5234586 4.40 0.040

FGL 3/29/2004 4.45 4.46 4.41 4.42 11270850 4.40 0.041

FGL 3/26/2004 4.46 4.48 4.45 4.48 8962088 4.40 0.041

FGL 3/25/2004 4.40 4.46 4.40 4.45 9529200 4.40 0.042

FGL 3/24/2004 4.41 4.42 4.40 4.40 5024256 4.39 0.040

FGL 3/23/2004 4.42 4.42 4.40 4.42 4866177 4.17 0.039


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FGL 3/22/2004 4.39 4.42 4.39 4.41 5767930 3.95 0.038

FGL 3/19/2004 4.40 4.43 4.39 4.39 8824880 3.73 0.037

FGL 3/18/2004 4.47 4.47 4.38 4.40 11466880 3.51 0.035

FGL 3/17/2004 4.43 4.46 4.42 4.44 3953599 3.29 0.030

FGL 3/16/2004 4.37 4.45 4.37 4.43 6082748 3.07 0.028

FGL 3/15/2004 4.41 4.42 4.39 4.39 3300617 2.85 0.024

FGL 3/12/2004 4.40 4.40 4.38 4.40 2125319 2.63 0.023FGL 3/11/2004 4.38 4.43 4.36 4.42 12596020 2.41 0.022

FGL 3/10/2004 4.36 4.39 4.35 4.38 3274963 2.18 0.018

FGL 3/9/2004 4.35 4.36 4.34 4.36 3030341 1.97 0.016

FGL 3/8/2004 4.39 4.39 4.35 4.37 2562125 1.75 0.015

FGL 3/5/2004 4.38 4.41 4.38 4.41 7240259 1.53 0.013

FGL 3/4/2004 4.34 4.39 4.34 4.38 10639450 1.31 0.012

FGL 3/3/2004 4.35 4.35 4.32 4.33 10868530 1.09 0.009

FGL 3/2/2004 4.32 4.36 4.32 4.35 6965415 0.87 0.008

FGL 3/1/2004 4.37 4.41 4.36 4.41 7091303 0.66 0.006

FGL 2/27/2004 4.34 4.37 4.32 4.37 7062791 0.44 0.003

FGL 2/26/2004 4.33 4.34 4.32 4.34 5171122 0.22 0.001


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EMA(A)/C

20

0.0952

1.0000

Day Seed EMASeed EMA(20)

50 4.51 4.46

49 4.51 4.44

48 4.50 4.41

47 4.50 4.37

46 4.49 4.33

45 4.49 4.28

44 4.48 4.22

43 4.47 4.16

42 4.46 4.10

41 4.46 4.03

40 4.45 3.96

39 4.44 3.88

38 4.43 3.79

37 4.42 3.68

36 4.42 3.57

35 4.41 3.46

34 4.41 3.34

33 4.40 3.22

32 4.40 3.09

31 4.40 2.95

30 4.40 2.79

29 4.40 2.62

28 4.40 2.43

27 4.40 2.2226 4.40 2.00

25 4.40 1.74

24 4.40 1.46

23 4.40 1.15

22 4.40 0.81

21 4.39 0.42

20 4.39 0.00

19 4.39 0.00


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18 4.39 0.00

17 4.39 0.00

16 4.39 0.00

15 4.39 0.00

14 4.38 0.00

13 4.38 0.00

12 4.38 0.0011 4.37 0.00

10 4.37 0.00

9 4.37 0.00

8 4.37 0.00

7 4.37 0.00

6 4.36 0.00

5 4.36 0.00

4 4.37 0.00

3 4.37 0.00

2 4.36 0.00

1 4.34 0.00

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Indicators - Moving Averages-702294