Need Help On LWMA

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AR78 2006.08.31 18:13

Hello

For some resons I need to obtain values of LWMAs(Linear Weighted Moving Average) for different nearby periods. For example

iMA(NULL, Period(), 5, 0, ma_method, PRICE_CLOSE, 0)
iMA(NULL, Period(), 7, 0, ma_method, PRICE_CLOSE, 0)
iMA(NULL, Period(), 9, 0, ma_method, PRICE_CLOSE, 0)
.
.
.
iMA(NULL, Period(), 21, 0, ma_method, PRICE_CLOSE, 0)

Since using this IMA method in a loop is cinsuming too much of time, I tried to calculate the values using this piece of code:

void FillWMAs()
{
 
   int i=1;
   int sumi=1;
   WMAs[0]=0;
   WMAs[1]=Close[0]*sumi;   
   Print("i="+i+" Close="+Close[0]+"WMAs[" + i + "]=" + WMAs[i]+"WMAs[" + (i-1) + "]=" + (WMAs[i-1])+"Sum(" + i + ")=" + (sumi) +"Sum(" + (i-1) + ")=" +(sumi-i) +" WMA Indicator["+i+"]=" + iMA(NULL, Period(), i , 0, ma_method, PRICE_CLOSE, 0) + " WMA Indicator["+(i-1)+"]=" + iMA(NULL, Period(), i-1 , 0, ma_method, PRICE_CLOSE, 0));
   
   for(i=2;i<22;i++)
   {
      WMAs[i]= WMAs[i-1]*sumi+Close[i-1]*i;
      sumi=sumi+i;
      WMAs[i]=WMAs[i]/sumi;
      
      Print("i="+i+" Close="+Close[0]+"WMAs[" + i + "]=" + WMAs[i]+"WMAs[" + (i-1) + "]=" + (WMAs[i-1])+"Sum(" + i + ")=" + (sumi) +"Sum(" + (i-1) + ")=" +(sumi-i) +" WMA Indicator["+i+"]=" + iMA(NULL, Period(), i , 0, ma_method, PRICE_CLOSE, 0) + " WMA Indicator["+(i-1)+"]=" + iMA(NULL, Period(), i-1 , 0, ma_method, PRICE_CLOSE, 0));         
   }
}

"Print" instructions are for debuging.
This seems to be the same formula as its described in program help and all references. but the results were different:

18:26:15 AR_BGEA5 EURUSD,M30: loaded successfully
18:26:15 AR_BGEA5 started for testing
18:26:15 AR_DailyOpen EURUSD,M30: removed
18:26:15 2006.01.02 05:00 AR_DailyOpen EURUSD,M30: loaded successfully
18:26:16 2006.01.02 07:12 AR_BGEA5 EURUSD,M30: i=1 Close=1.18200000WMAs[1]=1.18200000WMAs[0]=0. 00000000Sum(1)=1Sum(0)=0 WMA Indicator[1]=1.18200000 WMA Indicator[0]=0.00000000
18:26:16 2006.01.02 07:12 AR_BGEA5 EURUSD,M30: i=2 Close=1.18200000WMAs[2]=1. 18260000WMAs[1]=1. 18200000Sum(2)=3Sum(1)=1 WMA Indicator[2]=1.18230000 WMA Indicator[1]=1. 18200000
18:26:16 2006.01.02 07:12 AR_BGEA5 EURUSD,M30: i=3 Close=1.18200000WMAs[3]=1. 18245000WMAs[2]=1. 18230000Sum(3)=6Sum(2)=3 WMA Indicator[3]=1.18240000 WMA Indicator[2]=1. 18230000
18:26:16 2006.01.02 07:12 AR_BGEA5 EURUSD,M30: i=4 Close=1.18200000WMAs[4]=1. 18268000WMAs[3]=1. 18240000Sum(4)=10Sum(3)=6 WMA Indicator[4]=1.18250000 WMA Indicator[3]=1. 18240000
18:26:16 2006.01.02 07:12 AR_BGEA5 EURUSD,M30: i=5 Close=1.18200000WMAs[5]=1. 18286667WMAs[4]=1. 18250000Sum(5)=15Sum(4)=10 WMA Indicator[5]=1.18261333 WMA Indicator[4]=1. 18250000
18:26:16 2006.01.02 07:12 AR_BGEA5 EURUSD,M30: i=6 Close=1.18200000WMAs[6]=1. 18289524WMAs[5]=1. 18261333Sum(6)=21Sum(5)=15 WMA Indicator[6]=1.18271429 WMA Indicator[5]=1. 18261333
18:26:16 2006.01.02 07:12 AR_BGEA5 EURUSD,M30: i=7 Close=1.18200000WMAs[7]=1. 18291071WMAs[6]=1. 18271429Sum(7)=28Sum(6)=21 WMA Indicator[7]=1.18279643 WMA Indicator[6]=1. 18271429
18:26:16 2006.01.02 07:12 AR_BGEA5 EURUSD,M30: i=8 Close=1.18200000WMAs[8]=1. 18288611WMAs[7]=1. 18279643Sum(8)=36Sum(7)=28 WMA Indicator[8]=1.18285556 WMA Indicator[7]=1. 18279643
18:26:16 2006.01.02 07:12 AR_BGEA5 EURUSD,M30: i=9 Close=1.18200000WMAs[9]=1. 18276444WMAs[8]=1. 18285556Sum(9)=45Sum(8)=36 WMA Indicator[9]=1.18288222 WMA Indicator[8]=1. 18285556
18:26:16 2006.01.02 07:12 AR_BGEA5 EURUSD,M30: i=10 Close=1.18200000WMAs[10]=1. 18286727WMAs[9]=1.18288222Sum(10)=55Sum(9)=45 WMA Indicator[10]=1.18289818 WMA Indicator[9]=1.18288222

as you can see, the values are are different for all periods, even period of 1. can any one please tell me what's wrong with my code?
thanks

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stringo 2006.09.01 12:00

Don't forget that counting should be directed for begin of data (oldest bar) to end (current bar)

//+------------------------------------------------------------------+
//| Linear Weighted Moving Average                                   |
//+------------------------------------------------------------------+
void lwma()
  {
   double sum=0.0,lsum=0.0;
   double price;
   int    i,weight=0,pos=Bars-ExtCountedBars-1;
//---- initial accumulation
   if(pos<MA_Period) pos=MA_Period;
   for(i=1;i<=MA_Period;i++,pos--)
     {
      price=Close[pos];
      sum+=price*i;
      lsum+=price;
      weight+=i;
     }
//---- main calculation loop
   pos++;
   i=pos+MA_Period;
   while(pos>=0)
     {
      ExtMapBuffer[pos]=sum/weight;
      if(pos==0) break;
      pos--;
      i--;
      price=Close[pos];
      sum=sum-lsum+price*MA_Period;
      lsum-=Close[i];
      lsum+=price;
     }
//---- zero initial bars
   if(ExtCountedBars<1)
      for(i=1;i<MA_Period;i++) ExtMapBuffer[Bars-i]=0;
  }
//+------------------------------------------------------------------+

see 'Moving Averages, MA'

similar

67	AR78 2006.09.02 14:25 Thanks Stringo. Now it works well.

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