I have the following code snippets:
Code: Select all
Mtm = Price[0] - Price[1];
signWma = WAverage(WAverage(Mtm,Fast),Slow);Cannot compute nested WAverage in PowerLanguage
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Cannot compute nested WAverage in PowerLanguage
I'm writing an indicator that requires a double/triple weighted average smoothing of an oscillator.
I have the following code snippets:
The signWma variable does not compute. It appears that the nested WAverage is not kosher. Is there a way around this? Thanks in advance.
I have the following code snippets:
Sorry, my mistake. I found out that the nested WAverage DOES indeed work, albeit VERY slowly. The code for WAverage is very inefficient so when the smoothing lengths are large, it takes a long time for the calculations to complete.
In the end, I got around this issue by writing a fast execution weighted moving average algorithm. Since a WMA is a convolution, the concept for the code is similar to that of SummationFC.
In the end, I got around this issue by writing a fast execution weighted moving average algorithm. Since a WMA is a convolution, the concept for the code is similar to that of SummationFC.