Abbreviation: Avg1(Avg2-Lag(Avg2))
Category: Advanced Simple Moving Average
Input Parameters:
| Name | Range | Default |
| Time Series | Close | |
| Avg1 Periods | Int >= 1 | 5 |
| Avg2 Periods | Int >= 1 | 10 |
| Lag Amount | Int >= 1 | 5 |
Calculation:
Avg((Avg(X, n2) – Lag(Avg(X, n2), L)), n1)
where
X = Time Series
n1 = Avg1 Periods
n2 = Avg2 Periods
L = Lag Amount
Avg represents Simple Moving Average
Lag represents Lag
Discussion:
This indicator attempts to quantify movements in a time series by calculating the moving average of the difference between a moving average and the same sized lagged moving average.