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