Description
Quadratic Moving Average indicator
using System;
using cAlgo.API;
using cAlgo.API.Collections;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;
namespace cAlgo
{
[Indicator(IsOverlay = true, AutoRescale = false, AccessRights = AccessRights.None)]
public class mQMA : Indicator
{
[Parameter("Periods (14)", DefaultValue = 14)]
public int inpPeriods { get; set; }
[Output("QMA", LineColor = "Black", PlotType = PlotType.Line, LineStyle = LineStyle.Solid, Thickness = 2)]
public IndicatorDataSeries outQMA { get; set; }
private SimpleMovingAverage _pma;
private IndicatorDataSeries _pow;
protected override void Initialize()
{
_pow = CreateDataSeries();
_pma = Indicators.SimpleMovingAverage(_pow, inpPeriods);
}
public override void Calculate(int i)
{
_pow[i] = Math.Pow(Bars.ClosePrices[i],2);
outQMA[i] = Math.Sqrt(_pma.Result[i]);
}
}
}
mfejza
Joined on 25.01.2022
- Distribution: Free
- Language: C#
- Trading platform: cTrader Automate
- File name: mQMA.algo
- Rating: 5
- Installs: 544
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When the price is rising upward, the quadratic moving average (QMA) or quadratic weighted moving average (QWMA) is a sort of moving average that is closer to the price. As per Do My Classes For Me The square root of the moving average of the squared price is used to define this moving average.