Variable Chande Momentum Oscillator Moving Average

[James 88]

Hi,

I use this moving average alot on another program and would really like to have it on eSignal. It's great.

Does anyone know if it's about in the knowledge base as an efs?

It's as described below:

Variable CMO is a form of variable moving average based on the Chande Momentum Oscillator.

It is calculated as follows:

Today's VMA value = ((EP * VR) * Close) + ((1 - (EP * VR)) * Yesterday's MA

where:
EP is the Exponential Percentage = 2 / (time period + 1)

VR is the Volatility Ratio = 9-day Chande Momentum Oscillator / 100

I'd be very appreciative if anyone can help.

Kind Regards, James

[Diane P]

Hi James,
Is the attached similar to what you are looking for?
Diane

[James 88]

Hi Diane,

thx for your reply; the study I'm after is a Moving AVerage which displays on the price-chart based on CMO. I've attached a screen shot to display what I mean. The Variable CMO moving average (VCMO) is in black. A simple MA is in green to comapre against, and a pure CMO is below the chart. You'll notice the VCMO has characteristics of the Parabolic SAR at times.

Kind rEgards, James

[z11]

what are the values (calculations) for the red and blue dotted lines in the chart you posted?

never mind - they are Para-SAR's.