Topic: Smoothed Moving Average

I need to now how to calculate a Smoothed Moving Average for a data tester Im making on a spreadsheet.

How does FSB calculate the Smoothed MA Method

Re: Smoothed Moving Average

/// <summary>
        /// Calculates a Moving Average
        /// </summary>
        /// <param name="iPeriod">Period</param>
        /// <param name="iShift">Shift</param>
        /// <param name="maMethod">Method of calculation</param>
        /// <param name="afSource">The array of source data</param>
        /// <returns>the Moving Average</returns>
        protected static double[] MovingAverage(int iPeriod, int iShift, MAMethod maMethod, double[] adSource)
        {
            int      iBar;
            double   sum;
            double[] adTarget = new double[Bars];
 
            if (iPeriod <= 1 && iShift == 0)
            {   // There is no smoothing
                return adSource;
            }
 
            if (iPeriod > Bars || iPeriod + iShift <= 0 || iPeriod + iShift > Bars)
            {   // Error in the parameters
                return null;
            }
 
            for (iBar = 0; iBar < iPeriod + iShift - 1; iBar++)
            {
                adTarget[iBar] = 0;
            }
 
            for (iBar = 0, sum = 0; iBar < iPeriod; iBar++)
            {
                sum += adSource[iBar];
            }
 
            adTarget[iPeriod + iShift - 1] = sum / iPeriod;
 
            // Simple Moving Average
            if (maMethod == MAMethod.Simple)
            {   
                for (iBar = iPeriod; iBar < Math.Min(Bars, Bars - iShift); iBar++)
                {
                    adTarget[iBar + iShift] = adTarget[iBar + iShift - 1] + adSource[iBar] / iPeriod - adSource[iBar - iPeriod] / iPeriod;
                }
            }
 
            // Exponential Moving Average
            else if (maMethod == MAMethod.Exponential)
            {   
                double pr = 2d / (iPeriod + 1);
 
                for (iBar = iPeriod; iBar < Math.Min(Bars, Bars - iShift); iBar++)
                {
                    adTarget[iBar + iShift] = adSource[iBar] * pr + adTarget[iBar + iShift - 1] * (1 - pr);
                }
            }
 
            // Weighted Moving Average
            else if (maMethod == MAMethod.Weighted)
            {
                double dWeight = iPeriod * (iPeriod + 1) / 2d;
 
                for (iBar = iPeriod; iBar < Math.Min(Bars, Bars - iShift); iBar++)
                {
                    sum = 0;
                    for (int i = 0; i < iPeriod; i++)
                    {
                        sum += adSource[iBar - i] * (iPeriod - i);
                    }
 
                    adTarget[iBar + iShift] = sum / dWeight;
                }
            }
 
            // Smoothed Moving Average
            else if (maMethod == MAMethod.Smoothed)
            {
                for (iBar = iPeriod; iBar < Math.Min(Bars, Bars - iShift); iBar++)
                {
                    adTarget[iBar + iShift] = (adTarget[iBar + iShift - 1] * (iPeriod - 1) + adSource[iBar]) / iPeriod;
                }
            }
 
            for (iBar = Bars + iShift; iBar < Bars; iBar++)
            {
                adTarget[iBar] = 0;
            }
 
            return adTarget;
        }