Custom moving averages?

Research
1

I’m quite happy with the current MAs offered by default in the platform, but I want to explore more of advanced MA indicators and their potential value to my systems. However, it seems that currently there is no real way to implement these due to their recursive nature. With custom functions one can only do very short-period moving averages and with grueling amounts of work to boot. That is since custom functions don’t allow for parameters to be passed to them.

Is there a better way to implement custom moving averages that I’m missing? An example would be most valuable.

2

I think most moving averages can be implemented in Portfolio123, but it can take some work. What particular moving average did you have in mind?

3

I’m currently looking to implement VIDYA (Variable Index Dynamic Average / Chande Volatility Index Dynamic Average) and FRAMA (Fractial Adaptive Moving Average).

4

These are indeed very complicated to implement but I believe they can be done using custom formulas and aggregate series. I have sent you a private message with more information.