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Bug in Multicharts Indicator SQ_LWMA

I spend a lot of time debugging this and found the LWMA is actually WMA.
Bug confirmed in Multicharts engine

SQ_LWMA = WAverage(Price, Period);
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  • Votes +2
  • Project StrategyQuant X
  • Type Bug
  • Status Refused
  • Priority Normal

History

KP
#1

CooleRnax

05.09.2019 19:05

Task created

KP
#2

CooleRnax

06.09.2019 12:11
*Build 122
RL
#3

rickliao

06.09.2019 13:53
Voted for this task.
KP
#4

CooleRnax

07.09.2019 18:46
Voted for this task.
KP
#5

CooleRnax

09.09.2019 18:02

Subject changed from 123 Build. Multicharts engine LWMA to Bug in Multicharts Indicator SQ_LWMA

MF
#6

Mark Fric

23.09.2019 14:52

Status changed from New to Waiting for information

isn't this only a problem in naming?


LWMA in SQ is available also as WAverage in EasyLanguage.

KP
#7

CooleRnax

23.09.2019 16:14
I thought that LWMA and WMA are different moving averages.
KP
#8

CooleRnax

24.09.2019 14:36
Please double check this.

I think LWMA and WMA are different moving averages.

TB
#9

Tomas Brynda

25.09.2019 08:51

Status changed from Waiting for information to Refused

Attachment indicatorTester.png added

Hi CooleRnax,

I was reading about WMA and LWMA algorithms and it seems like it is exactly the same.


Furthermore, I exported LWMA values from MultiCharts and made a test in IndicatorTester and the values were matching - see the attached screenshot.


The problem must be somewhere else. You can try yourself using SQ_IndyExport study.


If you have some problematic strategy, you can attach it here and we will investigate it further.


Best regards,

Tomas

Votes: +2

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