Moving-average construction: windows, weights and stops

Windows, weights and stops

The moving-average is a lookback statistic that maps ordered prices into one smoothed value at each sampling interval. TradersWeek editorial view: the input transform, the weight or length rule, and an explicit stopping condition have to be specified together before that series can serve as a comparable quantitative baseline.

Named windows and midpoint-price input

A dual-average alert was specified as a 50-day average crossing above a 200-day average.

The intended adaptive-filter input was the midpoint-price, the average of the bar high and low. That sum must be grouped before dividing by two. The same symbols without those parentheses change the arithmetic.

Re-keying filter code from a non-text listing introduced the midpoint-parentheses error. A copyable text listing was the intended distribution form.

Adaptive-length, median-average and loop-escape

An adaptive-length construction shortens the averaging window during computation instead of holding the lookback fixed. Inside the adaptive loop, length was reduced by 2 on each pass, so a missing lower bound could leave the while-condition permanently true.

A defensive loop-escape set the loop residual to 0 once length fell below 1, forcing the while-condition to fail even if the threshold test had not.

The recursive branch used a smoothing weight of 2 divided by length plus 1, then measured disagreement as the absolute gap between a same-length median and that recursion, scaled by the median. That median-average comparison is a same-window check used to decide whether length should keep shrinking.

Move-adjusted-average and the array-window

A move-adjusted-average can be written as one windowed sum that weights each price by the absolute size of its period-to-period change and then divides by the sum of those absolute changes. It is a weighted mean that scales each observation by the absolute size of its recent change.

Entering that weighted sum as an array-window lets the same construction expand from a short window to a 50-period window without a separate helper column for each length.