Author
ScriptorPublished date
Oct 25, 2018
Ahrens Moving Average is an indicator developed by Richard D. Ahrens.
The indicator was described in the article “Build A Better Moving Average” in the magazine "Technical Analysis of Stocks and Commodities" (October 2013).
It has one configurable parameter:
Calculation:
AHRMA = PrevAHRMA + ((MedianPrice-MedianMA)/Period)
where:
MedianMA = (PrevAHRMA + AHRMA[Period]) / 2.0
MedianPrice = (High + Low) / 2.0
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