Quadruple Moving Average: A Weighted Combination of Nested Averages

Summary

The document describes a quadruple moving average built by repeatedly applying the same moving-average calculation to its prior output. It combines the first five stages using weights of 5, −10, 10, −5, and 1. The calculation period is adjustable, and the moving-average method can be selected from several types, including simple, exponential, weighted, Wilder, triangular, endpoint, and time-series averages.

The article supplies the formula and a code example, but it gives no trading rules, signal interpretation, backtest, or performance evidence. Although the indicator is called a quadruple exponential moving average, the selectable methods mean the calculation need not use exponential averages. The document does not explain how changing the method or period affects lag, smoothness, or trading outcomes.

Key ideas

• The indicator applies a moving average repeatedly to create five nested calculation stages.
• It combines those stages with weights of 5, −10, 10, −5, and 1.
• The calculation period and moving-average method are configurable.
• Available methods include simple, exponential, weighted, Wilder, triangular, endpoint, and time-series averages.
• The document provides a formula and code example but no trading rules or performance results.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.