{"id":45553,"date":"2026-06-22T22:29:00","date_gmt":"2026-06-23T03:29:00","guid":{"rendered":"https:\/\/library-staging.tradingtechnologies.com\/doc\/moving-average-envelope-mae-2\/"},"modified":"2026-06-22T22:29:00","modified_gmt":"2026-06-23T03:29:00","slug":"moving-average-envelope-mae-2","status":"publish","type":"doc","link":"https:\/\/library-staging.tradingtechnologies.com\/ja\/moving-average-envelope-mae-2\/","title":{"rendered":"\u79fb\u52d5\u5e73\u5747\u30a8\u30f3\u30d9\u30ed\u30fc\u30d7 (MAE)"},"content":{"rendered":"<p class=\"BodyOther\">\u79fb\u52d5\u5e73\u5747\u30a8\u30f3\u30d9\u30ed\u30fc\u30d7 (MAE) \u306f\u3001\u79fb\u52d5\u5e73\u5747\u306e\u5468\u56f2\u306b\u30a8\u30f3\u30d9\u30ed\u30fc\u30d7\u3092\u4f5c\u6210\u3057\u3001\u904e\u5270\u8cb7\u3044\u3084\u904e\u5270\u58f2\u308a\u306e\u72b6\u6cc1\u3092\u691c\u51fa\u3057\u3066\u3001\u4fa1\u683c\u306e\u30c8\u30ec\u30f3\u30c9\u3092\u5e73\u6ed1\u5316\u3057\u3001\u4fa1\u683c\u306e\u30d6\u30ec\u30fc\u30af\u30a2\u30a6\u30c8\u306e\u6307\u6a19\u3068\u3057\u3066\u306e\u5f79\u5272\u3092\u679c\u305f\u3057\u307e\u3059\u3002\u79fb\u52d5\u5e73\u5747\u30a8\u30f3\u30d9\u30ed\u30fc\u30d7 (MAE\u3001Moving Average Envelope) \u306f\u3001\u4e2d\u592e\u30e9\u30a4\u30f3\u306e\u4e0a\u3068\u4e0b\u306b\u30d1\u30fc\u30bb\u30f3\u30c8\u6570\u3092\u8ffd\u52a0\u3055\u305b\u305f\u4e0b\u90e8\u306e\u30d0\u30f3\u30c9\u3068\u4e0a\u306e\u30d0\u30f3\u30c9\u3067\u6210\u308b\u3001\u4e2d\u592e\u30e9\u30a4\u30f3\u306e\u79fb\u52d5\u5e73\u5747\u3092\u4f7f\u7528\u3057\u307e\u3059\u3002<\/p>\n<p><!--\n\n\n<p>Moving average envelopes create a &acirc;&euro;&oelig;crayon&acirc;&euro; approach to moving averages rather than a sharp point pen. As such, moves above the upper line or below the lower line are more meaningful that moves through average itself. Price action often moves through averages even as there are no changes in range or trend. This problem can be avoided with envelopes.<\/p>\n\n\n--> <\/p>\n<p><img decoding=\"async\" class=\"img-responsive\" src=\"https:\/\/library-staging.tradingtechnologies.com\/wp-content\/uploads\/2026\/06\/moving-average-envelope-2.png\" alt=\"\"><\/p>\n<h2>Configuration Options<\/h2>\n<p><img decoding=\"async\" class=\"img-responsive\" src=\"https:\/\/library-staging.tradingtechnologies.com\/wp-content\/uploads\/2026\/06\/moving-average-envelope-3.png\" alt=\"\"><\/p>\n<ul>\n<li>  \t<strong>\u6b04<\/strong>: \u5e73\u5747\u8a08\u7b97\u306e\u30d9\u30fc\u30b9\u306b\u4f7f\u7528\u3059\u308b\u4fa1\u683c\u3001\u307e\u305f\u306f\u4fa1\u683c\u306e\u7d44\u307f\u5408\u308f\u305b\u3002\u4ee5\u4e0b\u306e\u5024\u304c\u3042\u308a\u307e\u3059\u3002\n<ul>\n<li>Open (\u59cb\u5024)<\/li>\n<li>High (\u9ad8\u5024)<\/li>\n<li>Low (\u5b89\u5024)<\/li>\n<li>Close (\u7d42\u5024)<\/li>\n<li>Adjusted Close (\u8abf\u6574\u7d42\u5024)<\/li>\n<li>HL\/2 ( left ( frac{High + Low}{2} right ) )<\/li>\n<li>HLC\/3 ( left ( frac{High + Low + Close}{3} right ) )<\/li>\n<li>HLCC\/4 ( left ( frac{High + Low + Close + Close}{4} right ) )<\/li>\n<li>OHLC\/4 ( left ( frac{Open + High + Low + Close}{4} right ) )<\/li>\n<\/ul>\n<\/li>\n<li><strong>Period<\/strong> (\u30d4\u30ea\u30aa\u30c9): \u8a08\u7b97\u3067\u4f7f\u7528\u3055\u308c\u308b\u30d0\u30fc\u6570\u3002<\/li>\n<li><strong>Shift Type<\/strong> (\u30b7\u30d5\u30c8 \u30bf\u30a4\u30d7): \u30aa\u30d5\u30bb\u30c3\u30c8\u306e\u30bf\u30a4\u30d7 (\u30d1\u30fc\u30bb\u30f3\u30c8\u307e\u305f\u306f\u30dd\u30a4\u30f3\u30c8)<\/li>\n<li><strong>Shift<\/strong> (\u30b7\u30d5\u30c8): \u5e73\u5747\u306e\u4e0a\u307e\u305f\u306f\u4e0b\u306b\u30aa\u30d5\u30bb\u30c3\u30c8\u3059\u308b\u30dd\u30a4\u30f3\u30c8\u6570\u307e\u305f\u306f\u30d1\u30fc\u30bb\u30f3\u30c8\u6570\u3002<\/li>\n<li>  \t<strong>Moving Average Type<\/strong>: Type of moving average to use in the calculations:\n<ul hidden>\n<li><strong>Simple<\/strong>: Mean (average) of the data.<\/li>\n<li><strong>Exponential<\/strong>: Newer data are weighted more heavily geometrically.<\/li>\n<li><strong>Time Series<\/strong>: Calculates a linear regression trendline using the \u201cleast squares fit\u201d method.<\/li>\n<li><strong>Triangular<\/strong>: Weighted average where the middle data are given the most weight, decreasing linearly to the end points.<\/li>\n<li><strong>Variable<\/strong>: An exponential moving average with a volatility index factored into the smoothing formula.  The Variable Moving average uses the Chande Momentum Oscillator as the volatility index.<\/li>\n<li><strong>VIDYA<\/strong>: An exponential moving average with a volatility index factored into the smoothing formula.  The VIDYA moving average uses the Standard Deviation as the volatility index. (Volatility Index DYnamic Average).<\/li>\n<li><strong>Weighted<\/strong>: Newer data are weighted more heavily arithmetically.<\/li>\n<li><strong>Welles Winder<\/strong>:The standard exponential moving average formula converts the time period to a fraction using the formula EMA% = 2\/(n + 1) where n is the number of days. For example, the EMA% for 14 days is 2\/(14 days +1) = 13.3%. Wilder, however, uses an EMA% of 1\/14 (1\/n) which equals 7.1%. This equates to a 27-day exponential moving average using the standard formula.<\/li>\n<li><strong>Hull<\/strong>: The Hull Moving Average makes a moving average more responsive while maintaining a curve smoothness. The formula for calculating this average is as follows: HMA[i] = MA( (2*MA(input, period\/2) \u2013 MA(input, period)), SQRT(period)) where MA is a moving average and SQRT is square root.<\/li>\n<li><strong>Double Exponential<\/strong>: The Double Exponential moving average attempts to remove the inherent lag associated to Moving Averages by placing more weight on recent values.<\/li>\n<li><strong>Triple Exponential<\/strong>: TBD<\/li>\n<\/ul>\n<ul>\n<li>Simple<\/li>\n<li>Exponential<\/li>\n<li>Time Series<\/li>\n<li>Triangular<\/li>\n<li>Variable<\/li>\n<li>VIDYA<\/li>\n<li>Weighted<\/li>\n<li>Welles Winder<\/li>\n<li>Hull<\/li>\n<li>Double Exponential<\/li>\n<li>Triple Exponential<\/li>\n<\/ul>\n<\/li>\n<li><strong>Channel Fill<\/strong> (\u30c1\u30e3\u30cd\u30eb \u30d5\u30a3\u30eb): \u4e0a\u90e8\u7dda\u3068\u4e0b\u90e8\u7dda\u306e\u9593\u306e\u90e8\u5206\u3092\u7db2\u639b\u3051\u8868\u793a\u3059\u308b\u304b\u3069\u3046\u304b\u3092\u6c7a\u5b9a\u3057\u307e\u3059\u3002<\/li>\n<li><strong>Color Selectors<\/strong> (\u914d\u8272\u30bb\u30ec\u30af\u30bf\u30fc): \u30b0\u30e9\u30d5\u8981\u7d20\u306b\u4f7f\u7528\u3059\u308b\u914d\u8272\u3002<\/li>\n<li><strong>Display Axis Label<\/strong> (\u8ef8\u30e9\u30d9\u30eb\u306e\u8868\u793a): Y \u8ef8\u306b\u6700\u65b0\u5024\u3092\u8868\u793a\u3059\u308b\u304b\u3069\u3046\u304b\u3002<\/li>\n<\/ul>\n<p><a name=\"Formula\"><\/a><\/p>\n<h2 class=\"Blurb\">\u6570\u5f0f<\/h2>\n<p>\u4efb\u610f\u306e\u79fb\u52d5\u5e73\u5747\u30bf\u30a4\u30d7\u3067\u30a8\u30f3\u30d9\u30ed\u30fc\u30d7\u3092\u958b\u59cb\u3057 (\u6570\u5f0f\u306f\u79fb\u52d5\u5e73\u5747\u3092\u53c2\u7167)\u3001\u5e73\u5747\u306e\u4e0a\u307e\u305f\u306f\u4e0b\u306b\u30aa\u30d5\u30bb\u30c3\u30c8 x% \u3092\u4f5c\u6210\u3059\u308b\u304b\u3001\u5e73\u5747\u306e\u4e0a\u307e\u305f\u306f\u4e0b\u306b\u30aa\u30d5\u30bb\u30c3\u30c8 \u30dd\u30a4\u30f3\u30c8 Y \u3092\u4f5c\u6210\u3057\u307e\u3059\u3002<\/p>\n<ul>\n<li>\u30d1\u30fc\u30bb\u30f3\u30c8\u6570\u30a8\u30f3\u30d9\u30ed\u30fc\u30d7:\n<\/p>\n<p>\u4e0a\u30d0\u30f3\u30c9 = \u79fb\u52d5\u5e73\u5747 + x%(\u79fb\u52d5\u5e73\u5747) \u4e0b\u30d0\u30f3\u30c9 = \u79fb\u52d5\u5e73\u5747 \u2013 x%(\u79fb\u52d5\u5e73\u5747)<\/li>\n<li>\u30dd\u30a4\u30f3\u30c8 \u30a8\u30f3\u30d9\u30ed\u30fc\u30d7:\n<\/p>\n<p>\u4e0a\u30d0\u30f3\u30c9 = \u79fb\u52d5\u5e73\u5747 + \u5b9a\u6570 <br \/>\u4e0b\u30d0\u30f3\u30c9 = \u79fb\u52d5\u5e73\u5747 \u2013 \u5b9a\u6570<\/li>\n<\/ul>\n<p><!--\n<a name=\"Example\"><\/a>\n        \n\n<h5 class=\"Blurb\">Example<\/h5>\n\n\n\n\n<p class=\"\">\n          <img decoding=\"async\" src=\"\">\n          \n          <\/img>\n        <\/p>\n\n--><\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u79fb\u52d5\u5e73\u5747\u30a8\u30f3\u30d9\u30ed\u30fc\u30d7 (MAE) \u306f\u3001\u79fb\u52d5\u5e73\u5747\u306e\u5468\u56f2\u306b\u30a8\u30f3\u30d9\u30ed\u30fc\u30d7\u3092\u4f5c\u6210\u3057\u3001\u904e\u5270\u8cb7\u3044\u3084\u904e\u5270\u58f2\u308a\u306e\u72b6\u6cc1\u3092\u691c\u51fa\u3057\u3066\u3001\u4fa1\u683c\u306e\u30c8\u30ec\u30f3\u30c9\u3092\u5e73\u6ed1\u5316\u3057\u3001\u4fa1\u683c\u306e\u30d6\u30ec\u30fc\u30af\u30a2\u30a6\u30c8\u306e\u6307\u6a19\u3068\u3057\u3066\u306e\u5f79\u5272\u3092\u679c\u305f\u3057\u307e\u3059\u3002\u79fb\u52d5\u5e73\u5747\u30a8\u30f3\u30d9\u30ed\u30fc\u30d7 (MAE [&hellip;]<\/p>\n","protected":false},"author":2,"template":"","meta":{"_acf_changed":false,"footnotes":""},"docs-category":[375],"class_list":["post-45553","doc","type-doc","status-publish","hentry","docs-category-technical-indicators"],"acf":[],"_links":{"self":[{"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/doc\/45553","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/doc"}],"about":[{"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/types\/doc"}],"author":[{"embeddable":true,"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/users\/2"}],"version-history":[{"count":0,"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/doc\/45553\/revisions"}],"wp:attachment":[{"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/media?parent=45553"}],"wp:term":[{"taxonomy":"docs-category","embeddable":true,"href":"https:\/\/library-staging.tradingtechnologies.com\/ja\/wp-json\/wp\/v2\/docs-category?post=45553"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}