How to exclude the center/current number when performing movmax?

Im trying to create the Donchian Channel which uses the preceding 20day high. So I figure to use movmax but it includes the current/center number.

A = [4 8 6 -1 -2 -3 -1 3 4 5];
M = movmax(A,[2 0])
M =

       4     8     8     8     6    -1    -1     3     4     5

Is there a way to not include the center value?

[Adam]

Not that I can see using movmean. You can program your own version easily enough though with just a moving window and your own defined function

Answer 1

[Chris Turnes]

There's no direct way to exclude the current point in a given window with the moving statistics functions. However, since you want a trailing maximum in this particular answer, it is fairly easy to get around. As Jan pointed out, a 20-point trailing maximum that excludes the current point can be computed as a 19-point trailing maximum with a 1-point shift. So, you should be able to just do:

   movmax([-Inf x(1:(end-1))], [18 0]);

I believe this should be equivalent to what you want (although you'll have to decide what should happen for the first point, where you'd have a window only containing the current point).

Answer 2

[Andrei Bobrov]

Let x - your data

One way

m = 20;
M = conv2(x(:),[zeros(m+1,1); ones(m,1)]/m,'same');
M = M(m+1:end);

Other way

m = 20;
n = numel(x);
M = mean(x(hankel(1:n-m+1,n-m+1:n)),2);

[Adam]

Isn't that a mean?

[Andrei Bobrov]

Hi Adam! I have corrected my answer

Answer 3

[Jan]

The max of the preceeding 20 elements without the current element is the same as the former max of the preceeding 19 elements.

So please post some input data and the wanted output data.