Source: https://fxcodebase.com/code/viewtopic.php?f=17&t=66208
Forum: 17 · Topic 66208 · 1 post(s)
Apprentice · Tue Jun 19, 2018 5:56 am

As described in article Scaling Alpha, The Deviation-Scaled Moving Average by John F. Ehlers, June issue of S&C Mag