fxcodebase-backup
Endpoint Moving Average
Source: https://fxcodebase.com/code/viewtopic.php?f=17&t=72695
Forum: 17 · Topic 72695 · 1 post(s)
Endpoint Moving Average
Apprentice · Mon Sep 05, 2022 2:42 am
Based on source https://www.tradingview.com/script/OUpQ … verage-CC/
The End Point Moving Average was created by Patrick E. Lafferty (Stocks & Commodities V13 (413-417)) and it is essentially a variation of the weighted moving average but the weight system is different. This calculation goes by a number of other names, including least squares moving average (LSQMA), moving linear regression, and time series forecast (TSF). Joe Sharp’s “modified moving average” is the same thing too.