fxcodebase-backup
Split Moving Average
Source: https://fxcodebase.com/code/viewtopic.php?f=17&t=74472
Forum: 17 · Topic 74472 · 1 post(s)
Split Moving Average
Apprentice · Sat Dec 23, 2023 3:27 am
Instead of a moving average of all data points, we calculate the moving average of up and down changes.
Will be calculated only if a current data point is up for Up trend and vice versa.
The trailing variant is calculated regardless of whether the current data point is up or down.