Source: https://fxcodebase.com/code/viewtopic.php?f=48&t=65901
Forum: 48 · Topic 65901 · 1 post(s)
Alexander.Gettinger · Wed Apr 11, 2018 1:53 pm
Formulas: AMA_Slope[i] = AMA[i]-AMA[i-1], where AMA[i] = AMA[i-1]+SSC[i]^G(Price[i]-AMA[i-1]), SSC[i] = ERSC[i]+slowSC, ERSC[i] = ER[i](fastSC-slowSC), ER[i] = signal[i]/noise[i], signal[i] = Abs(Price[i]-Price[i-AMA_Period]), noise[i] = sum(Abs(Price[i]-Price[i-1])), fastSC = 2/(Fast_Period+1), slowSC = 2/(Slow_Period+1).
Download: