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Butterworth Moving Average
Source: https://fxcodebase.com/code/viewtopic.php?f=48&t=64703
Forum: 48 · Topic 64703 · 1 post(s)
Butterworth Moving Average
Alexander.Gettinger · Fri Jun 02, 2017 12:07 pm
Formula: ButtMA[i] = p1Price[i]+p2Price[i-1]-p3Price[i-2], where p1 = 2/(1+Period), p2 = 2(1-Kf), p3 = (1-Kf)*(1-Kf), Kf = Sqrt(p1), Period - number of periods.
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