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Digital adaptive Moving Average (XMA)
Source: https://fxcodebase.com/code/viewtopic.php?f=48&t=66472
Forum: 48 · Topic 66472 · 1 post(s)
Digital adaptive Moving Average (XMA)
Alexander.Gettinger · Tue Aug 07, 2018 12:24 pm
Digital adaptive Moving Average XMA calculate Moving Averages with a digital filter.
Formulas: XMA[i] = MA[i], if Abs(MA[i]-MA[i-1])>=Step, else XMA[i] = XMA[i-1], where MA - moving average with [Length] number of periods and [Method] type, Abs - absolute value.
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