Source: https://fxcodebase.com/code/viewtopic.php?f=48&t=66544
Forum: 48 · Topic 66544 · 1 post(s)
Alexander.Gettinger · Sat Aug 18, 2018 9:18 pm
Formulas: AMA[i]=AlphaClose[i]+(1-Alpha)AMA[i-1], Signal[i]=AlphaSAMA[i]+(1-AlphaS)Signal[i-1], where Aplha=Exp(-Multiplier(DE-1)), AlphaS=Exp(-SMultiplier(DE-1)), DE=(ln(R1+R2)-ln(R3))/ln(2), R1 - price range from (i-Period/2) to i, R2 - price range from (i-i-Period) to (i-Period/2), R3 - price range from (i-Period) to i.
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