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Holt-Winter Channel
Source: https://fxcodebase.com/code/viewtopic.php?f=48&t=66033
Forum: 48 · Topic 66033 · 1 post(s)
Holt-Winter Channel
Alexander.Gettinger · Wed May 02, 2018 11:24 am
Formulas: Top = HWMA+MultiplierStDt, Bottom = HWMA-MultiplierStDt, where HWMA - Holt-Winter Moving Average, StDt[i] = Sqrt(Var[i-1]), Var[i] = (1-d)Var[i-1]+d(Price[i-1]-HWMA[i-1])*(Price[i-1]-HWMA[i-1]).
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