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Holt-Winter Moving Average
Source: https://fxcodebase.com/code/viewtopic.php?f=48&t=66034
Forum: 48 · Topic 66034 · 1 post(s)
Holt-Winter Moving Average
Alexander.Gettinger · Wed May 02, 2018 11:25 am
Formulas: HWMA[i] = F[i]+V[i]+0.5A[i], where F[i] = (1-a)(F[i-1]+V[i-1]+0.5A[i-1])+aPrice[i], V[i] = (1-b)(V[i-1]+A[i-1])+b(F[i]-F[i-1]), A[i] = (1-c)A[i-1]+c(V[i]-V[i-1]).
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