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MA with Gaussian Filter
Source: https://fxcodebase.com/code/viewtopic.php?f=48&t=65211
Forum: 48 · Topic 65211 · 1 post(s)
MA with Gaussian Filter
Alexander.Gettinger · Sat Oct 28, 2017 8:46 am
Formulas: GaussMA[i]=p1Price[i-1]+p2GaussMA[i-1]-p3GaussMA[i-2]+p4GaussMA[i-3]-p5GaussMA[i-4], where p1=Alpha^4, p2=4(1-Alpha), p3=6(1-Alpha)^2, p4=4(1-Alpha)^3, p5=(1-Alpha)^4, Alpha=-Beta+sqrt(Beta(Beta+2)), Beta=(1-cos(w))/(2^(1/3)-1), w=2Pi/Period.
Line color indicates growth or decline. Color of dots corresponds to the acceleration or deceleration.
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