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Butterworth Moving Average
Source: https://fxcodebase.com/code/viewtopic.php?f=38&t=61505
Forum: 38 · Topic 61505 · 1 post(s)
Butterworth Moving Average
Alexander.Gettinger · Thu Nov 20, 2014 6:03 pm
Indicator is a moving average with smoothing Butterworth filter.
Formulas: ButtMA[i] = p1Price + p2BattMA[i-1] - p3BattMA[i-2], where p1 = 2/(1+Length), p2 = 2(1-Kf), p3 = (1-Kf)*(1-Kf), Kf = sqrt(p1), sqrt - square root.
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