fxcodebase-backup
Corrected Average
Source: https://fxcodebase.com/code/viewtopic.php?f=38&t=61251
Forum: 38 · Topic 61251 · 1 post(s)
Corrected Average
Alexander.Gettinger · Thu Sep 25, 2014 9:36 am
Original LUA indicator: viewtopic.php?f=17&t=27589.
Formula: CA[i] = CA[i-1]+k(MA-CA[i-1]), where MA - MA(Price) with [Length] number of periods and [Method] type, k = 1-StdDev2/diff2, if diff2>StdDev2, else k = 0, StdDev2 = StdDevStdDev, StdDev - Standard deviation(Price) with [Length] number of periods, diff2 = diff*diff, diff = CA[i-1]-MA.
Download: