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Double smoothed stochastic of MACD
Source: https://fxcodebase.com/code/viewtopic.php?f=38&t=62086
Forum: 38 · Topic 62086 · 1 post(s)
Double smoothed stochastic of MACD
Alexander.Gettinger · Wed Apr 08, 2015 11:18 am
Original LUA oscillator: viewtopic.php?f=17&t=61607&p=97773.
Formulas: DSS[i] = DSS[i-1]+Beta(DDS3-DSS[i-1]), Signal[i] = Signal[i-1]+Alpha(DSS[i]-Signal[i-1]), where DDS3 = 100(DDS2-Min2)/(Max2-Min2), Max, Min - maximum and minimum values of DDS2 at range from (i-Stoch_Length+1) to (i), DDS2[i] = DDS2[i-1]+Beta(DDS1-DDS2[i-1]), DDS1 = 100*(MACD-Min1)/(Max1-Min1), Max1. Min1 - maximum and minimum values of MACD at range from (i-Stoch_Length+1) to (i), Alpha = 2/(1+Signal_EMA), Beta = 2/(1+Smooth_EMA).
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