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ITrend moving average
Source: https://fxcodebase.com/code/viewtopic.php?f=38&t=59635
Forum: 38 · Topic 59635 · 1 post(s)
ITrend moving average
Alexander.Gettinger · Wed Oct 09, 2013 5:32 pm
Instantaneous Trendline by J.Ehlers.
Formulas: ITrend[i] = (Price[i]+2Price[i-1]+Price[i-2])/4 for i<=7, ITrend[i] = c1Price[i]+c2Price[i-1]-c3Price[i-2]+c4ITrend[i-1]-c5ITrend[i-2] for i>7, where c1 = Alpha-0.25AlphaAlpha, c2 = 0.5AlphaAlpha, c3 = Alpha-0.75AlphaAlpha, c4 = 2(1-Alpha), c5 = (1-Alpha)(1-Alpha), Alpha=2/(Length+1).
Download:
TS2/Marketscope/Lua version