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JSmooth moving average
Source: https://fxcodebase.com/code/viewtopic.php?f=38&t=59966
Forum: 38 · Topic 59966 · 1 post(s)
JSmooth moving average
Alexander.Gettinger · Mon Nov 25, 2013 2:40 pm
JSmooth - Smoothing by Mark Jurik.
Formulas: JSmooth[i]=J5[i], where J5[i]=J5[i-1]+J4[i], J4[i]=(J3[i]-J5[i-1])(1-Alpha)(1-Alpha)+J4[i-1]AlphaAlpha, J3[i]=J1[i]+J2[i], J2[i]=(Price[i]-J1[i])(1-Alpha)+J2[i-1]Alpha, J1[i]=Price[i](1-Alpha)+J1[i-1]Alpha, Alpha=0.45Length/(0.45(Length-1)+2).
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