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Least Square Moving Average
Source: https://fxcodebase.com/code/viewtopic.php?f=38&t=59628
Forum: 38 · Topic 59628 · 1 post(s)
Least Square Moving Average
Alexander.Gettinger · Wed Oct 09, 2013 10:01 am
Formulas: LSMA[i]=Sum/L2, where Sum[i] = (Length-N)Price[i]+(Length-N-1)Price[i-1]+…+(1-N)Price[i-Length+1], N = (Length+1)/3, L2 = Length(Length+1)/6.
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